| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2017 |
04-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,251.57 |
2,261.60 |
10.03 |
0.4% |
2,266.23 |
| High |
2,263.88 |
2,272.82 |
8.94 |
0.4% |
2,273.82 |
| Low |
2,245.13 |
2,261.60 |
16.47 |
0.7% |
2,233.62 |
| Close |
2,257.83 |
2,270.75 |
12.92 |
0.6% |
2,238.83 |
| Range |
18.75 |
11.22 |
-7.53 |
-40.2% |
40.20 |
| ATR |
15.26 |
15.24 |
-0.02 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,302.05 |
2,297.62 |
2,276.92 |
|
| R3 |
2,290.83 |
2,286.40 |
2,273.84 |
|
| R2 |
2,279.61 |
2,279.61 |
2,272.81 |
|
| R1 |
2,275.18 |
2,275.18 |
2,271.78 |
2,277.40 |
| PP |
2,268.39 |
2,268.39 |
2,268.39 |
2,269.50 |
| S1 |
2,263.96 |
2,263.96 |
2,269.72 |
2,266.18 |
| S2 |
2,257.17 |
2,257.17 |
2,268.69 |
|
| S3 |
2,245.95 |
2,252.74 |
2,267.66 |
|
| S4 |
2,234.73 |
2,241.52 |
2,264.58 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.36 |
2,344.29 |
2,260.94 |
|
| R3 |
2,329.16 |
2,304.09 |
2,249.89 |
|
| R2 |
2,288.96 |
2,288.96 |
2,246.20 |
|
| R1 |
2,263.89 |
2,263.89 |
2,242.52 |
2,256.33 |
| PP |
2,248.76 |
2,248.76 |
2,248.76 |
2,244.97 |
| S1 |
2,223.69 |
2,223.69 |
2,235.15 |
2,216.13 |
| S2 |
2,208.56 |
2,208.56 |
2,231.46 |
|
| S3 |
2,168.36 |
2,183.49 |
2,227.78 |
|
| S4 |
2,128.16 |
2,143.29 |
2,216.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,272.82 |
2,233.62 |
39.20 |
1.7% |
16.42 |
0.7% |
95% |
True |
False |
|
| 10 |
2,273.82 |
2,233.62 |
40.20 |
1.8% |
11.43 |
0.5% |
92% |
False |
False |
|
| 20 |
2,277.53 |
2,202.21 |
75.32 |
3.3% |
13.87 |
0.6% |
91% |
False |
False |
|
| 40 |
2,277.53 |
2,100.59 |
176.94 |
7.8% |
14.79 |
0.7% |
96% |
False |
False |
|
| 60 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
15.02 |
0.7% |
97% |
False |
False |
|
| 80 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
16.11 |
0.7% |
97% |
False |
False |
|
| 100 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
15.44 |
0.7% |
97% |
False |
False |
|
| 120 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
14.87 |
0.7% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,320.51 |
|
2.618 |
2,302.19 |
|
1.618 |
2,290.97 |
|
1.000 |
2,284.04 |
|
0.618 |
2,279.75 |
|
HIGH |
2,272.82 |
|
0.618 |
2,268.53 |
|
0.500 |
2,267.21 |
|
0.382 |
2,265.89 |
|
LOW |
2,261.60 |
|
0.618 |
2,254.67 |
|
1.000 |
2,250.38 |
|
1.618 |
2,243.45 |
|
2.618 |
2,232.23 |
|
4.250 |
2,213.92 |
|
|