| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2017 |
25-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,497.26 |
2,499.39 |
2.13 |
0.1% |
2,502.51 |
| High |
2,503.47 |
2,502.54 |
-0.93 |
0.0% |
2,508.85 |
| Low |
2,496.54 |
2,488.38 |
-8.16 |
-0.3% |
2,496.54 |
| Close |
2,502.22 |
2,496.66 |
-5.56 |
-0.2% |
2,502.22 |
| Range |
6.93 |
14.16 |
7.23 |
104.3% |
12.31 |
| ATR |
12.02 |
12.17 |
0.15 |
1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,538.34 |
2,531.66 |
2,504.45 |
|
| R3 |
2,524.18 |
2,517.50 |
2,500.55 |
|
| R2 |
2,510.02 |
2,510.02 |
2,499.26 |
|
| R1 |
2,503.34 |
2,503.34 |
2,497.96 |
2,499.60 |
| PP |
2,495.86 |
2,495.86 |
2,495.86 |
2,493.99 |
| S1 |
2,489.18 |
2,489.18 |
2,495.36 |
2,485.44 |
| S2 |
2,481.70 |
2,481.70 |
2,494.06 |
|
| S3 |
2,467.54 |
2,475.02 |
2,492.77 |
|
| S4 |
2,453.38 |
2,460.86 |
2,488.87 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.47 |
2,533.15 |
2,508.99 |
|
| R3 |
2,527.16 |
2,520.84 |
2,505.61 |
|
| R2 |
2,514.85 |
2,514.85 |
2,504.48 |
|
| R1 |
2,508.53 |
2,508.53 |
2,503.35 |
2,505.54 |
| PP |
2,502.54 |
2,502.54 |
2,502.54 |
2,501.04 |
| S1 |
2,496.22 |
2,496.22 |
2,501.09 |
2,493.23 |
| S2 |
2,490.23 |
2,490.23 |
2,499.96 |
|
| S3 |
2,477.92 |
2,483.91 |
2,498.83 |
|
| S4 |
2,465.61 |
2,471.60 |
2,495.45 |
|
|
| 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 |
2,488.38 |
20.47 |
0.8% |
9.16 |
0.4% |
40% |
False |
True |
|
| 10 |
2,508.85 |
2,488.38 |
20.47 |
0.8% |
8.10 |
0.3% |
40% |
False |
True |
|
| 20 |
2,508.85 |
2,428.21 |
80.64 |
3.2% |
10.68 |
0.4% |
85% |
False |
False |
|
| 40 |
2,508.85 |
2,417.35 |
91.50 |
3.7% |
12.21 |
0.5% |
87% |
False |
False |
|
| 60 |
2,508.85 |
2,407.70 |
101.15 |
4.1% |
11.82 |
0.5% |
88% |
False |
False |
|
| 80 |
2,508.85 |
2,405.70 |
103.15 |
4.1% |
12.39 |
0.5% |
88% |
False |
False |
|
| 100 |
2,508.85 |
2,353.29 |
155.56 |
6.2% |
12.19 |
0.5% |
92% |
False |
False |
|
| 120 |
2,508.85 |
2,328.95 |
179.90 |
7.2% |
12.47 |
0.5% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,562.72 |
|
2.618 |
2,539.61 |
|
1.618 |
2,525.45 |
|
1.000 |
2,516.70 |
|
0.618 |
2,511.29 |
|
HIGH |
2,502.54 |
|
0.618 |
2,497.13 |
|
0.500 |
2,495.46 |
|
0.382 |
2,493.79 |
|
LOW |
2,488.38 |
|
0.618 |
2,479.63 |
|
1.000 |
2,474.22 |
|
1.618 |
2,465.47 |
|
2.618 |
2,451.31 |
|
4.250 |
2,428.20 |
|
|