Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2016 |
03-Oct-2016 |
Change |
Change % |
Previous Week |
Open |
4,856.10 |
4,864.63 |
8.53 |
0.2% |
4,830.17 |
High |
4,889.23 |
4,872.14 |
-17.09 |
-0.3% |
4,889.23 |
Low |
4,846.90 |
4,848.21 |
1.31 |
0.0% |
4,811.28 |
Close |
4,875.70 |
4,866.63 |
-9.07 |
-0.2% |
4,875.70 |
Range |
42.33 |
23.93 |
-18.40 |
-43.5% |
77.95 |
ATR |
47.17 |
45.76 |
-1.41 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.12 |
4,924.30 |
4,879.79 |
|
R3 |
4,910.19 |
4,900.37 |
4,873.21 |
|
R2 |
4,886.26 |
4,886.26 |
4,871.02 |
|
R1 |
4,876.44 |
4,876.44 |
4,868.82 |
4,881.35 |
PP |
4,862.33 |
4,862.33 |
4,862.33 |
4,864.78 |
S1 |
4,852.51 |
4,852.51 |
4,864.44 |
4,857.42 |
S2 |
4,838.40 |
4,838.40 |
4,862.24 |
|
S3 |
4,814.47 |
4,828.58 |
4,860.05 |
|
S4 |
4,790.54 |
4,804.65 |
4,853.47 |
|
|
Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,092.59 |
5,062.09 |
4,918.57 |
|
R3 |
5,014.64 |
4,984.14 |
4,897.14 |
|
R2 |
4,936.69 |
4,936.69 |
4,889.99 |
|
R1 |
4,906.19 |
4,906.19 |
4,882.85 |
4,921.44 |
PP |
4,858.74 |
4,858.74 |
4,858.74 |
4,866.36 |
S1 |
4,828.24 |
4,828.24 |
4,868.55 |
4,843.49 |
S2 |
4,780.79 |
4,780.79 |
4,861.41 |
|
S3 |
4,702.84 |
4,750.29 |
4,854.26 |
|
S4 |
4,624.89 |
4,672.34 |
4,832.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,889.23 |
4,811.28 |
77.95 |
1.6% |
41.42 |
0.9% |
71% |
False |
False |
|
10 |
4,895.50 |
4,797.78 |
97.72 |
2.0% |
36.74 |
0.8% |
70% |
False |
False |
|
20 |
4,895.50 |
4,656.51 |
238.99 |
4.9% |
45.88 |
0.9% |
88% |
False |
False |
|
40 |
4,895.50 |
4,656.51 |
238.99 |
4.9% |
37.34 |
0.8% |
88% |
False |
False |
|
60 |
4,895.50 |
4,544.33 |
351.17 |
7.2% |
35.19 |
0.7% |
92% |
False |
False |
|
80 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
38.65 |
0.8% |
96% |
False |
False |
|
100 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
39.13 |
0.8% |
96% |
False |
False |
|
120 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
40.09 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,973.84 |
2.618 |
4,934.79 |
1.618 |
4,910.86 |
1.000 |
4,896.07 |
0.618 |
4,886.93 |
HIGH |
4,872.14 |
0.618 |
4,863.00 |
0.500 |
4,860.18 |
0.382 |
4,857.35 |
LOW |
4,848.21 |
0.618 |
4,833.42 |
1.000 |
4,824.28 |
1.618 |
4,809.49 |
2.618 |
4,785.56 |
4.250 |
4,746.51 |
|
|