| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2016 |
06-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,155.15 |
2,158.22 |
3.07 |
0.1% |
2,158.54 |
| High |
2,163.95 |
2,162.93 |
-1.02 |
0.0% |
2,175.30 |
| Low |
2,155.15 |
2,150.28 |
-4.87 |
-0.2% |
2,141.55 |
| Close |
2,159.73 |
2,160.77 |
1.04 |
0.0% |
2,168.27 |
| Range |
8.80 |
12.65 |
3.85 |
43.8% |
33.75 |
| ATR |
19.32 |
18.85 |
-0.48 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.94 |
2,191.01 |
2,167.73 |
|
| R3 |
2,183.29 |
2,178.36 |
2,164.25 |
|
| R2 |
2,170.64 |
2,170.64 |
2,163.09 |
|
| R1 |
2,165.71 |
2,165.71 |
2,161.93 |
2,168.18 |
| PP |
2,157.99 |
2,157.99 |
2,157.99 |
2,159.23 |
| S1 |
2,153.06 |
2,153.06 |
2,159.61 |
2,155.53 |
| S2 |
2,145.34 |
2,145.34 |
2,158.45 |
|
| S3 |
2,132.69 |
2,140.41 |
2,157.29 |
|
| S4 |
2,120.04 |
2,127.76 |
2,153.81 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,262.96 |
2,249.36 |
2,186.83 |
|
| R3 |
2,229.21 |
2,215.61 |
2,177.55 |
|
| R2 |
2,195.46 |
2,195.46 |
2,174.46 |
|
| R1 |
2,181.86 |
2,181.86 |
2,171.36 |
2,188.66 |
| PP |
2,161.71 |
2,161.71 |
2,161.71 |
2,165.11 |
| S1 |
2,148.11 |
2,148.11 |
2,165.18 |
2,154.91 |
| S2 |
2,127.96 |
2,127.96 |
2,162.08 |
|
| S3 |
2,094.21 |
2,114.36 |
2,158.99 |
|
| S4 |
2,060.46 |
2,080.61 |
2,149.71 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,175.30 |
2,144.01 |
31.29 |
1.4% |
14.27 |
0.7% |
54% |
False |
False |
|
| 10 |
2,175.30 |
2,141.55 |
33.75 |
1.6% |
16.23 |
0.8% |
57% |
False |
False |
|
| 20 |
2,179.99 |
2,119.12 |
60.87 |
2.8% |
20.36 |
0.9% |
68% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.81 |
0.7% |
56% |
False |
False |
|
| 60 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.56 |
0.7% |
56% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.74 |
0.8% |
84% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.54 |
0.8% |
84% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.73 |
0.8% |
84% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.69 |
|
2.618 |
2,196.05 |
|
1.618 |
2,183.40 |
|
1.000 |
2,175.58 |
|
0.618 |
2,170.75 |
|
HIGH |
2,162.93 |
|
0.618 |
2,158.10 |
|
0.500 |
2,156.61 |
|
0.382 |
2,155.11 |
|
LOW |
2,150.28 |
|
0.618 |
2,142.46 |
|
1.000 |
2,137.63 |
|
1.618 |
2,129.81 |
|
2.618 |
2,117.16 |
|
4.250 |
2,096.52 |
|
|