| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,474.52 |
2,491.94 |
17.42 |
0.7% |
2,470.35 |
| High |
2,488.95 |
2,496.77 |
7.82 |
0.3% |
2,471.97 |
| Low |
2,474.52 |
2,490.37 |
15.85 |
0.6% |
2,446.55 |
| Close |
2,488.11 |
2,496.48 |
8.37 |
0.3% |
2,461.43 |
| Range |
14.43 |
6.40 |
-8.03 |
-55.6% |
25.42 |
| ATR |
15.95 |
15.43 |
-0.52 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,513.74 |
2,511.51 |
2,500.00 |
|
| R3 |
2,507.34 |
2,505.11 |
2,498.24 |
|
| R2 |
2,500.94 |
2,500.94 |
2,497.65 |
|
| R1 |
2,498.71 |
2,498.71 |
2,497.07 |
2,499.83 |
| PP |
2,494.54 |
2,494.54 |
2,494.54 |
2,495.10 |
| S1 |
2,492.31 |
2,492.31 |
2,495.89 |
2,493.43 |
| S2 |
2,488.14 |
2,488.14 |
2,495.31 |
|
| S3 |
2,481.74 |
2,485.91 |
2,494.72 |
|
| S4 |
2,475.34 |
2,479.51 |
2,492.96 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.24 |
2,524.26 |
2,475.41 |
|
| R3 |
2,510.82 |
2,498.84 |
2,468.42 |
|
| R2 |
2,485.40 |
2,485.40 |
2,466.09 |
|
| R1 |
2,473.42 |
2,473.42 |
2,463.76 |
2,466.70 |
| PP |
2,459.98 |
2,459.98 |
2,459.98 |
2,456.63 |
| S1 |
2,448.00 |
2,448.00 |
2,459.10 |
2,441.28 |
| S2 |
2,434.56 |
2,434.56 |
2,456.77 |
|
| S3 |
2,409.14 |
2,422.58 |
2,454.44 |
|
| S4 |
2,383.72 |
2,397.16 |
2,447.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,496.77 |
2,459.20 |
37.57 |
1.5% |
9.45 |
0.4% |
99% |
True |
False |
|
| 10 |
2,496.77 |
2,428.21 |
68.56 |
2.7% |
12.89 |
0.5% |
100% |
True |
False |
|
| 20 |
2,496.77 |
2,417.35 |
79.42 |
3.2% |
13.94 |
0.6% |
100% |
True |
False |
|
| 40 |
2,496.77 |
2,417.35 |
79.42 |
3.2% |
12.59 |
0.5% |
100% |
True |
False |
|
| 60 |
2,496.77 |
2,405.70 |
91.07 |
3.6% |
12.95 |
0.5% |
100% |
True |
False |
|
| 80 |
2,496.77 |
2,370.43 |
126.34 |
5.1% |
12.60 |
0.5% |
100% |
True |
False |
|
| 100 |
2,496.77 |
2,344.51 |
152.26 |
6.1% |
12.34 |
0.5% |
100% |
True |
False |
|
| 120 |
2,496.77 |
2,322.25 |
174.52 |
7.0% |
13.07 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,523.97 |
|
2.618 |
2,513.53 |
|
1.618 |
2,507.13 |
|
1.000 |
2,503.17 |
|
0.618 |
2,500.73 |
|
HIGH |
2,496.77 |
|
0.618 |
2,494.33 |
|
0.500 |
2,493.57 |
|
0.382 |
2,492.81 |
|
LOW |
2,490.37 |
|
0.618 |
2,486.41 |
|
1.000 |
2,483.97 |
|
1.618 |
2,480.01 |
|
2.618 |
2,473.61 |
|
4.250 |
2,463.17 |
|
|