| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2017 |
06-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
12,103.5 |
12,058.0 |
-45.5 |
-0.4% |
12,122.5 |
| High |
12,195.5 |
12,287.5 |
92.0 |
0.8% |
12,176.0 |
| Low |
12,030.5 |
12,052.5 |
22.0 |
0.2% |
11,865.0 |
| Close |
12,106.5 |
12,207.5 |
101.0 |
0.8% |
12,132.5 |
| Range |
165.0 |
235.0 |
70.0 |
42.4% |
311.0 |
| ATR |
132.8 |
140.1 |
7.3 |
5.5% |
0.0 |
| Volume |
1,602 |
5,021 |
3,419 |
213.4% |
5,583 |
|
| Daily Pivots for day following 06-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,887.5 |
12,782.5 |
12,336.8 |
|
| R3 |
12,652.5 |
12,547.5 |
12,272.1 |
|
| R2 |
12,417.5 |
12,417.5 |
12,250.6 |
|
| R1 |
12,312.5 |
12,312.5 |
12,229.0 |
12,365.0 |
| PP |
12,182.5 |
12,182.5 |
12,182.5 |
12,208.8 |
| S1 |
12,077.5 |
12,077.5 |
12,186.0 |
12,130.0 |
| S2 |
11,947.5 |
11,947.5 |
12,164.4 |
|
| S3 |
11,712.5 |
11,842.5 |
12,142.9 |
|
| S4 |
11,477.5 |
11,607.5 |
12,078.3 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,990.8 |
12,872.7 |
12,303.6 |
|
| R3 |
12,679.8 |
12,561.7 |
12,218.0 |
|
| R2 |
12,368.8 |
12,368.8 |
12,189.5 |
|
| R1 |
12,250.7 |
12,250.7 |
12,161.0 |
12,309.8 |
| PP |
12,057.8 |
12,057.8 |
12,057.8 |
12,087.4 |
| S1 |
11,939.7 |
11,939.7 |
12,104.0 |
11,998.8 |
| S2 |
11,746.8 |
11,746.8 |
12,075.5 |
|
| S3 |
11,435.8 |
11,628.7 |
12,047.0 |
|
| S4 |
11,124.8 |
11,317.7 |
11,961.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,287.5 |
11,975.5 |
312.0 |
2.6% |
124.0 |
1.0% |
74% |
True |
False |
1,563 |
| 10 |
12,287.5 |
11,865.0 |
422.5 |
3.5% |
120.3 |
1.0% |
81% |
True |
False |
1,269 |
| 20 |
12,287.5 |
11,865.0 |
422.5 |
3.5% |
121.8 |
1.0% |
81% |
True |
False |
747 |
| 40 |
12,655.0 |
11,865.0 |
790.0 |
6.5% |
120.3 |
1.0% |
43% |
False |
False |
529 |
| 60 |
12,935.5 |
11,865.0 |
1,070.5 |
8.8% |
120.6 |
1.0% |
32% |
False |
False |
416 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,286.3 |
|
2.618 |
12,902.7 |
|
1.618 |
12,667.7 |
|
1.000 |
12,522.5 |
|
0.618 |
12,432.7 |
|
HIGH |
12,287.5 |
|
0.618 |
12,197.7 |
|
0.500 |
12,170.0 |
|
0.382 |
12,142.3 |
|
LOW |
12,052.5 |
|
0.618 |
11,907.3 |
|
1.000 |
11,817.5 |
|
1.618 |
11,672.3 |
|
2.618 |
11,437.3 |
|
4.250 |
11,053.8 |
|
|