| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,268.18 |
2,271.14 |
2.96 |
0.1% |
2,251.57 |
| High |
2,271.50 |
2,282.10 |
10.60 |
0.5% |
2,282.10 |
| Low |
2,260.45 |
2,264.06 |
3.61 |
0.2% |
2,245.13 |
| Close |
2,269.00 |
2,276.98 |
7.98 |
0.4% |
2,276.98 |
| Range |
11.05 |
18.04 |
6.99 |
63.3% |
36.97 |
| ATR |
14.94 |
15.16 |
0.22 |
1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,328.50 |
2,320.78 |
2,286.90 |
|
| R3 |
2,310.46 |
2,302.74 |
2,281.94 |
|
| R2 |
2,292.42 |
2,292.42 |
2,280.29 |
|
| R1 |
2,284.70 |
2,284.70 |
2,278.63 |
2,288.56 |
| PP |
2,274.38 |
2,274.38 |
2,274.38 |
2,276.31 |
| S1 |
2,266.66 |
2,266.66 |
2,275.33 |
2,270.52 |
| S2 |
2,256.34 |
2,256.34 |
2,273.67 |
|
| S3 |
2,238.30 |
2,248.62 |
2,272.02 |
|
| S4 |
2,220.26 |
2,230.58 |
2,267.06 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,378.98 |
2,364.95 |
2,297.31 |
|
| R3 |
2,342.01 |
2,327.98 |
2,287.15 |
|
| R2 |
2,305.04 |
2,305.04 |
2,283.76 |
|
| R1 |
2,291.01 |
2,291.01 |
2,280.37 |
2,298.03 |
| PP |
2,268.07 |
2,268.07 |
2,268.07 |
2,271.58 |
| S1 |
2,254.04 |
2,254.04 |
2,273.59 |
2,261.06 |
| S2 |
2,231.10 |
2,231.10 |
2,270.20 |
|
| S3 |
2,194.13 |
2,217.07 |
2,266.81 |
|
| S4 |
2,157.16 |
2,180.10 |
2,256.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,282.10 |
2,233.62 |
48.48 |
2.1% |
15.80 |
0.7% |
89% |
True |
False |
|
| 10 |
2,282.10 |
2,233.62 |
48.48 |
2.1% |
13.09 |
0.6% |
89% |
True |
False |
|
| 20 |
2,282.10 |
2,233.62 |
48.48 |
2.1% |
13.16 |
0.6% |
89% |
True |
False |
|
| 40 |
2,282.10 |
2,125.35 |
156.75 |
6.9% |
14.15 |
0.6% |
97% |
True |
False |
|
| 60 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
14.81 |
0.7% |
97% |
True |
False |
|
| 80 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
15.54 |
0.7% |
97% |
True |
False |
|
| 100 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
15.59 |
0.7% |
97% |
True |
False |
|
| 120 |
2,282.10 |
2,083.79 |
198.31 |
8.7% |
14.93 |
0.7% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,358.77 |
|
2.618 |
2,329.33 |
|
1.618 |
2,311.29 |
|
1.000 |
2,300.14 |
|
0.618 |
2,293.25 |
|
HIGH |
2,282.10 |
|
0.618 |
2,275.21 |
|
0.500 |
2,273.08 |
|
0.382 |
2,270.95 |
|
LOW |
2,264.06 |
|
0.618 |
2,252.91 |
|
1.000 |
2,246.02 |
|
1.618 |
2,234.87 |
|
2.618 |
2,216.83 |
|
4.250 |
2,187.39 |
|
|