| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2017 |
30-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
2,288.50 |
2,277.00 |
-11.50 |
-0.5% |
2,260.00 |
| High |
2,291.25 |
2,280.50 |
-10.75 |
-0.5% |
2,293.75 |
| Low |
2,282.25 |
2,258.25 |
-24.00 |
-1.1% |
2,246.25 |
| Close |
2,284.00 |
2,271.00 |
-13.00 |
-0.6% |
2,284.00 |
| Range |
9.00 |
22.25 |
13.25 |
147.2% |
47.50 |
| ATR |
15.10 |
15.86 |
0.76 |
5.0% |
0.00 |
| Volume |
4,898 |
9,099 |
4,201 |
85.8% |
17,730 |
|
| Daily Pivots for day following 30-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,336.75 |
2,326.00 |
2,283.25 |
|
| R3 |
2,314.50 |
2,303.75 |
2,277.00 |
|
| R2 |
2,292.25 |
2,292.25 |
2,275.00 |
|
| R1 |
2,281.50 |
2,281.50 |
2,273.00 |
2,275.75 |
| PP |
2,270.00 |
2,270.00 |
2,270.00 |
2,267.00 |
| S1 |
2,259.25 |
2,259.25 |
2,269.00 |
2,253.50 |
| S2 |
2,247.75 |
2,247.75 |
2,267.00 |
|
| S3 |
2,225.50 |
2,237.00 |
2,265.00 |
|
| S4 |
2,203.25 |
2,214.75 |
2,258.75 |
|
|
| Weekly Pivots for week ending 27-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,417.25 |
2,398.00 |
2,310.00 |
|
| R3 |
2,369.75 |
2,350.50 |
2,297.00 |
|
| R2 |
2,322.25 |
2,322.25 |
2,292.75 |
|
| R1 |
2,303.00 |
2,303.00 |
2,288.25 |
2,312.50 |
| PP |
2,274.75 |
2,274.75 |
2,274.75 |
2,279.50 |
| S1 |
2,255.50 |
2,255.50 |
2,279.75 |
2,265.00 |
| S2 |
2,227.25 |
2,227.25 |
2,275.25 |
|
| S3 |
2,179.75 |
2,208.00 |
2,271.00 |
|
| S4 |
2,132.25 |
2,160.50 |
2,258.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,293.75 |
2,254.25 |
39.50 |
1.7% |
16.25 |
0.7% |
42% |
False |
False |
4,837 |
| 10 |
2,293.75 |
2,246.25 |
47.50 |
2.1% |
14.75 |
0.6% |
52% |
False |
False |
3,436 |
| 20 |
2,293.75 |
2,222.50 |
71.25 |
3.1% |
15.50 |
0.7% |
68% |
False |
False |
2,886 |
| 40 |
2,293.75 |
2,168.75 |
125.00 |
5.5% |
16.00 |
0.7% |
82% |
False |
False |
2,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,375.00 |
|
2.618 |
2,338.75 |
|
1.618 |
2,316.50 |
|
1.000 |
2,302.75 |
|
0.618 |
2,294.25 |
|
HIGH |
2,280.50 |
|
0.618 |
2,272.00 |
|
0.500 |
2,269.50 |
|
0.382 |
2,266.75 |
|
LOW |
2,258.25 |
|
0.618 |
2,244.50 |
|
1.000 |
2,236.00 |
|
1.618 |
2,222.25 |
|
2.618 |
2,200.00 |
|
4.250 |
2,163.75 |
|
|