| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2017 |
03-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,521.20 |
2,530.34 |
9.14 |
0.4% |
2,499.39 |
| High |
2,529.23 |
2,535.13 |
5.90 |
0.2% |
2,519.44 |
| Low |
2,520.40 |
2,528.85 |
8.45 |
0.3% |
2,488.38 |
| Close |
2,529.12 |
2,534.58 |
5.46 |
0.2% |
2,519.36 |
| Range |
8.83 |
6.28 |
-2.55 |
-28.9% |
31.06 |
| ATR |
11.67 |
11.28 |
-0.38 |
-3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.69 |
2,549.42 |
2,538.03 |
|
| R3 |
2,545.41 |
2,543.14 |
2,536.31 |
|
| R2 |
2,539.13 |
2,539.13 |
2,535.73 |
|
| R1 |
2,536.86 |
2,536.86 |
2,535.16 |
2,538.00 |
| PP |
2,532.85 |
2,532.85 |
2,532.85 |
2,533.42 |
| S1 |
2,530.58 |
2,530.58 |
2,534.00 |
2,531.72 |
| S2 |
2,526.57 |
2,526.57 |
2,533.43 |
|
| S3 |
2,520.29 |
2,524.30 |
2,532.85 |
|
| S4 |
2,514.01 |
2,518.02 |
2,531.13 |
|
|
| 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 |
2,535.13 |
2,495.91 |
39.22 |
1.5% |
9.95 |
0.4% |
99% |
True |
False |
|
| 10 |
2,535.13 |
2,488.38 |
46.75 |
1.8% |
9.93 |
0.4% |
99% |
True |
False |
|
| 20 |
2,535.13 |
2,459.20 |
75.93 |
3.0% |
9.00 |
0.4% |
99% |
True |
False |
|
| 40 |
2,535.13 |
2,417.35 |
117.78 |
4.6% |
12.39 |
0.5% |
100% |
True |
False |
|
| 60 |
2,535.13 |
2,412.79 |
122.34 |
4.8% |
11.55 |
0.5% |
100% |
True |
False |
|
| 80 |
2,535.13 |
2,405.70 |
129.43 |
5.1% |
12.14 |
0.5% |
100% |
True |
False |
|
| 100 |
2,535.13 |
2,353.29 |
181.84 |
7.2% |
12.17 |
0.5% |
100% |
True |
False |
|
| 120 |
2,535.13 |
2,328.95 |
206.18 |
8.1% |
12.12 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,561.82 |
|
2.618 |
2,551.57 |
|
1.618 |
2,545.29 |
|
1.000 |
2,541.41 |
|
0.618 |
2,539.01 |
|
HIGH |
2,535.13 |
|
0.618 |
2,532.73 |
|
0.500 |
2,531.99 |
|
0.382 |
2,531.25 |
|
LOW |
2,528.85 |
|
0.618 |
2,524.97 |
|
1.000 |
2,522.57 |
|
1.618 |
2,518.69 |
|
2.618 |
2,512.41 |
|
4.250 |
2,502.16 |
|
|