| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2017 |
29-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,686.10 |
2,689.15 |
3.05 |
0.1% |
2,679.09 |
| High |
2,687.66 |
2,692.12 |
4.46 |
0.2% |
2,692.12 |
| Low |
2,682.69 |
2,673.61 |
-9.08 |
-0.3% |
2,673.61 |
| Close |
2,687.54 |
2,673.61 |
-13.93 |
-0.5% |
2,673.61 |
| Range |
4.97 |
18.51 |
13.54 |
272.4% |
18.51 |
| ATR |
13.43 |
13.79 |
0.36 |
2.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.31 |
2,722.97 |
2,683.79 |
|
| R3 |
2,716.80 |
2,704.46 |
2,678.70 |
|
| R2 |
2,698.29 |
2,698.29 |
2,677.00 |
|
| R1 |
2,685.95 |
2,685.95 |
2,675.31 |
2,682.87 |
| PP |
2,679.78 |
2,679.78 |
2,679.78 |
2,678.24 |
| S1 |
2,667.44 |
2,667.44 |
2,671.91 |
2,664.36 |
| S2 |
2,661.27 |
2,661.27 |
2,670.22 |
|
| S3 |
2,642.76 |
2,648.93 |
2,668.52 |
|
| S4 |
2,624.25 |
2,630.42 |
2,663.43 |
|
|
| Weekly Pivots for week ending 29-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,735.31 |
2,722.97 |
2,683.79 |
|
| R3 |
2,716.80 |
2,704.46 |
2,678.70 |
|
| R2 |
2,698.29 |
2,698.29 |
2,677.00 |
|
| R1 |
2,685.95 |
2,685.95 |
2,675.31 |
2,682.87 |
| PP |
2,679.78 |
2,679.78 |
2,679.78 |
2,678.24 |
| S1 |
2,667.44 |
2,667.44 |
2,671.91 |
2,664.36 |
| S2 |
2,661.27 |
2,661.27 |
2,670.22 |
|
| S3 |
2,642.76 |
2,648.93 |
2,668.52 |
|
| S4 |
2,624.25 |
2,630.42 |
2,663.43 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,692.12 |
2,673.61 |
18.51 |
0.7% |
8.44 |
0.3% |
0% |
True |
True |
|
| 10 |
2,694.97 |
2,659.14 |
35.83 |
1.3% |
11.06 |
0.4% |
40% |
False |
False |
|
| 20 |
2,694.97 |
2,605.67 |
89.30 |
3.3% |
13.89 |
0.5% |
76% |
False |
False |
|
| 40 |
2,694.97 |
2,557.45 |
137.52 |
5.1% |
13.12 |
0.5% |
84% |
False |
False |
|
| 60 |
2,694.97 |
2,540.02 |
154.95 |
5.8% |
12.02 |
0.4% |
86% |
False |
False |
|
| 80 |
2,694.97 |
2,459.40 |
235.57 |
8.8% |
11.25 |
0.4% |
91% |
False |
False |
|
| 100 |
2,694.97 |
2,417.35 |
277.62 |
10.4% |
12.05 |
0.5% |
92% |
False |
False |
|
| 120 |
2,694.97 |
2,417.35 |
277.62 |
10.4% |
11.72 |
0.4% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,770.79 |
|
2.618 |
2,740.58 |
|
1.618 |
2,722.07 |
|
1.000 |
2,710.63 |
|
0.618 |
2,703.56 |
|
HIGH |
2,692.12 |
|
0.618 |
2,685.05 |
|
0.500 |
2,682.87 |
|
0.382 |
2,680.68 |
|
LOW |
2,673.61 |
|
0.618 |
2,662.17 |
|
1.000 |
2,655.10 |
|
1.618 |
2,643.66 |
|
2.618 |
2,625.15 |
|
4.250 |
2,594.94 |
|
|