| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2018 |
04-Jan-2018 |
Change |
Change % |
Previous Week |
| Open |
2,697.85 |
2,719.31 |
21.46 |
0.8% |
2,679.09 |
| High |
2,714.37 |
2,729.29 |
14.92 |
0.5% |
2,692.12 |
| Low |
2,697.77 |
2,719.07 |
21.30 |
0.8% |
2,673.61 |
| Close |
2,713.06 |
2,723.99 |
10.93 |
0.4% |
2,673.61 |
| Range |
16.60 |
10.22 |
-6.38 |
-38.4% |
18.51 |
| ATR |
14.70 |
14.81 |
0.11 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,754.78 |
2,749.60 |
2,729.61 |
|
| R3 |
2,744.56 |
2,739.38 |
2,726.80 |
|
| R2 |
2,734.34 |
2,734.34 |
2,725.86 |
|
| R1 |
2,729.16 |
2,729.16 |
2,724.93 |
2,731.75 |
| PP |
2,724.12 |
2,724.12 |
2,724.12 |
2,725.41 |
| S1 |
2,718.94 |
2,718.94 |
2,723.05 |
2,721.53 |
| S2 |
2,713.90 |
2,713.90 |
2,722.12 |
|
| S3 |
2,703.68 |
2,708.72 |
2,721.18 |
|
| S4 |
2,693.46 |
2,698.50 |
2,718.37 |
|
|
| 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 |
2,729.29 |
2,673.61 |
55.68 |
2.0% |
12.77 |
0.5% |
90% |
True |
False |
|
| 10 |
2,729.29 |
2,673.61 |
55.68 |
2.0% |
10.77 |
0.4% |
90% |
True |
False |
|
| 20 |
2,729.29 |
2,624.85 |
104.44 |
3.8% |
11.30 |
0.4% |
95% |
True |
False |
|
| 40 |
2,729.29 |
2,557.45 |
171.84 |
6.3% |
13.27 |
0.5% |
97% |
True |
False |
|
| 60 |
2,729.29 |
2,544.00 |
185.29 |
6.8% |
12.22 |
0.4% |
97% |
True |
False |
|
| 80 |
2,729.29 |
2,488.38 |
240.91 |
8.8% |
11.37 |
0.4% |
98% |
True |
False |
|
| 100 |
2,729.29 |
2,417.35 |
311.94 |
11.5% |
11.95 |
0.4% |
98% |
True |
False |
|
| 120 |
2,729.29 |
2,417.35 |
311.94 |
11.5% |
11.77 |
0.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,772.73 |
|
2.618 |
2,756.05 |
|
1.618 |
2,745.83 |
|
1.000 |
2,739.51 |
|
0.618 |
2,735.61 |
|
HIGH |
2,729.29 |
|
0.618 |
2,725.39 |
|
0.500 |
2,724.18 |
|
0.382 |
2,722.97 |
|
LOW |
2,719.07 |
|
0.618 |
2,712.75 |
|
1.000 |
2,708.85 |
|
1.618 |
2,702.53 |
|
2.618 |
2,692.31 |
|
4.250 |
2,675.64 |
|
|