| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2016 |
28-Dec-2016 |
Change |
Change % |
Previous Week |
| Open |
2,266.23 |
2,270.23 |
4.00 |
0.2% |
2,259.24 |
| High |
2,273.82 |
2,271.31 |
-2.51 |
-0.1% |
2,272.56 |
| Low |
2,266.15 |
2,249.11 |
-17.04 |
-0.8% |
2,256.08 |
| Close |
2,268.88 |
2,249.92 |
-18.96 |
-0.8% |
2,263.79 |
| Range |
7.67 |
22.20 |
14.53 |
189.4% |
16.48 |
| ATR |
13.80 |
14.40 |
0.60 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,323.38 |
2,308.85 |
2,262.13 |
|
| R3 |
2,301.18 |
2,286.65 |
2,256.03 |
|
| R2 |
2,278.98 |
2,278.98 |
2,253.99 |
|
| R1 |
2,264.45 |
2,264.45 |
2,251.96 |
2,260.62 |
| PP |
2,256.78 |
2,256.78 |
2,256.78 |
2,254.86 |
| S1 |
2,242.25 |
2,242.25 |
2,247.89 |
2,238.42 |
| S2 |
2,234.58 |
2,234.58 |
2,245.85 |
|
| S3 |
2,212.38 |
2,220.05 |
2,243.82 |
|
| S4 |
2,190.18 |
2,197.85 |
2,237.71 |
|
|
| Weekly Pivots for week ending 23-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,313.58 |
2,305.17 |
2,272.85 |
|
| R3 |
2,297.10 |
2,288.69 |
2,268.32 |
|
| R2 |
2,280.62 |
2,280.62 |
2,266.81 |
|
| R1 |
2,272.21 |
2,272.21 |
2,265.30 |
2,276.42 |
| PP |
2,264.14 |
2,264.14 |
2,264.14 |
2,266.25 |
| S1 |
2,255.73 |
2,255.73 |
2,262.28 |
2,259.94 |
| S2 |
2,247.66 |
2,247.66 |
2,260.77 |
|
| S3 |
2,231.18 |
2,239.25 |
2,259.26 |
|
| S4 |
2,214.70 |
2,222.77 |
2,254.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,273.82 |
2,249.11 |
24.71 |
1.1% |
9.60 |
0.4% |
3% |
False |
True |
|
| 10 |
2,276.20 |
2,248.44 |
27.76 |
1.2% |
12.36 |
0.5% |
5% |
False |
False |
|
| 20 |
2,277.53 |
2,187.44 |
90.09 |
4.0% |
13.35 |
0.6% |
69% |
False |
False |
|
| 40 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
15.39 |
0.7% |
86% |
False |
False |
|
| 60 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
15.09 |
0.7% |
86% |
False |
False |
|
| 80 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
16.22 |
0.7% |
86% |
False |
False |
|
| 100 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
15.23 |
0.7% |
86% |
False |
False |
|
| 120 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
14.78 |
0.7% |
86% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,365.66 |
|
2.618 |
2,329.43 |
|
1.618 |
2,307.23 |
|
1.000 |
2,293.51 |
|
0.618 |
2,285.03 |
|
HIGH |
2,271.31 |
|
0.618 |
2,262.83 |
|
0.500 |
2,260.21 |
|
0.382 |
2,257.59 |
|
LOW |
2,249.11 |
|
0.618 |
2,235.39 |
|
1.000 |
2,226.91 |
|
1.618 |
2,213.19 |
|
2.618 |
2,190.99 |
|
4.250 |
2,154.76 |
|
|