| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2017 |
05-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,261.60 |
2,268.18 |
6.58 |
0.3% |
2,266.23 |
| High |
2,272.82 |
2,271.50 |
-1.32 |
-0.1% |
2,273.82 |
| Low |
2,261.60 |
2,260.45 |
-1.15 |
-0.1% |
2,233.62 |
| Close |
2,270.75 |
2,269.00 |
-1.75 |
-0.1% |
2,238.83 |
| Range |
11.22 |
11.05 |
-0.17 |
-1.5% |
40.20 |
| ATR |
15.24 |
14.94 |
-0.30 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,300.13 |
2,295.62 |
2,275.08 |
|
| R3 |
2,289.08 |
2,284.57 |
2,272.04 |
|
| R2 |
2,278.03 |
2,278.03 |
2,271.03 |
|
| R1 |
2,273.52 |
2,273.52 |
2,270.01 |
2,275.78 |
| PP |
2,266.98 |
2,266.98 |
2,266.98 |
2,268.11 |
| S1 |
2,262.47 |
2,262.47 |
2,267.99 |
2,264.73 |
| S2 |
2,255.93 |
2,255.93 |
2,266.97 |
|
| S3 |
2,244.88 |
2,251.42 |
2,265.96 |
|
| S4 |
2,233.83 |
2,240.37 |
2,262.92 |
|
|
| 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% |
14.19 |
0.6% |
90% |
False |
False |
|
| 10 |
2,273.82 |
2,233.62 |
40.20 |
1.8% |
11.89 |
0.5% |
88% |
False |
False |
|
| 20 |
2,277.53 |
2,208.93 |
68.60 |
3.0% |
13.89 |
0.6% |
88% |
False |
False |
|
| 40 |
2,277.53 |
2,123.56 |
153.97 |
6.8% |
14.28 |
0.6% |
94% |
False |
False |
|
| 60 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
15.06 |
0.7% |
96% |
False |
False |
|
| 80 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
15.69 |
0.7% |
96% |
False |
False |
|
| 100 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
15.49 |
0.7% |
96% |
False |
False |
|
| 120 |
2,277.53 |
2,083.79 |
193.74 |
8.5% |
14.86 |
0.7% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,318.46 |
|
2.618 |
2,300.43 |
|
1.618 |
2,289.38 |
|
1.000 |
2,282.55 |
|
0.618 |
2,278.33 |
|
HIGH |
2,271.50 |
|
0.618 |
2,267.28 |
|
0.500 |
2,265.98 |
|
0.382 |
2,264.67 |
|
LOW |
2,260.45 |
|
0.618 |
2,253.62 |
|
1.000 |
2,249.40 |
|
1.618 |
2,242.57 |
|
2.618 |
2,231.52 |
|
4.250 |
2,213.49 |
|
|