| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,071.0 |
12,103.5 |
32.5 |
0.3% |
12,122.5 |
| High |
12,176.0 |
12,195.5 |
19.5 |
0.2% |
12,176.0 |
| Low |
12,071.0 |
12,030.5 |
-40.5 |
-0.3% |
11,865.0 |
| Close |
12,132.5 |
12,106.5 |
-26.0 |
-0.2% |
12,132.5 |
| Range |
105.0 |
165.0 |
60.0 |
57.1% |
311.0 |
| ATR |
130.4 |
132.8 |
2.5 |
1.9% |
0.0 |
| Volume |
262 |
1,602 |
1,340 |
511.5% |
5,583 |
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,605.8 |
12,521.2 |
12,197.3 |
|
| R3 |
12,440.8 |
12,356.2 |
12,151.9 |
|
| R2 |
12,275.8 |
12,275.8 |
12,136.8 |
|
| R1 |
12,191.2 |
12,191.2 |
12,121.6 |
12,233.5 |
| PP |
12,110.8 |
12,110.8 |
12,110.8 |
12,132.0 |
| S1 |
12,026.2 |
12,026.2 |
12,091.4 |
12,068.5 |
| S2 |
11,945.8 |
11,945.8 |
12,076.3 |
|
| S3 |
11,780.8 |
11,861.2 |
12,061.1 |
|
| S4 |
11,615.8 |
11,696.2 |
12,015.8 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,990.8 |
12,872.7 |
12,303.6 |
|
| R3 |
12,679.8 |
12,561.7 |
12,218.0 |
|
| R2 |
12,368.8 |
12,368.8 |
12,189.5 |
|
| R1 |
12,250.7 |
12,250.7 |
12,161.0 |
12,309.8 |
| PP |
12,057.8 |
12,057.8 |
12,057.8 |
12,087.4 |
| S1 |
11,939.7 |
11,939.7 |
12,104.0 |
11,998.8 |
| S2 |
11,746.8 |
11,746.8 |
12,075.5 |
|
| S3 |
11,435.8 |
11,628.7 |
12,047.0 |
|
| S4 |
11,124.8 |
11,317.7 |
11,961.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,195.5 |
11,865.0 |
330.5 |
2.7% |
114.2 |
0.9% |
73% |
True |
False |
706 |
| 10 |
12,254.0 |
11,865.0 |
389.0 |
3.2% |
109.8 |
0.9% |
62% |
False |
False |
791 |
| 20 |
12,300.0 |
11,865.0 |
435.0 |
3.6% |
116.3 |
1.0% |
56% |
False |
False |
510 |
| 40 |
12,655.0 |
11,865.0 |
790.0 |
6.5% |
117.3 |
1.0% |
31% |
False |
False |
407 |
| 60 |
12,935.5 |
11,865.0 |
1,070.5 |
8.8% |
117.8 |
1.0% |
23% |
False |
False |
334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,896.8 |
|
2.618 |
12,627.5 |
|
1.618 |
12,462.5 |
|
1.000 |
12,360.5 |
|
0.618 |
12,297.5 |
|
HIGH |
12,195.5 |
|
0.618 |
12,132.5 |
|
0.500 |
12,113.0 |
|
0.382 |
12,093.5 |
|
LOW |
12,030.5 |
|
0.618 |
11,928.5 |
|
1.000 |
11,865.5 |
|
1.618 |
11,763.5 |
|
2.618 |
11,598.5 |
|
4.250 |
11,329.3 |
|
|