| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2017 |
31-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
2,445.00 |
2,453.25 |
8.25 |
0.3% |
2,426.00 |
| High |
2,457.75 |
2,472.25 |
14.50 |
0.6% |
2,452.50 |
| Low |
2,440.75 |
2,453.00 |
12.25 |
0.5% |
2,414.00 |
| Close |
2,453.75 |
2,468.00 |
14.25 |
0.6% |
2,440.50 |
| Range |
17.00 |
19.25 |
2.25 |
13.2% |
38.50 |
| ATR |
17.91 |
18.01 |
0.10 |
0.5% |
0.00 |
| Volume |
18,950 |
42,085 |
23,135 |
122.1% |
60,988 |
|
| Daily Pivots for day following 31-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,522.25 |
2,514.25 |
2,478.50 |
|
| R3 |
2,503.00 |
2,495.00 |
2,473.25 |
|
| R2 |
2,483.75 |
2,483.75 |
2,471.50 |
|
| R1 |
2,475.75 |
2,475.75 |
2,469.75 |
2,479.75 |
| PP |
2,464.50 |
2,464.50 |
2,464.50 |
2,466.50 |
| S1 |
2,456.50 |
2,456.50 |
2,466.25 |
2,460.50 |
| S2 |
2,445.25 |
2,445.25 |
2,464.50 |
|
| S3 |
2,426.00 |
2,437.25 |
2,462.75 |
|
| S4 |
2,406.75 |
2,418.00 |
2,457.50 |
|
|
| Weekly Pivots for week ending 25-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,551.25 |
2,534.25 |
2,461.75 |
|
| R3 |
2,512.75 |
2,495.75 |
2,451.00 |
|
| R2 |
2,474.25 |
2,474.25 |
2,447.50 |
|
| R1 |
2,457.25 |
2,457.25 |
2,444.00 |
2,465.75 |
| PP |
2,435.75 |
2,435.75 |
2,435.75 |
2,440.00 |
| S1 |
2,418.75 |
2,418.75 |
2,437.00 |
2,427.25 |
| S2 |
2,397.25 |
2,397.25 |
2,433.50 |
|
| S3 |
2,358.75 |
2,380.25 |
2,430.00 |
|
| S4 |
2,320.25 |
2,341.75 |
2,419.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,472.25 |
2,419.25 |
53.00 |
2.1% |
18.50 |
0.7% |
92% |
True |
False |
23,965 |
| 10 |
2,472.25 |
2,414.00 |
58.25 |
2.4% |
18.25 |
0.7% |
93% |
True |
False |
17,237 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
19.25 |
0.8% |
75% |
False |
False |
12,916 |
| 40 |
2,486.25 |
2,404.00 |
82.25 |
3.3% |
16.00 |
0.6% |
78% |
False |
False |
7,746 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
79% |
False |
False |
5,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,554.00 |
|
2.618 |
2,522.75 |
|
1.618 |
2,503.50 |
|
1.000 |
2,491.50 |
|
0.618 |
2,484.25 |
|
HIGH |
2,472.25 |
|
0.618 |
2,465.00 |
|
0.500 |
2,462.50 |
|
0.382 |
2,460.25 |
|
LOW |
2,453.00 |
|
0.618 |
2,441.00 |
|
1.000 |
2,433.75 |
|
1.618 |
2,421.75 |
|
2.618 |
2,402.50 |
|
4.250 |
2,371.25 |
|
|