| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2017 |
06-Jan-2017 |
Change |
Change % |
Previous Week |
| Open |
4,936.35 |
4,973.87 |
37.52 |
0.8% |
4,900.85 |
| High |
4,967.90 |
5,020.70 |
52.80 |
1.1% |
5,020.70 |
| Low |
4,935.34 |
4,957.82 |
22.48 |
0.5% |
4,884.52 |
| Close |
4,964.95 |
5,007.08 |
42.13 |
0.8% |
5,007.08 |
| Range |
32.56 |
62.88 |
30.32 |
93.1% |
136.18 |
| ATR |
45.94 |
47.15 |
1.21 |
2.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,183.84 |
5,158.34 |
5,041.66 |
|
| R3 |
5,120.96 |
5,095.46 |
5,024.37 |
|
| R2 |
5,058.08 |
5,058.08 |
5,018.61 |
|
| R1 |
5,032.58 |
5,032.58 |
5,012.84 |
5,045.33 |
| PP |
4,995.20 |
4,995.20 |
4,995.20 |
5,001.58 |
| S1 |
4,969.70 |
4,969.70 |
5,001.32 |
4,982.45 |
| S2 |
4,932.32 |
4,932.32 |
4,995.55 |
|
| S3 |
4,869.44 |
4,906.82 |
4,989.79 |
|
| S4 |
4,806.56 |
4,843.94 |
4,972.50 |
|
|
| Weekly Pivots for week ending 06-Jan-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,379.31 |
5,329.37 |
5,081.98 |
|
| R3 |
5,243.13 |
5,193.19 |
5,044.53 |
|
| R2 |
5,106.95 |
5,106.95 |
5,032.05 |
|
| R1 |
5,057.01 |
5,057.01 |
5,019.56 |
5,081.98 |
| PP |
4,970.77 |
4,970.77 |
4,970.77 |
4,983.25 |
| S1 |
4,920.83 |
4,920.83 |
4,994.60 |
4,945.80 |
| S2 |
4,834.59 |
4,834.59 |
4,982.11 |
|
| S3 |
4,698.41 |
4,784.65 |
4,969.63 |
|
| S4 |
4,562.23 |
4,648.47 |
4,932.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,020.70 |
4,853.93 |
166.77 |
3.3% |
47.52 |
0.9% |
92% |
True |
False |
|
| 10 |
5,020.70 |
4,853.93 |
166.77 |
3.3% |
41.70 |
0.8% |
92% |
True |
False |
|
| 20 |
5,020.70 |
4,843.04 |
177.66 |
3.5% |
39.13 |
0.8% |
92% |
True |
False |
|
| 40 |
5,020.70 |
4,677.41 |
343.29 |
6.9% |
47.28 |
0.9% |
96% |
True |
False |
|
| 60 |
5,020.70 |
4,647.59 |
373.11 |
7.5% |
45.63 |
0.9% |
96% |
True |
False |
|
| 80 |
5,020.70 |
4,647.59 |
373.11 |
7.5% |
44.52 |
0.9% |
96% |
True |
False |
|
| 100 |
5,020.70 |
4,647.59 |
373.11 |
7.5% |
43.41 |
0.9% |
96% |
True |
False |
|
| 120 |
5,020.70 |
4,595.38 |
425.32 |
8.5% |
41.26 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,287.94 |
|
2.618 |
5,185.32 |
|
1.618 |
5,122.44 |
|
1.000 |
5,083.58 |
|
0.618 |
5,059.56 |
|
HIGH |
5,020.70 |
|
0.618 |
4,996.68 |
|
0.500 |
4,989.26 |
|
0.382 |
4,981.84 |
|
LOW |
4,957.82 |
|
0.618 |
4,918.96 |
|
1.000 |
4,894.94 |
|
1.618 |
4,856.08 |
|
2.618 |
4,793.20 |
|
4.250 |
4,690.58 |
|
|