| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2016 |
26-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,173.29 |
2,158.54 |
-14.75 |
-0.7% |
2,143.99 |
| High |
2,173.75 |
2,158.54 |
-15.21 |
-0.7% |
2,179.99 |
| Low |
2,163.97 |
2,145.04 |
-18.93 |
-0.9% |
2,135.91 |
| Close |
2,164.69 |
2,146.10 |
-18.59 |
-0.9% |
2,164.69 |
| Range |
9.78 |
13.50 |
3.72 |
38.0% |
44.08 |
| ATR |
19.03 |
19.08 |
0.04 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,190.39 |
2,181.75 |
2,153.53 |
|
| R3 |
2,176.89 |
2,168.25 |
2,149.81 |
|
| R2 |
2,163.39 |
2,163.39 |
2,148.58 |
|
| R1 |
2,154.75 |
2,154.75 |
2,147.34 |
2,152.32 |
| PP |
2,149.89 |
2,149.89 |
2,149.89 |
2,148.68 |
| S1 |
2,141.25 |
2,141.25 |
2,144.86 |
2,138.82 |
| S2 |
2,136.39 |
2,136.39 |
2,143.63 |
|
| S3 |
2,122.89 |
2,127.75 |
2,142.39 |
|
| S4 |
2,109.39 |
2,114.25 |
2,138.68 |
|
|
| Weekly Pivots for week ending 23-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,292.44 |
2,272.64 |
2,188.93 |
|
| R3 |
2,248.36 |
2,228.56 |
2,176.81 |
|
| R2 |
2,204.28 |
2,204.28 |
2,172.77 |
|
| R1 |
2,184.48 |
2,184.48 |
2,168.73 |
2,194.38 |
| PP |
2,160.20 |
2,160.20 |
2,160.20 |
2,165.15 |
| S1 |
2,140.40 |
2,140.40 |
2,160.65 |
2,150.30 |
| S2 |
2,116.12 |
2,116.12 |
2,156.61 |
|
| S3 |
2,072.04 |
2,096.32 |
2,152.57 |
|
| S4 |
2,027.96 |
2,052.24 |
2,140.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.99 |
2,139.17 |
40.82 |
1.9% |
13.90 |
0.6% |
17% |
False |
False |
|
| 10 |
2,179.99 |
2,119.90 |
60.09 |
2.8% |
18.28 |
0.9% |
44% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
18.06 |
0.8% |
39% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
14.77 |
0.7% |
36% |
False |
False |
|
| 60 |
2,193.81 |
2,074.02 |
119.79 |
5.6% |
14.47 |
0.7% |
60% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.43 |
0.8% |
76% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.69 |
0.8% |
76% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.81 |
0.8% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.92 |
|
2.618 |
2,193.88 |
|
1.618 |
2,180.38 |
|
1.000 |
2,172.04 |
|
0.618 |
2,166.88 |
|
HIGH |
2,158.54 |
|
0.618 |
2,153.38 |
|
0.500 |
2,151.79 |
|
0.382 |
2,150.20 |
|
LOW |
2,145.04 |
|
0.618 |
2,136.70 |
|
1.000 |
2,131.54 |
|
1.618 |
2,123.20 |
|
2.618 |
2,109.70 |
|
4.250 |
2,087.67 |
|
|