| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2017 |
21-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,506.84 |
2,507.16 |
0.32 |
0.0% |
2,474.52 |
| High |
2,508.85 |
2,507.16 |
-1.69 |
-0.1% |
2,500.23 |
| Low |
2,496.96 |
2,499.00 |
2.04 |
0.1% |
2,474.52 |
| Close |
2,508.24 |
2,500.60 |
-7.64 |
-0.3% |
2,500.23 |
| Range |
11.89 |
8.16 |
-3.73 |
-31.4% |
25.71 |
| ATR |
12.65 |
12.41 |
-0.24 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,526.73 |
2,521.83 |
2,505.09 |
|
| R3 |
2,518.57 |
2,513.67 |
2,502.84 |
|
| R2 |
2,510.41 |
2,510.41 |
2,502.10 |
|
| R1 |
2,505.51 |
2,505.51 |
2,501.35 |
2,503.88 |
| PP |
2,502.25 |
2,502.25 |
2,502.25 |
2,501.44 |
| S1 |
2,497.35 |
2,497.35 |
2,499.85 |
2,495.72 |
| S2 |
2,494.09 |
2,494.09 |
2,499.10 |
|
| S3 |
2,485.93 |
2,489.19 |
2,498.36 |
|
| S4 |
2,477.77 |
2,481.03 |
2,496.11 |
|
|
| 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 |
2,493.16 |
15.69 |
0.6% |
8.03 |
0.3% |
47% |
False |
False |
|
| 10 |
2,508.85 |
2,459.40 |
49.45 |
2.0% |
8.20 |
0.3% |
83% |
False |
False |
|
| 20 |
2,508.85 |
2,428.21 |
80.64 |
3.2% |
10.90 |
0.4% |
90% |
False |
False |
|
| 40 |
2,508.85 |
2,417.35 |
91.50 |
3.7% |
12.50 |
0.5% |
91% |
False |
False |
|
| 60 |
2,508.85 |
2,405.70 |
103.15 |
4.1% |
12.33 |
0.5% |
92% |
False |
False |
|
| 80 |
2,508.85 |
2,403.62 |
105.23 |
4.2% |
12.49 |
0.5% |
92% |
False |
False |
|
| 100 |
2,508.85 |
2,353.29 |
155.56 |
6.2% |
12.15 |
0.5% |
95% |
False |
False |
|
| 120 |
2,508.85 |
2,328.95 |
179.90 |
7.2% |
12.56 |
0.5% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,541.84 |
|
2.618 |
2,528.52 |
|
1.618 |
2,520.36 |
|
1.000 |
2,515.32 |
|
0.618 |
2,512.20 |
|
HIGH |
2,507.16 |
|
0.618 |
2,504.04 |
|
0.500 |
2,503.08 |
|
0.382 |
2,502.12 |
|
LOW |
2,499.00 |
|
0.618 |
2,493.96 |
|
1.000 |
2,490.84 |
|
1.618 |
2,485.80 |
|
2.618 |
2,477.64 |
|
4.250 |
2,464.32 |
|
|