| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2016 |
20-Sep-2016 |
Change |
Change % |
Previous Week |
| Open |
4,833.84 |
4,813.78 |
-20.06 |
-0.4% |
4,656.59 |
| High |
4,843.76 |
4,824.21 |
-19.55 |
-0.4% |
4,826.02 |
| Low |
4,787.44 |
4,797.78 |
10.34 |
0.2% |
4,656.51 |
| Close |
4,796.07 |
4,805.22 |
9.15 |
0.2% |
4,818.05 |
| Range |
56.32 |
26.43 |
-29.89 |
-53.1% |
169.51 |
| ATR |
48.49 |
47.04 |
-1.45 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,888.36 |
4,873.22 |
4,819.76 |
|
| R3 |
4,861.93 |
4,846.79 |
4,812.49 |
|
| R2 |
4,835.50 |
4,835.50 |
4,810.07 |
|
| R1 |
4,820.36 |
4,820.36 |
4,807.64 |
4,814.72 |
| PP |
4,809.07 |
4,809.07 |
4,809.07 |
4,806.25 |
| S1 |
4,793.93 |
4,793.93 |
4,802.80 |
4,788.29 |
| S2 |
4,782.64 |
4,782.64 |
4,800.37 |
|
| S3 |
4,756.21 |
4,767.50 |
4,797.95 |
|
| S4 |
4,729.78 |
4,741.07 |
4,790.68 |
|
|
| Weekly Pivots for week ending 16-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,275.39 |
5,216.23 |
4,911.28 |
|
| R3 |
5,105.88 |
5,046.72 |
4,864.67 |
|
| R2 |
4,936.37 |
4,936.37 |
4,849.13 |
|
| R1 |
4,877.21 |
4,877.21 |
4,833.59 |
4,906.79 |
| PP |
4,766.86 |
4,766.86 |
4,766.86 |
4,781.65 |
| S1 |
4,707.70 |
4,707.70 |
4,802.51 |
4,737.28 |
| S2 |
4,597.35 |
4,597.35 |
4,786.97 |
|
| S3 |
4,427.84 |
4,538.19 |
4,771.43 |
|
| S4 |
4,258.33 |
4,368.68 |
4,724.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,843.76 |
4,726.75 |
117.01 |
2.4% |
46.28 |
1.0% |
67% |
False |
False |
|
| 10 |
4,843.76 |
4,656.51 |
187.25 |
3.9% |
54.45 |
1.1% |
79% |
False |
False |
|
| 20 |
4,843.76 |
4,656.51 |
187.25 |
3.9% |
44.12 |
0.9% |
79% |
False |
False |
|
| 40 |
4,843.76 |
4,648.92 |
194.84 |
4.1% |
36.74 |
0.8% |
80% |
False |
False |
|
| 60 |
4,843.76 |
4,179.74 |
664.02 |
13.8% |
37.06 |
0.8% |
94% |
False |
False |
|
| 80 |
4,843.76 |
4,179.74 |
664.02 |
13.8% |
37.64 |
0.8% |
94% |
False |
False |
|
| 100 |
4,843.76 |
4,179.74 |
664.02 |
13.8% |
39.70 |
0.8% |
94% |
False |
False |
|
| 120 |
4,843.76 |
4,179.74 |
664.02 |
13.8% |
41.37 |
0.9% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,936.54 |
|
2.618 |
4,893.40 |
|
1.618 |
4,866.97 |
|
1.000 |
4,850.64 |
|
0.618 |
4,840.54 |
|
HIGH |
4,824.21 |
|
0.618 |
4,814.11 |
|
0.500 |
4,811.00 |
|
0.382 |
4,807.88 |
|
LOW |
4,797.78 |
|
0.618 |
4,781.45 |
|
1.000 |
4,771.35 |
|
1.618 |
4,755.02 |
|
2.618 |
4,728.59 |
|
4.250 |
4,685.45 |
|
|