| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2016 |
29-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
2,161.85 |
2,168.90 |
7.05 |
0.3% |
2,143.99 |
| High |
2,172.40 |
2,172.67 |
0.27 |
0.0% |
2,179.99 |
| Low |
2,151.79 |
2,145.20 |
-6.59 |
-0.3% |
2,135.91 |
| Close |
2,171.37 |
2,151.13 |
-20.24 |
-0.9% |
2,164.69 |
| Range |
20.61 |
27.47 |
6.86 |
33.3% |
44.08 |
| ATR |
19.22 |
19.81 |
0.59 |
3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,238.74 |
2,222.41 |
2,166.24 |
|
| R3 |
2,211.27 |
2,194.94 |
2,158.68 |
|
| R2 |
2,183.80 |
2,183.80 |
2,156.17 |
|
| R1 |
2,167.47 |
2,167.47 |
2,153.65 |
2,161.90 |
| PP |
2,156.33 |
2,156.33 |
2,156.33 |
2,153.55 |
| S1 |
2,140.00 |
2,140.00 |
2,148.61 |
2,134.43 |
| S2 |
2,128.86 |
2,128.86 |
2,146.09 |
|
| S3 |
2,101.39 |
2,112.53 |
2,143.58 |
|
| S4 |
2,073.92 |
2,085.06 |
2,136.02 |
|
|
| 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 |
2,173.75 |
2,141.55 |
32.20 |
1.5% |
18.19 |
0.8% |
30% |
False |
False |
|
| 10 |
2,179.99 |
2,131.20 |
48.79 |
2.3% |
17.01 |
0.8% |
41% |
False |
False |
|
| 20 |
2,187.87 |
2,119.12 |
68.75 |
3.2% |
19.57 |
0.9% |
47% |
False |
False |
|
| 40 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.31 |
0.7% |
43% |
False |
False |
|
| 60 |
2,193.81 |
2,089.39 |
104.42 |
4.9% |
14.74 |
0.7% |
59% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.78 |
0.8% |
79% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.94 |
0.8% |
79% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.80 |
0.8% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,289.42 |
|
2.618 |
2,244.59 |
|
1.618 |
2,217.12 |
|
1.000 |
2,200.14 |
|
0.618 |
2,189.65 |
|
HIGH |
2,172.67 |
|
0.618 |
2,162.18 |
|
0.500 |
2,158.94 |
|
0.382 |
2,155.69 |
|
LOW |
2,145.20 |
|
0.618 |
2,128.22 |
|
1.000 |
2,117.73 |
|
1.618 |
2,100.75 |
|
2.618 |
2,073.28 |
|
4.250 |
2,028.45 |
|
|