| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,462.65 |
2,474.42 |
11.77 |
0.5% |
2,447.35 |
| High |
2,475.01 |
2,480.38 |
5.37 |
0.2% |
2,480.38 |
| Low |
2,462.65 |
2,473.99 |
11.34 |
0.5% |
2,428.21 |
| Close |
2,471.65 |
2,476.55 |
4.90 |
0.2% |
2,476.55 |
| Range |
12.36 |
6.39 |
-5.97 |
-48.3% |
52.17 |
| ATR |
16.02 |
15.50 |
-0.52 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.14 |
2,492.74 |
2,480.06 |
|
| R3 |
2,489.75 |
2,486.35 |
2,478.31 |
|
| R2 |
2,483.36 |
2,483.36 |
2,477.72 |
|
| R1 |
2,479.96 |
2,479.96 |
2,477.14 |
2,481.66 |
| PP |
2,476.97 |
2,476.97 |
2,476.97 |
2,477.83 |
| S1 |
2,473.57 |
2,473.57 |
2,475.96 |
2,475.27 |
| S2 |
2,470.58 |
2,470.58 |
2,475.38 |
|
| S3 |
2,464.19 |
2,467.18 |
2,474.79 |
|
| S4 |
2,457.80 |
2,460.79 |
2,473.04 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,618.22 |
2,599.56 |
2,505.24 |
|
| R3 |
2,566.05 |
2,547.39 |
2,490.90 |
|
| R2 |
2,513.88 |
2,513.88 |
2,486.11 |
|
| R1 |
2,495.22 |
2,495.22 |
2,481.33 |
2,504.55 |
| PP |
2,461.71 |
2,461.71 |
2,461.71 |
2,466.38 |
| S1 |
2,443.05 |
2,443.05 |
2,471.77 |
2,452.38 |
| S2 |
2,409.54 |
2,409.54 |
2,466.99 |
|
| S3 |
2,357.37 |
2,390.88 |
2,462.20 |
|
| S4 |
2,305.20 |
2,338.71 |
2,447.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,480.38 |
2,428.21 |
52.17 |
2.1% |
13.27 |
0.5% |
93% |
True |
False |
|
| 10 |
2,480.38 |
2,417.35 |
63.03 |
2.5% |
13.36 |
0.5% |
94% |
True |
False |
|
| 20 |
2,490.87 |
2,417.35 |
73.52 |
3.0% |
14.76 |
0.6% |
81% |
False |
False |
|
| 40 |
2,490.87 |
2,412.79 |
78.08 |
3.2% |
12.44 |
0.5% |
82% |
False |
False |
|
| 60 |
2,490.87 |
2,405.70 |
85.17 |
3.4% |
13.27 |
0.5% |
83% |
False |
False |
|
| 80 |
2,490.87 |
2,353.29 |
137.58 |
5.6% |
12.82 |
0.5% |
90% |
False |
False |
|
| 100 |
2,490.87 |
2,328.95 |
161.92 |
6.5% |
12.61 |
0.5% |
91% |
False |
False |
|
| 120 |
2,490.87 |
2,322.25 |
168.62 |
6.8% |
13.35 |
0.5% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,507.54 |
|
2.618 |
2,497.11 |
|
1.618 |
2,490.72 |
|
1.000 |
2,486.77 |
|
0.618 |
2,484.33 |
|
HIGH |
2,480.38 |
|
0.618 |
2,477.94 |
|
0.500 |
2,477.19 |
|
0.382 |
2,476.43 |
|
LOW |
2,473.99 |
|
0.618 |
2,470.04 |
|
1.000 |
2,467.60 |
|
1.618 |
2,463.65 |
|
2.618 |
2,457.26 |
|
4.250 |
2,446.83 |
|
|