| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2017 |
13-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,478.0 |
12,527.5 |
49.5 |
0.4% |
12,103.5 |
| High |
12,546.0 |
12,556.0 |
10.0 |
0.1% |
12,353.5 |
| Low |
12,474.5 |
12,463.5 |
-11.0 |
-0.1% |
12,030.5 |
| Close |
12,513.0 |
12,549.0 |
36.0 |
0.3% |
12,290.5 |
| Range |
71.5 |
92.5 |
21.0 |
29.4% |
323.0 |
| ATR |
137.3 |
134.1 |
-3.2 |
-2.3% |
0.0 |
| Volume |
70,170 |
48,186 |
-21,984 |
-31.3% |
48,568 |
|
| Daily Pivots for day following 13-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,800.3 |
12,767.2 |
12,599.9 |
|
| R3 |
12,707.8 |
12,674.7 |
12,574.4 |
|
| R2 |
12,615.3 |
12,615.3 |
12,566.0 |
|
| R1 |
12,582.2 |
12,582.2 |
12,557.5 |
12,598.8 |
| PP |
12,522.8 |
12,522.8 |
12,522.8 |
12,531.1 |
| S1 |
12,489.7 |
12,489.7 |
12,540.5 |
12,506.3 |
| S2 |
12,430.3 |
12,430.3 |
12,532.0 |
|
| S3 |
12,337.8 |
12,397.2 |
12,523.6 |
|
| S4 |
12,245.3 |
12,304.7 |
12,498.1 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,193.8 |
13,065.2 |
12,468.2 |
|
| R3 |
12,870.8 |
12,742.2 |
12,379.3 |
|
| R2 |
12,547.8 |
12,547.8 |
12,349.7 |
|
| R1 |
12,419.2 |
12,419.2 |
12,320.1 |
12,483.5 |
| PP |
12,224.8 |
12,224.8 |
12,224.8 |
12,257.0 |
| S1 |
12,096.2 |
12,096.2 |
12,260.9 |
12,160.5 |
| S2 |
11,901.8 |
11,901.8 |
12,231.3 |
|
| S3 |
11,578.8 |
11,773.2 |
12,201.7 |
|
| S4 |
11,255.8 |
11,450.2 |
12,112.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,556.0 |
12,235.0 |
321.0 |
2.6% |
96.7 |
0.8% |
98% |
True |
False |
43,350 |
| 10 |
12,556.0 |
11,975.5 |
580.5 |
4.6% |
110.4 |
0.9% |
99% |
True |
False |
22,457 |
| 20 |
12,556.0 |
11,865.0 |
691.0 |
5.5% |
115.0 |
0.9% |
99% |
True |
False |
11,525 |
| 40 |
12,556.0 |
11,865.0 |
691.0 |
5.5% |
118.0 |
0.9% |
99% |
True |
False |
5,929 |
| 60 |
12,825.0 |
11,865.0 |
960.0 |
7.7% |
117.8 |
0.9% |
71% |
False |
False |
4,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,949.1 |
|
2.618 |
12,798.2 |
|
1.618 |
12,705.7 |
|
1.000 |
12,648.5 |
|
0.618 |
12,613.2 |
|
HIGH |
12,556.0 |
|
0.618 |
12,520.7 |
|
0.500 |
12,509.8 |
|
0.382 |
12,498.8 |
|
LOW |
12,463.5 |
|
0.618 |
12,406.3 |
|
1.000 |
12,371.0 |
|
1.618 |
12,313.8 |
|
2.618 |
12,221.3 |
|
4.250 |
12,070.4 |
|
|