| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2017 |
02-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,689.15 |
2,683.73 |
-5.42 |
-0.2% |
2,679.09 |
| High |
2,692.12 |
2,695.89 |
3.77 |
0.1% |
2,692.12 |
| Low |
2,673.61 |
2,682.36 |
8.75 |
0.3% |
2,673.61 |
| Close |
2,673.61 |
2,695.81 |
22.20 |
0.8% |
2,673.61 |
| Range |
18.51 |
13.53 |
-4.98 |
-26.9% |
18.51 |
| ATR |
13.79 |
14.40 |
0.61 |
4.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,731.94 |
2,727.41 |
2,703.25 |
|
| R3 |
2,718.41 |
2,713.88 |
2,699.53 |
|
| R2 |
2,704.88 |
2,704.88 |
2,698.29 |
|
| R1 |
2,700.35 |
2,700.35 |
2,697.05 |
2,702.62 |
| PP |
2,691.35 |
2,691.35 |
2,691.35 |
2,692.49 |
| S1 |
2,686.82 |
2,686.82 |
2,694.57 |
2,689.09 |
| S2 |
2,677.82 |
2,677.82 |
2,693.33 |
|
| S3 |
2,664.29 |
2,673.29 |
2,692.09 |
|
| S4 |
2,650.76 |
2,659.76 |
2,688.37 |
|
|
| 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 |
2,695.89 |
2,673.61 |
22.28 |
0.8% |
9.70 |
0.4% |
100% |
True |
False |
|
| 10 |
2,695.89 |
2,673.61 |
22.28 |
0.8% |
10.36 |
0.4% |
100% |
True |
False |
|
| 20 |
2,695.89 |
2,624.85 |
71.04 |
2.6% |
12.32 |
0.5% |
100% |
True |
False |
|
| 40 |
2,695.89 |
2,557.45 |
138.44 |
5.1% |
13.08 |
0.5% |
100% |
True |
False |
|
| 60 |
2,695.89 |
2,541.60 |
154.29 |
5.7% |
12.04 |
0.4% |
100% |
True |
False |
|
| 80 |
2,695.89 |
2,459.40 |
236.49 |
8.8% |
11.31 |
0.4% |
100% |
True |
False |
|
| 100 |
2,695.89 |
2,417.35 |
278.54 |
10.3% |
12.06 |
0.4% |
100% |
True |
False |
|
| 120 |
2,695.89 |
2,417.35 |
278.54 |
10.3% |
11.75 |
0.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,753.39 |
|
2.618 |
2,731.31 |
|
1.618 |
2,717.78 |
|
1.000 |
2,709.42 |
|
0.618 |
2,704.25 |
|
HIGH |
2,695.89 |
|
0.618 |
2,690.72 |
|
0.500 |
2,689.13 |
|
0.382 |
2,687.53 |
|
LOW |
2,682.36 |
|
0.618 |
2,674.00 |
|
1.000 |
2,668.83 |
|
1.618 |
2,660.47 |
|
2.618 |
2,646.94 |
|
4.250 |
2,624.86 |
|
|