| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,530.34 |
2,533.48 |
3.14 |
0.1% |
2,499.39 |
| High |
2,535.13 |
2,540.53 |
5.40 |
0.2% |
2,519.44 |
| Low |
2,528.85 |
2,531.80 |
2.95 |
0.1% |
2,488.38 |
| Close |
2,534.58 |
2,537.74 |
3.16 |
0.1% |
2,519.36 |
| Range |
6.28 |
8.73 |
2.45 |
39.0% |
31.06 |
| ATR |
11.28 |
11.10 |
-0.18 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,562.88 |
2,559.04 |
2,542.54 |
|
| R3 |
2,554.15 |
2,550.31 |
2,540.14 |
|
| R2 |
2,545.42 |
2,545.42 |
2,539.34 |
|
| R1 |
2,541.58 |
2,541.58 |
2,538.54 |
2,543.50 |
| PP |
2,536.69 |
2,536.69 |
2,536.69 |
2,537.65 |
| S1 |
2,532.85 |
2,532.85 |
2,536.94 |
2,534.77 |
| S2 |
2,527.96 |
2,527.96 |
2,536.14 |
|
| S3 |
2,519.23 |
2,524.12 |
2,535.34 |
|
| S4 |
2,510.50 |
2,515.39 |
2,532.94 |
|
|
| 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 |
2,540.53 |
2,502.93 |
37.60 |
1.5% |
8.53 |
0.3% |
93% |
True |
False |
|
| 10 |
2,540.53 |
2,488.38 |
52.15 |
2.1% |
9.61 |
0.4% |
95% |
True |
False |
|
| 20 |
2,540.53 |
2,459.40 |
81.13 |
3.2% |
8.91 |
0.4% |
97% |
True |
False |
|
| 40 |
2,540.53 |
2,417.35 |
123.18 |
4.9% |
12.09 |
0.5% |
98% |
True |
False |
|
| 60 |
2,540.53 |
2,417.35 |
123.18 |
4.9% |
11.42 |
0.5% |
98% |
True |
False |
|
| 80 |
2,540.53 |
2,405.70 |
134.83 |
5.3% |
12.12 |
0.5% |
98% |
True |
False |
|
| 100 |
2,540.53 |
2,353.29 |
187.24 |
7.4% |
12.20 |
0.5% |
99% |
True |
False |
|
| 120 |
2,540.53 |
2,332.51 |
208.02 |
8.2% |
12.03 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,577.63 |
|
2.618 |
2,563.39 |
|
1.618 |
2,554.66 |
|
1.000 |
2,549.26 |
|
0.618 |
2,545.93 |
|
HIGH |
2,540.53 |
|
0.618 |
2,537.20 |
|
0.500 |
2,536.17 |
|
0.382 |
2,535.13 |
|
LOW |
2,531.80 |
|
0.618 |
2,526.40 |
|
1.000 |
2,523.07 |
|
1.618 |
2,517.67 |
|
2.618 |
2,508.94 |
|
4.250 |
2,494.70 |
|
|