| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2017 |
16-Aug-2017 |
Change |
Change % |
Previous Week |
| Open |
5,917.29 |
5,920.68 |
3.39 |
0.1% |
5,909.45 |
| High |
5,919.75 |
5,944.98 |
25.23 |
0.4% |
5,972.93 |
| Low |
5,893.85 |
5,899.56 |
5.71 |
0.1% |
5,783.36 |
| Close |
5,907.73 |
5,917.42 |
9.69 |
0.2% |
5,831.53 |
| Range |
25.90 |
45.42 |
19.52 |
75.4% |
189.57 |
| ATR |
59.50 |
58.49 |
-1.01 |
-1.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,056.91 |
6,032.59 |
5,942.40 |
|
| R3 |
6,011.49 |
5,987.17 |
5,929.91 |
|
| R2 |
5,966.07 |
5,966.07 |
5,925.75 |
|
| R1 |
5,941.75 |
5,941.75 |
5,921.58 |
5,931.20 |
| PP |
5,920.65 |
5,920.65 |
5,920.65 |
5,915.38 |
| S1 |
5,896.33 |
5,896.33 |
5,913.26 |
5,885.78 |
| S2 |
5,875.23 |
5,875.23 |
5,909.09 |
|
| S3 |
5,829.81 |
5,850.91 |
5,904.93 |
|
| S4 |
5,784.39 |
5,805.49 |
5,892.44 |
|
|
| Weekly Pivots for week ending 11-Aug-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,431.32 |
6,320.99 |
5,935.79 |
|
| R3 |
6,241.75 |
6,131.42 |
5,883.66 |
|
| R2 |
6,052.18 |
6,052.18 |
5,866.28 |
|
| R1 |
5,941.85 |
5,941.85 |
5,848.91 |
5,902.23 |
| PP |
5,862.61 |
5,862.61 |
5,862.61 |
5,842.80 |
| S1 |
5,752.28 |
5,752.28 |
5,814.15 |
5,712.66 |
| S2 |
5,673.04 |
5,673.04 |
5,796.78 |
|
| S3 |
5,483.47 |
5,562.71 |
5,779.40 |
|
| S4 |
5,293.90 |
5,373.14 |
5,727.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,944.98 |
5,783.36 |
161.62 |
2.7% |
54.58 |
0.9% |
83% |
True |
False |
|
| 10 |
5,972.93 |
5,783.36 |
189.57 |
3.2% |
49.62 |
0.8% |
71% |
False |
False |
|
| 20 |
5,995.77 |
5,783.36 |
212.41 |
3.6% |
50.27 |
0.8% |
63% |
False |
False |
|
| 40 |
5,995.77 |
5,579.64 |
416.13 |
7.0% |
54.41 |
0.9% |
81% |
False |
False |
|
| 60 |
5,995.77 |
5,579.64 |
416.13 |
7.0% |
54.70 |
0.9% |
81% |
False |
False |
|
| 80 |
5,995.77 |
5,521.52 |
474.25 |
8.0% |
49.45 |
0.8% |
83% |
False |
False |
|
| 100 |
5,995.77 |
5,316.02 |
679.75 |
11.5% |
47.17 |
0.8% |
88% |
False |
False |
|
| 120 |
5,995.77 |
5,316.02 |
679.75 |
11.5% |
45.16 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,138.02 |
|
2.618 |
6,063.89 |
|
1.618 |
6,018.47 |
|
1.000 |
5,990.40 |
|
0.618 |
5,973.05 |
|
HIGH |
5,944.98 |
|
0.618 |
5,927.63 |
|
0.500 |
5,922.27 |
|
0.382 |
5,916.91 |
|
LOW |
5,899.56 |
|
0.618 |
5,871.49 |
|
1.000 |
5,854.14 |
|
1.618 |
5,826.07 |
|
2.618 |
5,780.65 |
|
4.250 |
5,706.53 |
|
|