| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2017 |
19-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,502.51 |
2,506.29 |
3.78 |
0.2% |
2,474.52 |
| High |
2,508.32 |
2,507.84 |
-0.48 |
0.0% |
2,500.23 |
| Low |
2,499.92 |
2,503.19 |
3.27 |
0.1% |
2,474.52 |
| Close |
2,503.87 |
2,506.65 |
2.78 |
0.1% |
2,500.23 |
| Range |
8.40 |
4.65 |
-3.75 |
-44.6% |
25.71 |
| ATR |
13.33 |
12.71 |
-0.62 |
-4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 19-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,519.84 |
2,517.90 |
2,509.21 |
|
| R3 |
2,515.19 |
2,513.25 |
2,507.93 |
|
| R2 |
2,510.54 |
2,510.54 |
2,507.50 |
|
| R1 |
2,508.60 |
2,508.60 |
2,507.08 |
2,509.57 |
| PP |
2,505.89 |
2,505.89 |
2,505.89 |
2,506.38 |
| S1 |
2,503.95 |
2,503.95 |
2,506.22 |
2,504.92 |
| S2 |
2,501.24 |
2,501.24 |
2,505.80 |
|
| S3 |
2,496.59 |
2,499.30 |
2,505.37 |
|
| S4 |
2,491.94 |
2,494.65 |
2,504.09 |
|
|
| 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 |
2,491.35 |
16.97 |
0.7% |
6.69 |
0.3% |
90% |
False |
False |
|
| 10 |
2,508.32 |
2,459.20 |
49.12 |
2.0% |
8.07 |
0.3% |
97% |
False |
False |
|
| 20 |
2,508.32 |
2,428.21 |
80.11 |
3.2% |
11.32 |
0.5% |
98% |
False |
False |
|
| 40 |
2,508.32 |
2,417.35 |
90.97 |
3.6% |
12.33 |
0.5% |
98% |
False |
False |
|
| 60 |
2,508.32 |
2,405.70 |
102.62 |
4.1% |
12.57 |
0.5% |
98% |
False |
False |
|
| 80 |
2,508.32 |
2,403.62 |
104.70 |
4.2% |
12.37 |
0.5% |
98% |
False |
False |
|
| 100 |
2,508.32 |
2,353.29 |
155.03 |
6.2% |
12.16 |
0.5% |
99% |
False |
False |
|
| 120 |
2,508.32 |
2,328.95 |
179.37 |
7.2% |
12.55 |
0.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,527.60 |
|
2.618 |
2,520.01 |
|
1.618 |
2,515.36 |
|
1.000 |
2,512.49 |
|
0.618 |
2,510.71 |
|
HIGH |
2,507.84 |
|
0.618 |
2,506.06 |
|
0.500 |
2,505.52 |
|
0.382 |
2,504.97 |
|
LOW |
2,503.19 |
|
0.618 |
2,500.32 |
|
1.000 |
2,498.54 |
|
1.618 |
2,495.67 |
|
2.618 |
2,491.02 |
|
4.250 |
2,483.43 |
|
|