| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2016 |
02-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
4,774.81 |
4,806.14 |
31.33 |
0.7% |
4,787.93 |
| High |
4,787.94 |
4,816.70 |
28.76 |
0.6% |
4,816.70 |
| Low |
4,750.24 |
4,781.61 |
31.37 |
0.7% |
4,750.24 |
| Close |
4,783.94 |
4,798.74 |
14.80 |
0.3% |
4,798.74 |
| Range |
37.70 |
35.09 |
-2.61 |
-6.9% |
66.46 |
| ATR |
34.39 |
34.44 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,904.29 |
4,886.60 |
4,818.04 |
|
| R3 |
4,869.20 |
4,851.51 |
4,808.39 |
|
| R2 |
4,834.11 |
4,834.11 |
4,805.17 |
|
| R1 |
4,816.42 |
4,816.42 |
4,801.96 |
4,807.72 |
| PP |
4,799.02 |
4,799.02 |
4,799.02 |
4,794.67 |
| S1 |
4,781.33 |
4,781.33 |
4,795.52 |
4,772.63 |
| S2 |
4,763.93 |
4,763.93 |
4,792.31 |
|
| S3 |
4,728.84 |
4,746.24 |
4,789.09 |
|
| S4 |
4,693.75 |
4,711.15 |
4,779.44 |
|
|
| Weekly Pivots for week ending 02-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,987.94 |
4,959.80 |
4,835.29 |
|
| R3 |
4,921.48 |
4,893.34 |
4,817.02 |
|
| R2 |
4,855.02 |
4,855.02 |
4,810.92 |
|
| R1 |
4,826.88 |
4,826.88 |
4,804.83 |
4,840.95 |
| PP |
4,788.56 |
4,788.56 |
4,788.56 |
4,795.60 |
| S1 |
4,760.42 |
4,760.42 |
4,792.65 |
4,774.49 |
| S2 |
4,722.10 |
4,722.10 |
4,786.56 |
|
| S3 |
4,655.64 |
4,693.96 |
4,780.46 |
|
| S4 |
4,589.18 |
4,627.50 |
4,762.19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,816.70 |
4,750.24 |
66.46 |
1.4% |
30.68 |
0.6% |
73% |
True |
False |
|
| 10 |
4,836.45 |
4,750.24 |
86.21 |
1.8% |
33.19 |
0.7% |
56% |
False |
False |
|
| 20 |
4,837.67 |
4,750.24 |
87.43 |
1.8% |
28.80 |
0.6% |
55% |
False |
False |
|
| 40 |
4,837.67 |
4,544.33 |
293.34 |
6.1% |
29.85 |
0.6% |
87% |
False |
False |
|
| 60 |
4,837.67 |
4,179.74 |
657.93 |
13.7% |
36.24 |
0.8% |
94% |
False |
False |
|
| 80 |
4,837.67 |
4,179.74 |
657.93 |
13.7% |
37.44 |
0.8% |
94% |
False |
False |
|
| 100 |
4,837.67 |
4,179.74 |
657.93 |
13.7% |
38.93 |
0.8% |
94% |
False |
False |
|
| 120 |
4,837.67 |
4,179.74 |
657.93 |
13.7% |
40.34 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,965.83 |
|
2.618 |
4,908.57 |
|
1.618 |
4,873.48 |
|
1.000 |
4,851.79 |
|
0.618 |
4,838.39 |
|
HIGH |
4,816.70 |
|
0.618 |
4,803.30 |
|
0.500 |
4,799.16 |
|
0.382 |
4,795.01 |
|
LOW |
4,781.61 |
|
0.618 |
4,759.92 |
|
1.000 |
4,746.52 |
|
1.618 |
4,724.83 |
|
2.618 |
4,689.74 |
|
4.250 |
4,632.48 |
|
|