| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2017 |
14-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,493.89 |
2,494.56 |
0.67 |
0.0% |
2,470.35 |
| High |
2,498.37 |
2,498.43 |
0.06 |
0.0% |
2,471.97 |
| Low |
2,492.14 |
2,491.35 |
-0.79 |
0.0% |
2,446.55 |
| Close |
2,498.37 |
2,495.62 |
-2.75 |
-0.1% |
2,461.43 |
| Range |
6.23 |
7.08 |
0.85 |
13.6% |
25.42 |
| ATR |
14.77 |
14.22 |
-0.55 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,516.37 |
2,513.08 |
2,499.51 |
|
| R3 |
2,509.29 |
2,506.00 |
2,497.57 |
|
| R2 |
2,502.21 |
2,502.21 |
2,496.92 |
|
| R1 |
2,498.92 |
2,498.92 |
2,496.27 |
2,500.57 |
| PP |
2,495.13 |
2,495.13 |
2,495.13 |
2,495.96 |
| S1 |
2,491.84 |
2,491.84 |
2,494.97 |
2,493.49 |
| S2 |
2,488.05 |
2,488.05 |
2,494.32 |
|
| S3 |
2,480.97 |
2,484.76 |
2,493.67 |
|
| S4 |
2,473.89 |
2,477.68 |
2,491.73 |
|
|
| 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 |
2,498.43 |
2,459.40 |
39.03 |
1.6% |
8.36 |
0.3% |
93% |
True |
False |
|
| 10 |
2,498.43 |
2,446.55 |
51.88 |
2.1% |
10.47 |
0.4% |
95% |
True |
False |
|
| 20 |
2,498.43 |
2,417.35 |
81.08 |
3.2% |
13.69 |
0.5% |
97% |
True |
False |
|
| 40 |
2,498.43 |
2,417.35 |
81.08 |
3.2% |
12.41 |
0.5% |
97% |
True |
False |
|
| 60 |
2,498.43 |
2,405.70 |
92.73 |
3.7% |
12.73 |
0.5% |
97% |
True |
False |
|
| 80 |
2,498.43 |
2,393.88 |
104.55 |
4.2% |
12.43 |
0.5% |
97% |
True |
False |
|
| 100 |
2,498.43 |
2,353.29 |
145.14 |
5.8% |
12.28 |
0.5% |
98% |
True |
False |
|
| 120 |
2,498.43 |
2,322.25 |
176.18 |
7.1% |
12.88 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,528.52 |
|
2.618 |
2,516.97 |
|
1.618 |
2,509.89 |
|
1.000 |
2,505.51 |
|
0.618 |
2,502.81 |
|
HIGH |
2,498.43 |
|
0.618 |
2,495.73 |
|
0.500 |
2,494.89 |
|
0.382 |
2,494.05 |
|
LOW |
2,491.35 |
|
0.618 |
2,486.97 |
|
1.000 |
2,484.27 |
|
1.618 |
2,479.89 |
|
2.618 |
2,472.81 |
|
4.250 |
2,461.26 |
|
|