| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2016 |
09-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
4,816.48 |
4,763.04 |
-53.44 |
-1.1% |
4,806.66 |
| High |
4,816.48 |
4,773.77 |
-42.71 |
-0.9% |
4,839.59 |
| Low |
4,791.22 |
4,681.53 |
-109.69 |
-2.3% |
4,681.53 |
| Close |
4,804.00 |
4,681.53 |
-122.47 |
-2.5% |
4,681.53 |
| Range |
25.26 |
92.24 |
66.98 |
265.2% |
158.06 |
| ATR |
34.16 |
40.46 |
6.31 |
18.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,989.00 |
4,927.50 |
4,732.26 |
|
| R3 |
4,896.76 |
4,835.26 |
4,706.90 |
|
| R2 |
4,804.52 |
4,804.52 |
4,698.44 |
|
| R1 |
4,743.02 |
4,743.02 |
4,689.99 |
4,727.65 |
| PP |
4,712.28 |
4,712.28 |
4,712.28 |
4,704.59 |
| S1 |
4,650.78 |
4,650.78 |
4,673.07 |
4,635.41 |
| S2 |
4,620.04 |
4,620.04 |
4,664.62 |
|
| S3 |
4,527.80 |
4,558.54 |
4,656.16 |
|
| S4 |
4,435.56 |
4,466.30 |
4,630.80 |
|
|
| Weekly Pivots for week ending 09-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,208.40 |
5,103.02 |
4,768.46 |
|
| R3 |
5,050.34 |
4,944.96 |
4,725.00 |
|
| R2 |
4,892.28 |
4,892.28 |
4,710.51 |
|
| R1 |
4,786.90 |
4,786.90 |
4,696.02 |
4,760.56 |
| PP |
4,734.22 |
4,734.22 |
4,734.22 |
4,721.05 |
| S1 |
4,628.84 |
4,628.84 |
4,667.04 |
4,602.50 |
| S2 |
4,576.16 |
4,576.16 |
4,652.55 |
|
| S3 |
4,418.10 |
4,470.78 |
4,638.06 |
|
| S4 |
4,260.04 |
4,312.72 |
4,594.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,839.59 |
4,681.53 |
158.06 |
3.4% |
42.07 |
0.9% |
0% |
False |
True |
|
| 10 |
4,839.59 |
4,681.53 |
158.06 |
3.4% |
38.62 |
0.8% |
0% |
False |
True |
|
| 20 |
4,839.59 |
4,681.53 |
158.06 |
3.4% |
32.61 |
0.7% |
0% |
False |
True |
|
| 40 |
4,839.59 |
4,579.83 |
259.76 |
5.5% |
32.06 |
0.7% |
39% |
False |
False |
|
| 60 |
4,839.59 |
4,179.74 |
659.85 |
14.1% |
36.54 |
0.8% |
76% |
False |
False |
|
| 80 |
4,839.59 |
4,179.74 |
659.85 |
14.1% |
36.50 |
0.8% |
76% |
False |
False |
|
| 100 |
4,839.59 |
4,179.74 |
659.85 |
14.1% |
39.15 |
0.8% |
76% |
False |
False |
|
| 120 |
4,839.59 |
4,179.74 |
659.85 |
14.1% |
40.49 |
0.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,165.79 |
|
2.618 |
5,015.25 |
|
1.618 |
4,923.01 |
|
1.000 |
4,866.01 |
|
0.618 |
4,830.77 |
|
HIGH |
4,773.77 |
|
0.618 |
4,738.53 |
|
0.500 |
4,727.65 |
|
0.382 |
4,716.77 |
|
LOW |
4,681.53 |
|
0.618 |
4,624.53 |
|
1.000 |
4,589.29 |
|
1.618 |
4,532.29 |
|
2.618 |
4,440.05 |
|
4.250 |
4,289.51 |
|
|