| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,470.35 |
2,463.83 |
-6.52 |
-0.3% |
2,447.35 |
| High |
2,471.97 |
2,469.64 |
-2.33 |
-0.1% |
2,480.38 |
| Low |
2,446.55 |
2,459.20 |
12.65 |
0.5% |
2,428.21 |
| Close |
2,457.85 |
2,465.54 |
7.69 |
0.3% |
2,476.55 |
| Range |
25.42 |
10.44 |
-14.98 |
-58.9% |
52.17 |
| ATR |
16.53 |
16.19 |
-0.34 |
-2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,496.11 |
2,491.27 |
2,471.28 |
|
| R3 |
2,485.67 |
2,480.83 |
2,468.41 |
|
| R2 |
2,475.23 |
2,475.23 |
2,467.45 |
|
| R1 |
2,470.39 |
2,470.39 |
2,466.50 |
2,472.81 |
| PP |
2,464.79 |
2,464.79 |
2,464.79 |
2,466.01 |
| S1 |
2,459.95 |
2,459.95 |
2,464.58 |
2,462.37 |
| S2 |
2,454.35 |
2,454.35 |
2,463.63 |
|
| S3 |
2,443.91 |
2,449.51 |
2,462.67 |
|
| S4 |
2,433.47 |
2,439.07 |
2,459.80 |
|
|
| 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 |
2,443.77 |
36.61 |
1.5% |
14.23 |
0.6% |
59% |
False |
False |
|
| 10 |
2,480.38 |
2,428.21 |
52.17 |
2.1% |
13.51 |
0.5% |
72% |
False |
False |
|
| 20 |
2,480.38 |
2,417.35 |
63.03 |
2.6% |
15.27 |
0.6% |
76% |
False |
False |
|
| 40 |
2,490.87 |
2,417.35 |
73.52 |
3.0% |
12.68 |
0.5% |
66% |
False |
False |
|
| 60 |
2,490.87 |
2,405.70 |
85.17 |
3.5% |
13.19 |
0.5% |
70% |
False |
False |
|
| 80 |
2,490.87 |
2,353.29 |
137.58 |
5.6% |
13.02 |
0.5% |
82% |
False |
False |
|
| 100 |
2,490.87 |
2,332.51 |
158.36 |
6.4% |
12.66 |
0.5% |
84% |
False |
False |
|
| 120 |
2,490.87 |
2,322.25 |
168.62 |
6.8% |
13.38 |
0.5% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,514.01 |
|
2.618 |
2,496.97 |
|
1.618 |
2,486.53 |
|
1.000 |
2,480.08 |
|
0.618 |
2,476.09 |
|
HIGH |
2,469.64 |
|
0.618 |
2,465.65 |
|
0.500 |
2,464.42 |
|
0.382 |
2,463.19 |
|
LOW |
2,459.20 |
|
0.618 |
2,452.75 |
|
1.000 |
2,448.76 |
|
1.618 |
2,442.31 |
|
2.618 |
2,431.87 |
|
4.250 |
2,414.83 |
|
|