| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2017 |
05-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
6,001.82 |
5,966.64 |
-35.18 |
-0.6% |
5,839.27 |
| High |
6,009.32 |
5,980.91 |
-28.41 |
-0.5% |
6,009.32 |
| Low |
5,972.27 |
5,890.25 |
-82.02 |
-1.4% |
5,785.22 |
| Close |
5,987.90 |
5,932.73 |
-55.17 |
-0.9% |
5,987.90 |
| Range |
37.05 |
90.66 |
53.61 |
144.7% |
224.10 |
| ATR |
60.98 |
63.60 |
2.62 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,206.61 |
6,160.33 |
5,982.59 |
|
| R3 |
6,115.95 |
6,069.67 |
5,957.66 |
|
| R2 |
6,025.29 |
6,025.29 |
5,949.35 |
|
| R1 |
5,979.01 |
5,979.01 |
5,941.04 |
5,956.82 |
| PP |
5,934.63 |
5,934.63 |
5,934.63 |
5,923.54 |
| S1 |
5,888.35 |
5,888.35 |
5,924.42 |
5,866.16 |
| S2 |
5,843.97 |
5,843.97 |
5,916.11 |
|
| S3 |
5,753.31 |
5,797.69 |
5,907.80 |
|
| S4 |
5,662.65 |
5,707.03 |
5,882.87 |
|
|
| Weekly Pivots for week ending 01-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,599.78 |
6,517.94 |
6,111.16 |
|
| R3 |
6,375.68 |
6,293.84 |
6,049.53 |
|
| R2 |
6,151.58 |
6,151.58 |
6,028.99 |
|
| R1 |
6,069.74 |
6,069.74 |
6,008.44 |
6,110.66 |
| PP |
5,927.48 |
5,927.48 |
5,927.48 |
5,947.94 |
| S1 |
5,845.64 |
5,845.64 |
5,967.36 |
5,886.56 |
| S2 |
5,703.38 |
5,703.38 |
5,946.82 |
|
| S3 |
5,479.28 |
5,621.54 |
5,926.27 |
|
| S4 |
5,255.18 |
5,397.44 |
5,864.65 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,009.32 |
5,785.22 |
224.10 |
3.8% |
67.80 |
1.1% |
66% |
False |
False |
|
| 10 |
6,009.32 |
5,785.22 |
224.10 |
3.8% |
57.87 |
1.0% |
66% |
False |
False |
|
| 20 |
6,009.32 |
5,750.50 |
258.82 |
4.4% |
59.53 |
1.0% |
70% |
False |
False |
|
| 40 |
6,009.32 |
5,667.27 |
342.05 |
5.8% |
52.15 |
0.9% |
78% |
False |
False |
|
| 60 |
6,009.32 |
5,579.64 |
429.68 |
7.2% |
56.90 |
1.0% |
82% |
False |
False |
|
| 80 |
6,009.32 |
5,570.28 |
439.04 |
7.4% |
55.05 |
0.9% |
83% |
False |
False |
|
| 100 |
6,009.32 |
5,353.59 |
655.73 |
11.1% |
49.82 |
0.8% |
88% |
False |
False |
|
| 120 |
6,009.32 |
5,316.02 |
693.30 |
11.7% |
48.47 |
0.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,366.22 |
|
2.618 |
6,218.26 |
|
1.618 |
6,127.60 |
|
1.000 |
6,071.57 |
|
0.618 |
6,036.94 |
|
HIGH |
5,980.91 |
|
0.618 |
5,946.28 |
|
0.500 |
5,935.58 |
|
0.382 |
5,924.88 |
|
LOW |
5,890.25 |
|
0.618 |
5,834.22 |
|
1.000 |
5,799.59 |
|
1.618 |
5,743.56 |
|
2.618 |
5,652.90 |
|
4.250 |
5,504.95 |
|
|