| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2018 |
03-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,683.73 |
2,697.85 |
14.12 |
0.5% |
2,679.09 |
| High |
2,695.89 |
2,714.37 |
18.48 |
0.7% |
2,692.12 |
| Low |
2,682.36 |
2,697.77 |
15.41 |
0.6% |
2,673.61 |
| Close |
2,695.81 |
2,713.06 |
17.25 |
0.6% |
2,673.61 |
| Range |
13.53 |
16.60 |
3.07 |
22.7% |
18.51 |
| ATR |
14.40 |
14.70 |
0.30 |
2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,758.20 |
2,752.23 |
2,722.19 |
|
| R3 |
2,741.60 |
2,735.63 |
2,717.63 |
|
| R2 |
2,725.00 |
2,725.00 |
2,716.10 |
|
| R1 |
2,719.03 |
2,719.03 |
2,714.58 |
2,722.02 |
| PP |
2,708.40 |
2,708.40 |
2,708.40 |
2,709.89 |
| S1 |
2,702.43 |
2,702.43 |
2,711.54 |
2,705.42 |
| S2 |
2,691.80 |
2,691.80 |
2,710.02 |
|
| S3 |
2,675.20 |
2,685.83 |
2,708.50 |
|
| S4 |
2,658.60 |
2,669.23 |
2,703.93 |
|
|
| 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 |
2,714.37 |
2,673.61 |
40.76 |
1.5% |
12.07 |
0.4% |
97% |
True |
False |
|
| 10 |
2,714.37 |
2,673.61 |
40.76 |
1.5% |
11.12 |
0.4% |
97% |
True |
False |
|
| 20 |
2,714.37 |
2,624.85 |
89.52 |
3.3% |
11.84 |
0.4% |
99% |
True |
False |
|
| 40 |
2,714.37 |
2,557.45 |
156.92 |
5.8% |
13.20 |
0.5% |
99% |
True |
False |
|
| 60 |
2,714.37 |
2,541.60 |
172.77 |
6.4% |
12.22 |
0.5% |
99% |
True |
False |
|
| 80 |
2,714.37 |
2,474.52 |
239.85 |
8.8% |
11.42 |
0.4% |
99% |
True |
False |
|
| 100 |
2,714.37 |
2,417.35 |
297.02 |
10.9% |
11.95 |
0.4% |
100% |
True |
False |
|
| 120 |
2,714.37 |
2,417.35 |
297.02 |
10.9% |
11.83 |
0.4% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.92 |
|
2.618 |
2,757.83 |
|
1.618 |
2,741.23 |
|
1.000 |
2,730.97 |
|
0.618 |
2,724.63 |
|
HIGH |
2,714.37 |
|
0.618 |
2,708.03 |
|
0.500 |
2,706.07 |
|
0.382 |
2,704.11 |
|
LOW |
2,697.77 |
|
0.618 |
2,687.51 |
|
1.000 |
2,681.17 |
|
1.618 |
2,670.91 |
|
2.618 |
2,654.31 |
|
4.250 |
2,627.22 |
|
|