| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2016 |
03-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,251.61 |
2,251.57 |
-0.04 |
0.0% |
2,266.23 |
| High |
2,253.58 |
2,263.88 |
10.30 |
0.5% |
2,273.82 |
| Low |
2,233.62 |
2,245.13 |
11.51 |
0.5% |
2,233.62 |
| Close |
2,238.83 |
2,257.83 |
19.00 |
0.8% |
2,238.83 |
| Range |
19.96 |
18.75 |
-1.21 |
-6.1% |
40.20 |
| ATR |
14.50 |
15.26 |
0.75 |
5.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,311.86 |
2,303.60 |
2,268.14 |
|
| R3 |
2,293.11 |
2,284.85 |
2,262.99 |
|
| R2 |
2,274.36 |
2,274.36 |
2,261.27 |
|
| R1 |
2,266.10 |
2,266.10 |
2,259.55 |
2,270.23 |
| PP |
2,255.61 |
2,255.61 |
2,255.61 |
2,257.68 |
| S1 |
2,247.35 |
2,247.35 |
2,256.11 |
2,251.48 |
| S2 |
2,236.86 |
2,236.86 |
2,254.39 |
|
| S3 |
2,218.11 |
2,228.60 |
2,252.67 |
|
| S4 |
2,199.36 |
2,209.85 |
2,247.52 |
|
|
| Weekly Pivots for week ending 30-Dec-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,369.36 |
2,344.29 |
2,260.94 |
|
| R3 |
2,329.16 |
2,304.09 |
2,249.89 |
|
| R2 |
2,288.96 |
2,288.96 |
2,246.20 |
|
| R1 |
2,263.89 |
2,263.89 |
2,242.52 |
2,256.33 |
| PP |
2,248.76 |
2,248.76 |
2,248.76 |
2,244.97 |
| S1 |
2,223.69 |
2,223.69 |
2,235.15 |
2,216.13 |
| S2 |
2,208.56 |
2,208.56 |
2,231.46 |
|
| S3 |
2,168.36 |
2,183.49 |
2,227.78 |
|
| S4 |
2,128.16 |
2,143.29 |
2,216.72 |
|
|
| 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 |
2,233.62 |
40.20 |
1.8% |
15.71 |
0.7% |
60% |
False |
False |
|
| 10 |
2,273.82 |
2,233.62 |
40.20 |
1.8% |
11.23 |
0.5% |
60% |
False |
False |
|
| 20 |
2,277.53 |
2,199.97 |
77.56 |
3.4% |
13.78 |
0.6% |
75% |
False |
False |
|
| 40 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
14.89 |
0.7% |
90% |
False |
False |
|
| 60 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
15.19 |
0.7% |
90% |
False |
False |
|
| 80 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
16.48 |
0.7% |
90% |
False |
False |
|
| 100 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
15.44 |
0.7% |
90% |
False |
False |
|
| 120 |
2,277.53 |
2,083.79 |
193.74 |
8.6% |
14.87 |
0.7% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,343.57 |
|
2.618 |
2,312.97 |
|
1.618 |
2,294.22 |
|
1.000 |
2,282.63 |
|
0.618 |
2,275.47 |
|
HIGH |
2,263.88 |
|
0.618 |
2,256.72 |
|
0.500 |
2,254.51 |
|
0.382 |
2,252.29 |
|
LOW |
2,245.13 |
|
0.618 |
2,233.54 |
|
1.000 |
2,226.38 |
|
1.618 |
2,214.79 |
|
2.618 |
2,196.04 |
|
4.250 |
2,165.44 |
|
|