| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2017 |
01-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,453.25 |
2,468.25 |
15.00 |
0.6% |
2,440.50 |
| High |
2,472.25 |
2,477.75 |
5.50 |
0.2% |
2,477.75 |
| Low |
2,453.00 |
2,468.25 |
15.25 |
0.6% |
2,419.25 |
| Close |
2,468.00 |
2,472.25 |
4.25 |
0.2% |
2,472.25 |
| Range |
19.25 |
9.50 |
-9.75 |
-50.6% |
58.50 |
| ATR |
18.01 |
17.42 |
-0.59 |
-3.3% |
0.00 |
| Volume |
42,085 |
25,490 |
-16,595 |
-39.4% |
126,262 |
|
| Daily Pivots for day following 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.25 |
2,496.25 |
2,477.50 |
|
| R3 |
2,491.75 |
2,486.75 |
2,474.75 |
|
| R2 |
2,482.25 |
2,482.25 |
2,474.00 |
|
| R1 |
2,477.25 |
2,477.25 |
2,473.00 |
2,479.75 |
| PP |
2,472.75 |
2,472.75 |
2,472.75 |
2,474.00 |
| S1 |
2,467.75 |
2,467.75 |
2,471.50 |
2,470.25 |
| S2 |
2,463.25 |
2,463.25 |
2,470.50 |
|
| S3 |
2,453.75 |
2,458.25 |
2,469.75 |
|
| S4 |
2,444.25 |
2,448.75 |
2,467.00 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.00 |
2,610.50 |
2,504.50 |
|
| R3 |
2,573.50 |
2,552.00 |
2,488.25 |
|
| R2 |
2,515.00 |
2,515.00 |
2,483.00 |
|
| R1 |
2,493.50 |
2,493.50 |
2,477.50 |
2,504.25 |
| PP |
2,456.50 |
2,456.50 |
2,456.50 |
2,461.75 |
| S1 |
2,435.00 |
2,435.00 |
2,467.00 |
2,445.75 |
| S2 |
2,398.00 |
2,398.00 |
2,461.50 |
|
| S3 |
2,339.50 |
2,376.50 |
2,456.25 |
|
| S4 |
2,281.00 |
2,318.00 |
2,440.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,477.75 |
2,419.25 |
58.50 |
2.4% |
17.00 |
0.7% |
91% |
True |
False |
25,252 |
| 10 |
2,477.75 |
2,414.00 |
63.75 |
2.6% |
17.25 |
0.7% |
91% |
True |
False |
18,725 |
| 20 |
2,486.25 |
2,414.00 |
72.25 |
2.9% |
19.25 |
0.8% |
81% |
False |
False |
14,001 |
| 40 |
2,486.25 |
2,408.50 |
77.75 |
3.1% |
15.75 |
0.6% |
82% |
False |
False |
8,309 |
| 60 |
2,486.25 |
2,400.75 |
85.50 |
3.5% |
16.50 |
0.7% |
84% |
False |
False |
6,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,518.00 |
|
2.618 |
2,502.50 |
|
1.618 |
2,493.00 |
|
1.000 |
2,487.25 |
|
0.618 |
2,483.50 |
|
HIGH |
2,477.75 |
|
0.618 |
2,474.00 |
|
0.500 |
2,473.00 |
|
0.382 |
2,472.00 |
|
LOW |
2,468.25 |
|
0.618 |
2,462.50 |
|
1.000 |
2,458.75 |
|
1.618 |
2,453.00 |
|
2.618 |
2,443.50 |
|
4.250 |
2,428.00 |
|
|