| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
2,503.41 |
2,509.96 |
6.55 |
0.3% |
2,499.39 |
| High |
2,510.81 |
2,519.44 |
8.63 |
0.3% |
2,519.44 |
| Low |
2,502.93 |
2,508.51 |
5.58 |
0.2% |
2,488.38 |
| Close |
2,510.06 |
2,519.36 |
9.30 |
0.4% |
2,519.36 |
| Range |
7.88 |
10.93 |
3.05 |
38.7% |
31.06 |
| ATR |
11.88 |
11.81 |
-0.07 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,548.56 |
2,544.89 |
2,525.37 |
|
| R3 |
2,537.63 |
2,533.96 |
2,522.37 |
|
| R2 |
2,526.70 |
2,526.70 |
2,521.36 |
|
| R1 |
2,523.03 |
2,523.03 |
2,520.36 |
2,524.87 |
| PP |
2,515.77 |
2,515.77 |
2,515.77 |
2,516.69 |
| S1 |
2,512.10 |
2,512.10 |
2,518.36 |
2,513.94 |
| S2 |
2,504.84 |
2,504.84 |
2,517.36 |
|
| S3 |
2,493.91 |
2,501.17 |
2,516.35 |
|
| S4 |
2,482.98 |
2,490.24 |
2,513.35 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,602.24 |
2,591.86 |
2,536.44 |
|
| R3 |
2,571.18 |
2,560.80 |
2,527.90 |
|
| R2 |
2,540.12 |
2,540.12 |
2,525.05 |
|
| R1 |
2,529.74 |
2,529.74 |
2,522.21 |
2,534.93 |
| PP |
2,509.06 |
2,509.06 |
2,509.06 |
2,511.66 |
| S1 |
2,498.68 |
2,498.68 |
2,516.51 |
2,503.87 |
| S2 |
2,478.00 |
2,478.00 |
2,513.67 |
|
| S3 |
2,446.94 |
2,467.62 |
2,510.82 |
|
| S4 |
2,415.88 |
2,436.56 |
2,502.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,519.44 |
2,488.38 |
31.06 |
1.2% |
11.44 |
0.5% |
100% |
True |
False |
|
| 10 |
2,519.44 |
2,488.38 |
31.06 |
1.2% |
9.72 |
0.4% |
100% |
True |
False |
|
| 20 |
2,519.44 |
2,446.55 |
72.89 |
2.9% |
9.83 |
0.4% |
100% |
True |
False |
|
| 40 |
2,519.44 |
2,417.35 |
102.09 |
4.1% |
12.33 |
0.5% |
100% |
True |
False |
|
| 60 |
2,519.44 |
2,412.79 |
106.65 |
4.2% |
11.69 |
0.5% |
100% |
True |
False |
|
| 80 |
2,519.44 |
2,405.70 |
113.74 |
4.5% |
12.47 |
0.5% |
100% |
True |
False |
|
| 100 |
2,519.44 |
2,353.29 |
166.15 |
6.6% |
12.22 |
0.5% |
100% |
True |
False |
|
| 120 |
2,519.44 |
2,328.95 |
190.49 |
7.6% |
12.24 |
0.5% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,565.89 |
|
2.618 |
2,548.05 |
|
1.618 |
2,537.12 |
|
1.000 |
2,530.37 |
|
0.618 |
2,526.19 |
|
HIGH |
2,519.44 |
|
0.618 |
2,515.26 |
|
0.500 |
2,513.98 |
|
0.382 |
2,512.69 |
|
LOW |
2,508.51 |
|
0.618 |
2,501.76 |
|
1.000 |
2,497.58 |
|
1.618 |
2,490.83 |
|
2.618 |
2,479.90 |
|
4.250 |
2,462.06 |
|
|