| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2016 |
04-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
4,864.63 |
4,880.57 |
15.94 |
0.3% |
4,830.17 |
| High |
4,872.14 |
4,891.50 |
19.36 |
0.4% |
4,889.23 |
| Low |
4,848.21 |
4,841.72 |
-6.49 |
-0.1% |
4,811.28 |
| Close |
4,866.63 |
4,859.47 |
-7.16 |
-0.1% |
4,875.70 |
| Range |
23.93 |
49.78 |
25.85 |
108.0% |
77.95 |
| ATR |
45.76 |
46.05 |
0.29 |
0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,013.57 |
4,986.30 |
4,886.85 |
|
| R3 |
4,963.79 |
4,936.52 |
4,873.16 |
|
| R2 |
4,914.01 |
4,914.01 |
4,868.60 |
|
| R1 |
4,886.74 |
4,886.74 |
4,864.03 |
4,875.49 |
| PP |
4,864.23 |
4,864.23 |
4,864.23 |
4,858.60 |
| S1 |
4,836.96 |
4,836.96 |
4,854.91 |
4,825.71 |
| S2 |
4,814.45 |
4,814.45 |
4,850.34 |
|
| S3 |
4,764.67 |
4,787.18 |
4,845.78 |
|
| S4 |
4,714.89 |
4,737.40 |
4,832.09 |
|
|
| Weekly Pivots for week ending 30-Sep-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,092.59 |
5,062.09 |
4,918.57 |
|
| R3 |
5,014.64 |
4,984.14 |
4,897.14 |
|
| R2 |
4,936.69 |
4,936.69 |
4,889.99 |
|
| R1 |
4,906.19 |
4,906.19 |
4,882.85 |
4,921.44 |
| PP |
4,858.74 |
4,858.74 |
4,858.74 |
4,866.36 |
| S1 |
4,828.24 |
4,828.24 |
4,868.55 |
4,843.49 |
| S2 |
4,780.79 |
4,780.79 |
4,861.41 |
|
| S3 |
4,702.84 |
4,750.29 |
4,854.26 |
|
| S4 |
4,624.89 |
4,672.34 |
4,832.83 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,891.50 |
4,819.02 |
72.48 |
1.5% |
39.96 |
0.8% |
56% |
True |
False |
|
| 10 |
4,895.50 |
4,797.90 |
97.60 |
2.0% |
39.07 |
0.8% |
63% |
False |
False |
|
| 20 |
4,895.50 |
4,656.51 |
238.99 |
4.9% |
46.76 |
1.0% |
85% |
False |
False |
|
| 40 |
4,895.50 |
4,656.51 |
238.99 |
4.9% |
37.99 |
0.8% |
85% |
False |
False |
|
| 60 |
4,895.50 |
4,565.70 |
329.80 |
6.8% |
35.59 |
0.7% |
89% |
False |
False |
|
| 80 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
38.85 |
0.8% |
95% |
False |
False |
|
| 100 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
38.98 |
0.8% |
95% |
False |
False |
|
| 120 |
4,895.50 |
4,179.74 |
715.76 |
14.7% |
40.27 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,103.07 |
|
2.618 |
5,021.82 |
|
1.618 |
4,972.04 |
|
1.000 |
4,941.28 |
|
0.618 |
4,922.26 |
|
HIGH |
4,891.50 |
|
0.618 |
4,872.48 |
|
0.500 |
4,866.61 |
|
0.382 |
4,860.74 |
|
LOW |
4,841.72 |
|
0.618 |
4,810.96 |
|
1.000 |
4,791.94 |
|
1.618 |
4,761.18 |
|
2.618 |
4,711.40 |
|
4.250 |
4,630.16 |
|
|