| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2017 |
18-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,495.67 |
2,502.51 |
6.84 |
0.3% |
2,474.52 |
| High |
2,500.23 |
2,508.32 |
8.09 |
0.3% |
2,500.23 |
| Low |
2,493.16 |
2,499.92 |
6.76 |
0.3% |
2,474.52 |
| Close |
2,500.23 |
2,503.87 |
3.64 |
0.1% |
2,500.23 |
| Range |
7.07 |
8.40 |
1.33 |
18.8% |
25.71 |
| ATR |
13.71 |
13.33 |
-0.38 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,529.24 |
2,524.95 |
2,508.49 |
|
| R3 |
2,520.84 |
2,516.55 |
2,506.18 |
|
| R2 |
2,512.44 |
2,512.44 |
2,505.41 |
|
| R1 |
2,508.15 |
2,508.15 |
2,504.64 |
2,510.30 |
| PP |
2,504.04 |
2,504.04 |
2,504.04 |
2,505.11 |
| S1 |
2,499.75 |
2,499.75 |
2,503.10 |
2,501.90 |
| S2 |
2,495.64 |
2,495.64 |
2,502.33 |
|
| S3 |
2,487.24 |
2,491.35 |
2,501.56 |
|
| S4 |
2,478.84 |
2,482.95 |
2,499.25 |
|
|
| 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 |
2,508.32 |
2,490.37 |
17.95 |
0.7% |
7.04 |
0.3% |
75% |
True |
False |
|
| 10 |
2,508.32 |
2,446.55 |
61.77 |
2.5% |
10.14 |
0.4% |
93% |
True |
False |
|
| 20 |
2,508.32 |
2,417.35 |
90.97 |
3.6% |
11.75 |
0.5% |
95% |
True |
False |
|
| 40 |
2,508.32 |
2,417.35 |
90.97 |
3.6% |
12.38 |
0.5% |
95% |
True |
False |
|
| 60 |
2,508.32 |
2,405.70 |
102.62 |
4.1% |
12.66 |
0.5% |
96% |
True |
False |
|
| 80 |
2,508.32 |
2,403.62 |
104.70 |
4.2% |
12.44 |
0.5% |
96% |
True |
False |
|
| 100 |
2,508.32 |
2,353.29 |
155.03 |
6.2% |
12.21 |
0.5% |
97% |
True |
False |
|
| 120 |
2,508.32 |
2,328.95 |
179.37 |
7.2% |
12.60 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.02 |
|
2.618 |
2,530.31 |
|
1.618 |
2,521.91 |
|
1.000 |
2,516.72 |
|
0.618 |
2,513.51 |
|
HIGH |
2,508.32 |
|
0.618 |
2,505.11 |
|
0.500 |
2,504.12 |
|
0.382 |
2,503.13 |
|
LOW |
2,499.92 |
|
0.618 |
2,494.73 |
|
1.000 |
2,491.52 |
|
1.618 |
2,486.33 |
|
2.618 |
2,477.93 |
|
4.250 |
2,464.22 |
|
|