| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2017 |
28-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,503.30 |
2,503.41 |
0.11 |
0.0% |
2,502.51 |
| High |
2,511.75 |
2,510.81 |
-0.94 |
0.0% |
2,508.85 |
| Low |
2,495.91 |
2,502.93 |
7.02 |
0.3% |
2,496.54 |
| Close |
2,507.04 |
2,510.06 |
3.02 |
0.1% |
2,502.22 |
| Range |
15.84 |
7.88 |
-7.96 |
-50.3% |
12.31 |
| ATR |
12.18 |
11.88 |
-0.31 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,531.57 |
2,528.70 |
2,514.39 |
|
| R3 |
2,523.69 |
2,520.82 |
2,512.23 |
|
| R2 |
2,515.81 |
2,515.81 |
2,511.50 |
|
| R1 |
2,512.94 |
2,512.94 |
2,510.78 |
2,514.38 |
| PP |
2,507.93 |
2,507.93 |
2,507.93 |
2,508.65 |
| S1 |
2,505.06 |
2,505.06 |
2,509.34 |
2,506.50 |
| S2 |
2,500.05 |
2,500.05 |
2,508.62 |
|
| S3 |
2,492.17 |
2,497.18 |
2,507.89 |
|
| S4 |
2,484.29 |
2,489.30 |
2,505.73 |
|
|
| 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 |
2,511.75 |
2,488.38 |
23.37 |
0.9% |
10.64 |
0.4% |
93% |
False |
False |
|
| 10 |
2,511.75 |
2,488.38 |
23.37 |
0.9% |
9.34 |
0.4% |
93% |
False |
False |
|
| 20 |
2,511.75 |
2,446.55 |
65.20 |
2.6% |
9.90 |
0.4% |
97% |
False |
False |
|
| 40 |
2,511.75 |
2,417.35 |
94.40 |
3.8% |
12.24 |
0.5% |
98% |
False |
False |
|
| 60 |
2,511.75 |
2,407.70 |
104.05 |
4.1% |
11.78 |
0.5% |
98% |
False |
False |
|
| 80 |
2,511.75 |
2,405.70 |
106.05 |
4.2% |
12.47 |
0.5% |
98% |
False |
False |
|
| 100 |
2,511.75 |
2,353.29 |
158.46 |
6.3% |
12.23 |
0.5% |
99% |
False |
False |
|
| 120 |
2,511.75 |
2,328.95 |
182.80 |
7.3% |
12.28 |
0.5% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,544.30 |
|
2.618 |
2,531.44 |
|
1.618 |
2,523.56 |
|
1.000 |
2,518.69 |
|
0.618 |
2,515.68 |
|
HIGH |
2,510.81 |
|
0.618 |
2,507.80 |
|
0.500 |
2,506.87 |
|
0.382 |
2,505.94 |
|
LOW |
2,502.93 |
|
0.618 |
2,498.06 |
|
1.000 |
2,495.05 |
|
1.618 |
2,490.18 |
|
2.618 |
2,482.30 |
|
4.250 |
2,469.44 |
|
|