| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2016 |
07-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
5,397.0 |
5,392.0 |
-5.0 |
-0.1% |
5,419.0 |
| High |
5,397.0 |
5,419.0 |
22.0 |
0.4% |
5,452.0 |
| Low |
5,385.0 |
5,382.0 |
-3.0 |
-0.1% |
5,335.0 |
| Close |
5,396.0 |
5,399.0 |
3.0 |
0.1% |
5,333.0 |
| Range |
12.0 |
37.0 |
25.0 |
208.3% |
117.0 |
| ATR |
33.2 |
33.5 |
0.3 |
0.8% |
0.0 |
| Volume |
61 |
655 |
594 |
973.8% |
464 |
|
| Daily Pivots for day following 07-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,511.0 |
5,492.0 |
5,419.4 |
|
| R3 |
5,474.0 |
5,455.0 |
5,409.2 |
|
| R2 |
5,437.0 |
5,437.0 |
5,405.8 |
|
| R1 |
5,418.0 |
5,418.0 |
5,402.4 |
5,427.5 |
| PP |
5,400.0 |
5,400.0 |
5,400.0 |
5,404.8 |
| S1 |
5,381.0 |
5,381.0 |
5,395.6 |
5,390.5 |
| S2 |
5,363.0 |
5,363.0 |
5,392.2 |
|
| S3 |
5,326.0 |
5,344.0 |
5,388.8 |
|
| S4 |
5,289.0 |
5,307.0 |
5,378.7 |
|
|
| 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 |
5,419.0 |
5,335.0 |
84.0 |
1.6% |
29.4 |
0.5% |
76% |
True |
False |
249 |
| 10 |
5,500.0 |
5,335.0 |
165.0 |
3.1% |
21.4 |
0.4% |
39% |
False |
False |
141 |
| 20 |
5,531.0 |
5,335.0 |
196.0 |
3.6% |
17.3 |
0.3% |
33% |
False |
False |
141 |
| 40 |
5,532.0 |
5,335.0 |
197.0 |
3.6% |
12.2 |
0.2% |
32% |
False |
False |
104 |
| 60 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
11.4 |
0.2% |
74% |
False |
False |
78 |
| 80 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
9.2 |
0.2% |
74% |
False |
False |
67 |
| 100 |
5,532.0 |
5,030.0 |
502.0 |
9.3% |
7.6 |
0.1% |
74% |
False |
False |
56 |
| 120 |
5,532.0 |
4,840.0 |
692.0 |
12.8% |
6.3 |
0.1% |
81% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,576.3 |
|
2.618 |
5,515.9 |
|
1.618 |
5,478.9 |
|
1.000 |
5,456.0 |
|
0.618 |
5,441.9 |
|
HIGH |
5,419.0 |
|
0.618 |
5,404.9 |
|
0.500 |
5,400.5 |
|
0.382 |
5,396.1 |
|
LOW |
5,382.0 |
|
0.618 |
5,359.1 |
|
1.000 |
5,345.0 |
|
1.618 |
5,322.1 |
|
2.618 |
5,285.1 |
|
4.250 |
5,224.8 |
|
|