| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,530.0 |
12,528.0 |
-2.0 |
0.0% |
12,355.5 |
| High |
12,545.0 |
12,552.0 |
7.0 |
0.1% |
12,556.0 |
| Low |
12,486.5 |
12,494.5 |
8.0 |
0.1% |
12,355.5 |
| Close |
12,537.5 |
12,512.0 |
-25.5 |
-0.2% |
12,512.0 |
| Range |
58.5 |
57.5 |
-1.0 |
-1.7% |
200.5 |
| ATR |
129.0 |
123.9 |
-5.1 |
-4.0% |
0.0 |
| Volume |
68,019 |
54,617 |
-13,402 |
-19.7% |
297,443 |
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,692.0 |
12,659.5 |
12,543.6 |
|
| R3 |
12,634.5 |
12,602.0 |
12,527.8 |
|
| R2 |
12,577.0 |
12,577.0 |
12,522.5 |
|
| R1 |
12,544.5 |
12,544.5 |
12,517.3 |
12,532.0 |
| PP |
12,519.5 |
12,519.5 |
12,519.5 |
12,513.3 |
| S1 |
12,487.0 |
12,487.0 |
12,506.7 |
12,474.5 |
| S2 |
12,462.0 |
12,462.0 |
12,501.5 |
|
| S3 |
12,404.5 |
12,429.5 |
12,496.2 |
|
| S4 |
12,347.0 |
12,372.0 |
12,480.4 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,076.0 |
12,994.5 |
12,622.3 |
|
| R3 |
12,875.5 |
12,794.0 |
12,567.1 |
|
| R2 |
12,675.0 |
12,675.0 |
12,548.8 |
|
| R1 |
12,593.5 |
12,593.5 |
12,530.4 |
12,634.3 |
| PP |
12,474.5 |
12,474.5 |
12,474.5 |
12,494.9 |
| S1 |
12,393.0 |
12,393.0 |
12,493.6 |
12,433.8 |
| S2 |
12,274.0 |
12,274.0 |
12,475.2 |
|
| S3 |
12,073.5 |
12,192.5 |
12,456.9 |
|
| S4 |
11,873.0 |
11,992.0 |
12,401.7 |
|
|
| 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 |
12,355.5 |
200.5 |
1.6% |
84.3 |
0.7% |
78% |
False |
False |
59,488 |
| 10 |
12,556.0 |
12,030.5 |
525.5 |
4.2% |
110.5 |
0.9% |
92% |
False |
False |
34,627 |
| 20 |
12,556.0 |
11,865.0 |
691.0 |
5.5% |
108.6 |
0.9% |
94% |
False |
False |
17,643 |
| 40 |
12,556.0 |
11,865.0 |
691.0 |
5.5% |
116.2 |
0.9% |
94% |
False |
False |
8,985 |
| 60 |
12,825.0 |
11,865.0 |
960.0 |
7.7% |
116.8 |
0.9% |
67% |
False |
False |
6,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,796.4 |
|
2.618 |
12,702.5 |
|
1.618 |
12,645.0 |
|
1.000 |
12,609.5 |
|
0.618 |
12,587.5 |
|
HIGH |
12,552.0 |
|
0.618 |
12,530.0 |
|
0.500 |
12,523.3 |
|
0.382 |
12,516.5 |
|
LOW |
12,494.5 |
|
0.618 |
12,459.0 |
|
1.000 |
12,437.0 |
|
1.618 |
12,401.5 |
|
2.618 |
12,344.0 |
|
4.250 |
12,250.1 |
|
|