| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2017 |
02-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,509.96 |
2,521.20 |
11.24 |
0.4% |
2,499.39 |
| High |
2,519.44 |
2,529.23 |
9.79 |
0.4% |
2,519.44 |
| Low |
2,508.51 |
2,520.40 |
11.89 |
0.5% |
2,488.38 |
| Close |
2,519.36 |
2,529.12 |
9.76 |
0.4% |
2,519.36 |
| Range |
10.93 |
8.83 |
-2.10 |
-19.2% |
31.06 |
| ATR |
11.81 |
11.67 |
-0.14 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,552.74 |
2,549.76 |
2,533.98 |
|
| R3 |
2,543.91 |
2,540.93 |
2,531.55 |
|
| R2 |
2,535.08 |
2,535.08 |
2,530.74 |
|
| R1 |
2,532.10 |
2,532.10 |
2,529.93 |
2,533.59 |
| PP |
2,526.25 |
2,526.25 |
2,526.25 |
2,527.00 |
| S1 |
2,523.27 |
2,523.27 |
2,528.31 |
2,524.76 |
| S2 |
2,517.42 |
2,517.42 |
2,527.50 |
|
| S3 |
2,508.59 |
2,514.44 |
2,526.69 |
|
| S4 |
2,499.76 |
2,505.61 |
2,524.26 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.24 |
2,591.86 |
2,536.44 |
|
| R3 |
2,571.18 |
2,560.80 |
2,527.90 |
|
| R2 |
2,540.12 |
2,540.12 |
2,525.05 |
|
| R1 |
2,529.74 |
2,529.74 |
2,522.21 |
2,534.93 |
| PP |
2,509.06 |
2,509.06 |
2,509.06 |
2,511.66 |
| S1 |
2,498.68 |
2,498.68 |
2,516.51 |
2,503.87 |
| S2 |
2,478.00 |
2,478.00 |
2,513.67 |
|
| S3 |
2,446.94 |
2,467.62 |
2,510.82 |
|
| S4 |
2,415.88 |
2,436.56 |
2,502.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,529.23 |
2,495.12 |
34.11 |
1.3% |
10.37 |
0.4% |
100% |
True |
False |
|
| 10 |
2,529.23 |
2,488.38 |
40.85 |
1.6% |
9.77 |
0.4% |
100% |
True |
False |
|
| 20 |
2,529.23 |
2,446.55 |
82.68 |
3.3% |
9.95 |
0.4% |
100% |
True |
False |
|
| 40 |
2,529.23 |
2,417.35 |
111.88 |
4.4% |
12.36 |
0.5% |
100% |
True |
False |
|
| 60 |
2,529.23 |
2,412.79 |
116.44 |
4.6% |
11.61 |
0.5% |
100% |
True |
False |
|
| 80 |
2,529.23 |
2,405.70 |
123.53 |
4.9% |
12.44 |
0.5% |
100% |
True |
False |
|
| 100 |
2,529.23 |
2,353.29 |
175.94 |
7.0% |
12.24 |
0.5% |
100% |
True |
False |
|
| 120 |
2,529.23 |
2,328.95 |
200.28 |
7.9% |
12.17 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,566.76 |
|
2.618 |
2,552.35 |
|
1.618 |
2,543.52 |
|
1.000 |
2,538.06 |
|
0.618 |
2,534.69 |
|
HIGH |
2,529.23 |
|
0.618 |
2,525.86 |
|
0.500 |
2,524.82 |
|
0.382 |
2,523.77 |
|
LOW |
2,520.40 |
|
0.618 |
2,514.94 |
|
1.000 |
2,511.57 |
|
1.618 |
2,506.11 |
|
2.618 |
2,497.28 |
|
4.250 |
2,482.87 |
|
|