| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2016 |
12-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,169.08 |
2,120.86 |
-48.22 |
-2.2% |
2,181.61 |
| High |
2,169.08 |
2,163.30 |
-5.78 |
-0.3% |
2,187.87 |
| Low |
2,127.81 |
2,119.12 |
-8.69 |
-0.4% |
2,127.81 |
| Close |
2,127.81 |
2,159.04 |
31.23 |
1.5% |
2,127.81 |
| Range |
41.27 |
44.18 |
2.91 |
7.1% |
60.06 |
| ATR |
15.99 |
18.01 |
2.01 |
12.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,279.69 |
2,263.55 |
2,183.34 |
|
| R3 |
2,235.51 |
2,219.37 |
2,171.19 |
|
| R2 |
2,191.33 |
2,191.33 |
2,167.14 |
|
| R1 |
2,175.19 |
2,175.19 |
2,163.09 |
2,183.26 |
| PP |
2,147.15 |
2,147.15 |
2,147.15 |
2,151.19 |
| S1 |
2,131.01 |
2,131.01 |
2,154.99 |
2,139.08 |
| S2 |
2,102.97 |
2,102.97 |
2,150.94 |
|
| S3 |
2,058.79 |
2,086.83 |
2,146.89 |
|
| S4 |
2,014.61 |
2,042.65 |
2,134.74 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.01 |
2,287.97 |
2,160.84 |
|
| R3 |
2,267.95 |
2,227.91 |
2,144.33 |
|
| R2 |
2,207.89 |
2,207.89 |
2,138.82 |
|
| R1 |
2,167.85 |
2,167.85 |
2,133.32 |
2,157.84 |
| PP |
2,147.83 |
2,147.83 |
2,147.83 |
2,142.83 |
| S1 |
2,107.79 |
2,107.79 |
2,122.30 |
2,097.78 |
| S2 |
2,087.77 |
2,087.77 |
2,116.80 |
|
| S3 |
2,027.71 |
2,047.73 |
2,111.29 |
|
| S4 |
1,967.65 |
1,987.67 |
2,094.78 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
22.63 |
1.0% |
58% |
False |
True |
|
| 10 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
17.85 |
0.8% |
58% |
False |
True |
|
| 20 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.67 |
0.7% |
53% |
False |
True |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
13.19 |
0.6% |
53% |
False |
True |
|
| 60 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.20 |
0.8% |
83% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.02 |
0.7% |
83% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.58 |
0.8% |
83% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.76 |
0.8% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,351.07 |
|
2.618 |
2,278.96 |
|
1.618 |
2,234.78 |
|
1.000 |
2,207.48 |
|
0.618 |
2,190.60 |
|
HIGH |
2,163.30 |
|
0.618 |
2,146.42 |
|
0.500 |
2,141.21 |
|
0.382 |
2,136.00 |
|
LOW |
2,119.12 |
|
0.618 |
2,091.82 |
|
1.000 |
2,074.94 |
|
1.618 |
2,047.64 |
|
2.618 |
2,003.46 |
|
4.250 |
1,931.36 |
|
|