| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2015 |
17-Sep-2015 |
Change |
Change % |
Previous Week |
| Open |
4,357.36 |
4,378.99 |
21.63 |
0.5% |
4,267.40 |
| High |
4,388.32 |
4,450.66 |
62.34 |
1.4% |
4,352.96 |
| Low |
4,346.47 |
4,368.80 |
22.33 |
0.5% |
4,242.47 |
| Close |
4,383.67 |
4,384.96 |
1.29 |
0.0% |
4,323.23 |
| Range |
41.85 |
81.86 |
40.01 |
95.6% |
110.49 |
| ATR |
89.58 |
89.03 |
-0.55 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,647.05 |
4,597.87 |
4,429.98 |
|
| R3 |
4,565.19 |
4,516.01 |
4,407.47 |
|
| R2 |
4,483.33 |
4,483.33 |
4,399.97 |
|
| R1 |
4,434.15 |
4,434.15 |
4,392.46 |
4,458.74 |
| PP |
4,401.47 |
4,401.47 |
4,401.47 |
4,413.77 |
| S1 |
4,352.29 |
4,352.29 |
4,377.46 |
4,376.88 |
| S2 |
4,319.61 |
4,319.61 |
4,369.95 |
|
| S3 |
4,237.75 |
4,270.43 |
4,362.45 |
|
| S4 |
4,155.89 |
4,188.57 |
4,339.94 |
|
|
| Weekly Pivots for week ending 11-Sep-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,637.69 |
4,590.95 |
4,384.00 |
|
| R3 |
4,527.20 |
4,480.46 |
4,353.61 |
|
| R2 |
4,416.71 |
4,416.71 |
4,343.49 |
|
| R1 |
4,369.97 |
4,369.97 |
4,333.36 |
4,393.34 |
| PP |
4,306.22 |
4,306.22 |
4,306.22 |
4,317.91 |
| S1 |
4,259.48 |
4,259.48 |
4,313.10 |
4,282.85 |
| S2 |
4,195.73 |
4,195.73 |
4,302.97 |
|
| S3 |
4,085.24 |
4,148.99 |
4,292.85 |
|
| S4 |
3,974.75 |
4,038.50 |
4,262.46 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,450.66 |
4,268.10 |
182.56 |
4.2% |
57.86 |
1.3% |
64% |
True |
False |
|
| 10 |
4,450.66 |
4,160.43 |
290.23 |
6.6% |
66.92 |
1.5% |
77% |
True |
False |
|
| 20 |
4,484.36 |
3,787.23 |
697.13 |
15.9% |
105.74 |
2.4% |
86% |
False |
False |
|
| 40 |
4,641.58 |
3,787.23 |
854.35 |
19.5% |
79.95 |
1.8% |
70% |
False |
False |
|
| 60 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
68.28 |
1.6% |
66% |
False |
False |
|
| 80 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
61.43 |
1.4% |
66% |
False |
False |
|
| 100 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
58.36 |
1.3% |
66% |
False |
False |
|
| 120 |
4,694.13 |
3,787.23 |
906.90 |
20.7% |
55.28 |
1.3% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,798.57 |
|
2.618 |
4,664.97 |
|
1.618 |
4,583.11 |
|
1.000 |
4,532.52 |
|
0.618 |
4,501.25 |
|
HIGH |
4,450.66 |
|
0.618 |
4,419.39 |
|
0.500 |
4,409.73 |
|
0.382 |
4,400.07 |
|
LOW |
4,368.80 |
|
0.618 |
4,318.21 |
|
1.000 |
4,286.94 |
|
1.618 |
4,236.35 |
|
2.618 |
4,154.49 |
|
4.250 |
4,020.90 |
|
|