| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,494.56 |
2,495.67 |
1.11 |
0.0% |
2,474.52 |
| High |
2,498.43 |
2,500.23 |
1.80 |
0.1% |
2,500.23 |
| Low |
2,491.35 |
2,493.16 |
1.81 |
0.1% |
2,474.52 |
| Close |
2,495.62 |
2,500.23 |
4.61 |
0.2% |
2,500.23 |
| Range |
7.08 |
7.07 |
-0.01 |
-0.1% |
25.71 |
| ATR |
14.22 |
13.71 |
-0.51 |
-3.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.08 |
2,516.73 |
2,504.12 |
|
| R3 |
2,512.01 |
2,509.66 |
2,502.17 |
|
| R2 |
2,504.94 |
2,504.94 |
2,501.53 |
|
| R1 |
2,502.59 |
2,502.59 |
2,500.88 |
2,503.77 |
| PP |
2,497.87 |
2,497.87 |
2,497.87 |
2,498.46 |
| S1 |
2,495.52 |
2,495.52 |
2,499.58 |
2,496.70 |
| S2 |
2,490.80 |
2,490.80 |
2,498.93 |
|
| S3 |
2,483.73 |
2,488.45 |
2,498.29 |
|
| S4 |
2,476.66 |
2,481.38 |
2,496.34 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,568.79 |
2,560.22 |
2,514.37 |
|
| R3 |
2,543.08 |
2,534.51 |
2,507.30 |
|
| R2 |
2,517.37 |
2,517.37 |
2,504.94 |
|
| R1 |
2,508.80 |
2,508.80 |
2,502.59 |
2,513.09 |
| PP |
2,491.66 |
2,491.66 |
2,491.66 |
2,493.80 |
| S1 |
2,483.09 |
2,483.09 |
2,497.87 |
2,487.38 |
| S2 |
2,465.95 |
2,465.95 |
2,495.52 |
|
| S3 |
2,440.24 |
2,457.38 |
2,493.16 |
|
| S4 |
2,414.53 |
2,431.67 |
2,486.09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,500.23 |
2,474.52 |
25.71 |
1.0% |
8.24 |
0.3% |
100% |
True |
False |
|
| 10 |
2,500.23 |
2,446.55 |
53.68 |
2.1% |
9.94 |
0.4% |
100% |
True |
False |
|
| 20 |
2,500.23 |
2,417.35 |
82.88 |
3.3% |
12.29 |
0.5% |
100% |
True |
False |
|
| 40 |
2,500.23 |
2,417.35 |
82.88 |
3.3% |
12.36 |
0.5% |
100% |
True |
False |
|
| 60 |
2,500.23 |
2,405.70 |
94.53 |
3.8% |
12.66 |
0.5% |
100% |
True |
False |
|
| 80 |
2,500.23 |
2,398.09 |
102.14 |
4.1% |
12.43 |
0.5% |
100% |
True |
False |
|
| 100 |
2,500.23 |
2,353.29 |
146.94 |
5.9% |
12.24 |
0.5% |
100% |
True |
False |
|
| 120 |
2,500.23 |
2,328.95 |
171.28 |
6.9% |
12.75 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,530.28 |
|
2.618 |
2,518.74 |
|
1.618 |
2,511.67 |
|
1.000 |
2,507.30 |
|
0.618 |
2,504.60 |
|
HIGH |
2,500.23 |
|
0.618 |
2,497.53 |
|
0.500 |
2,496.70 |
|
0.382 |
2,495.86 |
|
LOW |
2,493.16 |
|
0.618 |
2,488.79 |
|
1.000 |
2,486.09 |
|
1.618 |
2,481.72 |
|
2.618 |
2,474.65 |
|
4.250 |
2,463.11 |
|
|