| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2017 |
11-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,462.25 |
2,474.52 |
12.27 |
0.5% |
2,470.35 |
| High |
2,467.08 |
2,488.95 |
21.87 |
0.9% |
2,471.97 |
| Low |
2,459.40 |
2,474.52 |
15.12 |
0.6% |
2,446.55 |
| Close |
2,461.43 |
2,488.11 |
26.68 |
1.1% |
2,461.43 |
| Range |
7.68 |
14.43 |
6.75 |
87.9% |
25.42 |
| ATR |
15.06 |
15.95 |
0.89 |
5.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,527.15 |
2,522.06 |
2,496.05 |
|
| R3 |
2,512.72 |
2,507.63 |
2,492.08 |
|
| R2 |
2,498.29 |
2,498.29 |
2,490.76 |
|
| R1 |
2,493.20 |
2,493.20 |
2,489.43 |
2,495.75 |
| PP |
2,483.86 |
2,483.86 |
2,483.86 |
2,485.13 |
| S1 |
2,478.77 |
2,478.77 |
2,486.79 |
2,481.32 |
| S2 |
2,469.43 |
2,469.43 |
2,485.46 |
|
| S3 |
2,455.00 |
2,464.34 |
2,484.14 |
|
| S4 |
2,440.57 |
2,449.91 |
2,480.17 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,536.24 |
2,524.26 |
2,475.41 |
|
| R3 |
2,510.82 |
2,498.84 |
2,468.42 |
|
| R2 |
2,485.40 |
2,485.40 |
2,466.09 |
|
| R1 |
2,473.42 |
2,473.42 |
2,463.76 |
2,466.70 |
| PP |
2,459.98 |
2,459.98 |
2,459.98 |
2,456.63 |
| S1 |
2,448.00 |
2,448.00 |
2,459.10 |
2,441.28 |
| S2 |
2,434.56 |
2,434.56 |
2,456.77 |
|
| S3 |
2,409.14 |
2,422.58 |
2,454.44 |
|
| S4 |
2,383.72 |
2,397.16 |
2,447.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,488.95 |
2,446.55 |
42.40 |
1.7% |
13.25 |
0.5% |
98% |
True |
False |
|
| 10 |
2,488.95 |
2,428.21 |
60.74 |
2.4% |
13.26 |
0.5% |
99% |
True |
False |
|
| 20 |
2,488.95 |
2,417.35 |
71.60 |
2.9% |
14.29 |
0.6% |
99% |
True |
False |
|
| 40 |
2,490.87 |
2,417.35 |
73.52 |
3.0% |
12.57 |
0.5% |
96% |
False |
False |
|
| 60 |
2,490.87 |
2,405.70 |
85.17 |
3.4% |
13.01 |
0.5% |
97% |
False |
False |
|
| 80 |
2,490.87 |
2,353.29 |
137.58 |
5.5% |
12.80 |
0.5% |
98% |
False |
False |
|
| 100 |
2,490.87 |
2,340.91 |
149.96 |
6.0% |
12.49 |
0.5% |
98% |
False |
False |
|
| 120 |
2,490.87 |
2,322.25 |
168.62 |
6.8% |
13.15 |
0.5% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,550.28 |
|
2.618 |
2,526.73 |
|
1.618 |
2,512.30 |
|
1.000 |
2,503.38 |
|
0.618 |
2,497.87 |
|
HIGH |
2,488.95 |
|
0.618 |
2,483.44 |
|
0.500 |
2,481.74 |
|
0.382 |
2,480.03 |
|
LOW |
2,474.52 |
|
0.618 |
2,465.60 |
|
1.000 |
2,460.09 |
|
1.618 |
2,451.17 |
|
2.618 |
2,436.74 |
|
4.250 |
2,413.19 |
|
|