| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,506.29 |
2,506.84 |
0.55 |
0.0% |
2,474.52 |
| High |
2,507.84 |
2,508.85 |
1.01 |
0.0% |
2,500.23 |
| Low |
2,503.19 |
2,496.96 |
-6.23 |
-0.2% |
2,474.52 |
| Close |
2,506.65 |
2,508.24 |
1.59 |
0.1% |
2,500.23 |
| Range |
4.65 |
11.89 |
7.24 |
155.7% |
25.71 |
| ATR |
12.71 |
12.65 |
-0.06 |
-0.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,540.35 |
2,536.19 |
2,514.78 |
|
| R3 |
2,528.46 |
2,524.30 |
2,511.51 |
|
| R2 |
2,516.57 |
2,516.57 |
2,510.42 |
|
| R1 |
2,512.41 |
2,512.41 |
2,509.33 |
2,514.49 |
| PP |
2,504.68 |
2,504.68 |
2,504.68 |
2,505.73 |
| S1 |
2,500.52 |
2,500.52 |
2,507.15 |
2,502.60 |
| S2 |
2,492.79 |
2,492.79 |
2,506.06 |
|
| S3 |
2,480.90 |
2,488.63 |
2,504.97 |
|
| S4 |
2,469.01 |
2,476.74 |
2,501.70 |
|
|
| 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 |
2,508.85 |
2,491.35 |
17.50 |
0.7% |
7.82 |
0.3% |
97% |
True |
False |
|
| 10 |
2,508.85 |
2,459.40 |
49.45 |
2.0% |
8.21 |
0.3% |
99% |
True |
False |
|
| 20 |
2,508.85 |
2,428.21 |
80.64 |
3.2% |
10.86 |
0.4% |
99% |
True |
False |
|
| 40 |
2,508.85 |
2,417.35 |
91.50 |
3.6% |
12.47 |
0.5% |
99% |
True |
False |
|
| 60 |
2,508.85 |
2,405.70 |
103.15 |
4.1% |
12.54 |
0.5% |
99% |
True |
False |
|
| 80 |
2,508.85 |
2,403.62 |
105.23 |
4.2% |
12.46 |
0.5% |
99% |
True |
False |
|
| 100 |
2,508.85 |
2,353.29 |
155.56 |
6.2% |
12.17 |
0.5% |
100% |
True |
False |
|
| 120 |
2,508.85 |
2,328.95 |
179.90 |
7.2% |
12.55 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,559.38 |
|
2.618 |
2,539.98 |
|
1.618 |
2,528.09 |
|
1.000 |
2,520.74 |
|
0.618 |
2,516.20 |
|
HIGH |
2,508.85 |
|
0.618 |
2,504.31 |
|
0.500 |
2,502.91 |
|
0.382 |
2,501.50 |
|
LOW |
2,496.96 |
|
0.618 |
2,489.61 |
|
1.000 |
2,485.07 |
|
1.618 |
2,477.72 |
|
2.618 |
2,465.83 |
|
4.250 |
2,446.43 |
|
|