| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,387.0 |
5,374.0 |
-13.0 |
-0.2% |
5,419.0 |
| High |
5,405.0 |
5,374.0 |
-31.0 |
-0.6% |
5,452.0 |
| Low |
5,382.0 |
5,335.0 |
-47.0 |
-0.9% |
5,335.0 |
| Close |
5,391.0 |
5,333.0 |
-58.0 |
-1.1% |
5,333.0 |
| Range |
23.0 |
39.0 |
16.0 |
69.6% |
117.0 |
| ATR |
29.2 |
31.1 |
1.9 |
6.5% |
0.0 |
| Volume |
37 |
337 |
300 |
810.8% |
464 |
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,464.3 |
5,437.7 |
5,354.5 |
|
| R3 |
5,425.3 |
5,398.7 |
5,343.7 |
|
| R2 |
5,386.3 |
5,386.3 |
5,340.2 |
|
| R1 |
5,359.7 |
5,359.7 |
5,336.6 |
5,353.5 |
| PP |
5,347.3 |
5,347.3 |
5,347.3 |
5,344.3 |
| S1 |
5,320.7 |
5,320.7 |
5,329.4 |
5,314.5 |
| S2 |
5,308.3 |
5,308.3 |
5,325.9 |
|
| S3 |
5,269.3 |
5,281.7 |
5,322.3 |
|
| S4 |
5,230.3 |
5,242.7 |
5,311.6 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,724.3 |
5,645.7 |
5,397.4 |
|
| R3 |
5,607.3 |
5,528.7 |
5,365.2 |
|
| R2 |
5,490.3 |
5,490.3 |
5,354.5 |
|
| R1 |
5,411.7 |
5,411.7 |
5,343.7 |
5,392.5 |
| PP |
5,373.3 |
5,373.3 |
5,373.3 |
5,363.8 |
| S1 |
5,294.7 |
5,294.7 |
5,322.3 |
5,275.5 |
| S2 |
5,256.3 |
5,256.3 |
5,311.6 |
|
| S3 |
5,139.3 |
5,177.7 |
5,300.8 |
|
| S4 |
5,022.3 |
5,060.7 |
5,268.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,452.0 |
5,335.0 |
117.0 |
2.2% |
20.0 |
0.4% |
-2% |
False |
True |
92 |
| 10 |
5,531.0 |
5,335.0 |
196.0 |
3.7% |
16.4 |
0.3% |
-1% |
False |
True |
89 |
| 20 |
5,531.0 |
5,335.0 |
196.0 |
3.7% |
13.3 |
0.2% |
-1% |
False |
True |
120 |
| 40 |
5,532.0 |
5,287.0 |
245.0 |
4.6% |
10.1 |
0.2% |
19% |
False |
False |
84 |
| 60 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
10.8 |
0.2% |
60% |
False |
False |
64 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.4% |
8.1 |
0.2% |
60% |
False |
False |
57 |
| 100 |
5,532.0 |
5,028.0 |
504.0 |
9.5% |
6.7 |
0.1% |
61% |
False |
False |
49 |
| 120 |
5,532.0 |
4,840.0 |
692.0 |
13.0% |
5.6 |
0.1% |
71% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,539.8 |
|
2.618 |
5,476.1 |
|
1.618 |
5,437.1 |
|
1.000 |
5,413.0 |
|
0.618 |
5,398.1 |
|
HIGH |
5,374.0 |
|
0.618 |
5,359.1 |
|
0.500 |
5,354.5 |
|
0.382 |
5,349.9 |
|
LOW |
5,335.0 |
|
0.618 |
5,310.9 |
|
1.000 |
5,296.0 |
|
1.618 |
5,271.9 |
|
2.618 |
5,232.9 |
|
4.250 |
5,169.3 |
|
|