| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2017 |
05-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,533.48 |
2,540.86 |
7.38 |
0.3% |
2,499.39 |
| High |
2,540.53 |
2,552.51 |
11.98 |
0.5% |
2,519.44 |
| Low |
2,531.80 |
2,540.02 |
8.22 |
0.3% |
2,488.38 |
| Close |
2,537.74 |
2,552.07 |
14.33 |
0.6% |
2,519.36 |
| Range |
8.73 |
12.49 |
3.76 |
43.1% |
31.06 |
| ATR |
11.10 |
11.36 |
0.26 |
2.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,585.67 |
2,581.36 |
2,558.94 |
|
| R3 |
2,573.18 |
2,568.87 |
2,555.50 |
|
| R2 |
2,560.69 |
2,560.69 |
2,554.36 |
|
| R1 |
2,556.38 |
2,556.38 |
2,553.21 |
2,558.54 |
| PP |
2,548.20 |
2,548.20 |
2,548.20 |
2,549.28 |
| S1 |
2,543.89 |
2,543.89 |
2,550.93 |
2,546.05 |
| S2 |
2,535.71 |
2,535.71 |
2,549.78 |
|
| S3 |
2,523.22 |
2,531.40 |
2,548.64 |
|
| S4 |
2,510.73 |
2,518.91 |
2,545.20 |
|
|
| 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 |
2,552.51 |
2,508.51 |
44.00 |
1.7% |
9.45 |
0.4% |
99% |
True |
False |
|
| 10 |
2,552.51 |
2,488.38 |
64.13 |
2.5% |
10.05 |
0.4% |
99% |
True |
False |
|
| 20 |
2,552.51 |
2,459.40 |
93.11 |
3.6% |
9.12 |
0.4% |
100% |
True |
False |
|
| 40 |
2,552.51 |
2,417.35 |
135.16 |
5.3% |
12.10 |
0.5% |
100% |
True |
False |
|
| 60 |
2,552.51 |
2,417.35 |
135.16 |
5.3% |
11.46 |
0.4% |
100% |
True |
False |
|
| 80 |
2,552.51 |
2,405.70 |
146.81 |
5.8% |
12.15 |
0.5% |
100% |
True |
False |
|
| 100 |
2,552.51 |
2,353.29 |
199.22 |
7.8% |
12.23 |
0.5% |
100% |
True |
False |
|
| 120 |
2,552.51 |
2,334.54 |
217.97 |
8.5% |
12.00 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,605.59 |
|
2.618 |
2,585.21 |
|
1.618 |
2,572.72 |
|
1.000 |
2,565.00 |
|
0.618 |
2,560.23 |
|
HIGH |
2,552.51 |
|
0.618 |
2,547.74 |
|
0.500 |
2,546.27 |
|
0.382 |
2,544.79 |
|
LOW |
2,540.02 |
|
0.618 |
2,532.30 |
|
1.000 |
2,527.53 |
|
1.618 |
2,519.81 |
|
2.618 |
2,507.32 |
|
4.250 |
2,486.94 |
|
|