| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2017 |
22-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,507.16 |
2,497.26 |
-9.90 |
-0.4% |
2,502.51 |
| High |
2,507.16 |
2,503.47 |
-3.69 |
-0.1% |
2,508.85 |
| Low |
2,499.00 |
2,496.54 |
-2.46 |
-0.1% |
2,496.54 |
| Close |
2,500.60 |
2,502.22 |
1.62 |
0.1% |
2,502.22 |
| Range |
8.16 |
6.93 |
-1.23 |
-15.1% |
12.31 |
| ATR |
12.41 |
12.02 |
-0.39 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,521.53 |
2,518.81 |
2,506.03 |
|
| R3 |
2,514.60 |
2,511.88 |
2,504.13 |
|
| R2 |
2,507.67 |
2,507.67 |
2,503.49 |
|
| R1 |
2,504.95 |
2,504.95 |
2,502.86 |
2,506.31 |
| PP |
2,500.74 |
2,500.74 |
2,500.74 |
2,501.43 |
| S1 |
2,498.02 |
2,498.02 |
2,501.58 |
2,499.38 |
| S2 |
2,493.81 |
2,493.81 |
2,500.95 |
|
| S3 |
2,486.88 |
2,491.09 |
2,500.31 |
|
| S4 |
2,479.95 |
2,484.16 |
2,498.41 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,539.47 |
2,533.15 |
2,508.99 |
|
| R3 |
2,527.16 |
2,520.84 |
2,505.61 |
|
| R2 |
2,514.85 |
2,514.85 |
2,504.48 |
|
| R1 |
2,508.53 |
2,508.53 |
2,503.35 |
2,505.54 |
| PP |
2,502.54 |
2,502.54 |
2,502.54 |
2,501.04 |
| S1 |
2,496.22 |
2,496.22 |
2,501.09 |
2,493.23 |
| S2 |
2,490.23 |
2,490.23 |
2,499.96 |
|
| S3 |
2,477.92 |
2,483.91 |
2,498.83 |
|
| S4 |
2,465.61 |
2,471.60 |
2,495.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,508.85 |
2,496.54 |
12.31 |
0.5% |
8.01 |
0.3% |
46% |
False |
True |
|
| 10 |
2,508.85 |
2,474.52 |
34.33 |
1.4% |
8.12 |
0.3% |
81% |
False |
False |
|
| 20 |
2,508.85 |
2,428.21 |
80.64 |
3.2% |
10.55 |
0.4% |
92% |
False |
False |
|
| 40 |
2,508.85 |
2,417.35 |
91.50 |
3.7% |
12.07 |
0.5% |
93% |
False |
False |
|
| 60 |
2,508.85 |
2,405.70 |
103.15 |
4.1% |
12.20 |
0.5% |
94% |
False |
False |
|
| 80 |
2,508.85 |
2,405.70 |
103.15 |
4.1% |
12.42 |
0.5% |
94% |
False |
False |
|
| 100 |
2,508.85 |
2,353.29 |
155.56 |
6.2% |
12.15 |
0.5% |
96% |
False |
False |
|
| 120 |
2,508.85 |
2,328.95 |
179.90 |
7.2% |
12.44 |
0.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,532.92 |
|
2.618 |
2,521.61 |
|
1.618 |
2,514.68 |
|
1.000 |
2,510.40 |
|
0.618 |
2,507.75 |
|
HIGH |
2,503.47 |
|
0.618 |
2,500.82 |
|
0.500 |
2,500.01 |
|
0.382 |
2,499.19 |
|
LOW |
2,496.54 |
|
0.618 |
2,492.26 |
|
1.000 |
2,489.61 |
|
1.618 |
2,485.33 |
|
2.618 |
2,478.40 |
|
4.250 |
2,467.09 |
|
|