| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2017 |
12-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,268.60 |
2,271.14 |
2.54 |
0.1% |
2,251.57 |
| High |
2,275.32 |
2,271.78 |
-3.54 |
-0.2% |
2,282.10 |
| Low |
2,260.83 |
2,254.25 |
-6.58 |
-0.3% |
2,245.13 |
| Close |
2,275.32 |
2,270.44 |
-4.88 |
-0.2% |
2,276.98 |
| Range |
14.49 |
17.53 |
3.04 |
21.0% |
36.97 |
| ATR |
14.60 |
15.06 |
0.46 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,318.08 |
2,311.79 |
2,280.08 |
|
| R3 |
2,300.55 |
2,294.26 |
2,275.26 |
|
| R2 |
2,283.02 |
2,283.02 |
2,273.65 |
|
| R1 |
2,276.73 |
2,276.73 |
2,272.05 |
2,271.11 |
| PP |
2,265.49 |
2,265.49 |
2,265.49 |
2,262.68 |
| S1 |
2,259.20 |
2,259.20 |
2,268.83 |
2,253.58 |
| S2 |
2,247.96 |
2,247.96 |
2,267.23 |
|
| S3 |
2,230.43 |
2,241.67 |
2,265.62 |
|
| S4 |
2,212.90 |
2,224.14 |
2,260.80 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.98 |
2,364.95 |
2,297.31 |
|
| R3 |
2,342.01 |
2,327.98 |
2,287.15 |
|
| R2 |
2,305.04 |
2,305.04 |
2,283.76 |
|
| R1 |
2,291.01 |
2,291.01 |
2,280.37 |
2,298.03 |
| PP |
2,268.07 |
2,268.07 |
2,268.07 |
2,271.58 |
| S1 |
2,254.04 |
2,254.04 |
2,273.59 |
2,261.06 |
| S2 |
2,231.10 |
2,231.10 |
2,270.20 |
|
| S3 |
2,194.13 |
2,217.07 |
2,266.81 |
|
| S4 |
2,157.16 |
2,180.10 |
2,256.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,282.10 |
2,254.25 |
27.85 |
1.2% |
14.13 |
0.6% |
58% |
False |
True |
|
| 10 |
2,282.10 |
2,233.62 |
48.48 |
2.1% |
14.16 |
0.6% |
76% |
False |
False |
|
| 20 |
2,282.10 |
2,233.62 |
48.48 |
2.1% |
13.26 |
0.6% |
76% |
False |
False |
|
| 40 |
2,282.10 |
2,166.38 |
115.72 |
5.1% |
12.85 |
0.6% |
90% |
False |
False |
|
| 60 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
14.63 |
0.6% |
94% |
False |
False |
|
| 80 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
15.16 |
0.7% |
94% |
False |
False |
|
| 100 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
15.72 |
0.7% |
94% |
False |
False |
|
| 120 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
15.01 |
0.7% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,346.28 |
|
2.618 |
2,317.67 |
|
1.618 |
2,300.14 |
|
1.000 |
2,289.31 |
|
0.618 |
2,282.61 |
|
HIGH |
2,271.78 |
|
0.618 |
2,265.08 |
|
0.500 |
2,263.02 |
|
0.382 |
2,260.95 |
|
LOW |
2,254.25 |
|
0.618 |
2,243.42 |
|
1.000 |
2,236.72 |
|
1.618 |
2,225.89 |
|
2.618 |
2,208.36 |
|
4.250 |
2,179.75 |
|
|