| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2017 |
27-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,679.09 |
2,682.10 |
3.01 |
0.1% |
2,685.92 |
| High |
2,682.74 |
2,685.64 |
2.90 |
0.1% |
2,694.97 |
| Low |
2,677.96 |
2,678.91 |
0.95 |
0.0% |
2,676.11 |
| Close |
2,680.50 |
2,682.62 |
2.12 |
0.1% |
2,683.34 |
| Range |
4.78 |
6.73 |
1.95 |
40.8% |
18.86 |
| ATR |
14.64 |
14.07 |
-0.56 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,702.58 |
2,699.33 |
2,686.32 |
|
| R3 |
2,695.85 |
2,692.60 |
2,684.47 |
|
| R2 |
2,689.12 |
2,689.12 |
2,683.85 |
|
| R1 |
2,685.87 |
2,685.87 |
2,683.24 |
2,687.50 |
| PP |
2,682.39 |
2,682.39 |
2,682.39 |
2,683.20 |
| S1 |
2,679.14 |
2,679.14 |
2,682.00 |
2,680.77 |
| S2 |
2,675.66 |
2,675.66 |
2,681.39 |
|
| S3 |
2,668.93 |
2,672.41 |
2,680.77 |
|
| S4 |
2,662.20 |
2,665.68 |
2,678.92 |
|
|
| Weekly Pivots for week ending 22-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,741.39 |
2,731.22 |
2,693.71 |
|
| R3 |
2,722.53 |
2,712.36 |
2,688.53 |
|
| R2 |
2,703.67 |
2,703.67 |
2,686.80 |
|
| R1 |
2,693.50 |
2,693.50 |
2,685.07 |
2,689.16 |
| PP |
2,684.81 |
2,684.81 |
2,684.81 |
2,682.63 |
| S1 |
2,674.64 |
2,674.64 |
2,681.61 |
2,670.30 |
| S2 |
2,665.95 |
2,665.95 |
2,679.88 |
|
| S3 |
2,647.09 |
2,655.78 |
2,678.15 |
|
| S4 |
2,628.23 |
2,636.92 |
2,672.97 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,692.64 |
2,676.11 |
16.53 |
0.6% |
8.77 |
0.3% |
39% |
False |
False |
|
| 10 |
2,694.97 |
2,652.01 |
42.96 |
1.6% |
11.22 |
0.4% |
71% |
False |
False |
|
| 20 |
2,694.97 |
2,605.67 |
89.30 |
3.3% |
14.63 |
0.5% |
86% |
False |
False |
|
| 40 |
2,694.97 |
2,557.45 |
137.52 |
5.1% |
13.02 |
0.5% |
91% |
False |
False |
|
| 60 |
2,694.97 |
2,528.85 |
166.12 |
6.2% |
11.88 |
0.4% |
93% |
False |
False |
|
| 80 |
2,694.97 |
2,446.55 |
248.42 |
9.3% |
11.40 |
0.4% |
95% |
False |
False |
|
| 100 |
2,694.97 |
2,417.35 |
277.62 |
10.3% |
12.07 |
0.5% |
96% |
False |
False |
|
| 120 |
2,694.97 |
2,412.79 |
282.18 |
10.5% |
11.75 |
0.4% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,714.24 |
|
2.618 |
2,703.26 |
|
1.618 |
2,696.53 |
|
1.000 |
2,692.37 |
|
0.618 |
2,689.80 |
|
HIGH |
2,685.64 |
|
0.618 |
2,683.07 |
|
0.500 |
2,682.28 |
|
0.382 |
2,681.48 |
|
LOW |
2,678.91 |
|
0.618 |
2,674.75 |
|
1.000 |
2,672.18 |
|
1.618 |
2,668.02 |
|
2.618 |
2,661.29 |
|
4.250 |
2,650.31 |
|
|