| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2017 |
12-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,962.35 |
5,998.74 |
36.39 |
0.6% |
5,966.64 |
| High |
5,990.87 |
6,002.76 |
11.89 |
0.2% |
5,980.91 |
| Low |
5,960.87 |
5,968.09 |
7.22 |
0.1% |
5,890.25 |
| Close |
5,980.53 |
5,995.64 |
15.11 |
0.3% |
5,913.37 |
| Range |
30.00 |
34.67 |
4.67 |
15.6% |
90.66 |
| ATR |
61.90 |
59.96 |
-1.95 |
-3.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,092.84 |
6,078.91 |
6,014.71 |
|
| R3 |
6,058.17 |
6,044.24 |
6,005.17 |
|
| R2 |
6,023.50 |
6,023.50 |
6,002.00 |
|
| R1 |
6,009.57 |
6,009.57 |
5,998.82 |
5,999.20 |
| PP |
5,988.83 |
5,988.83 |
5,988.83 |
5,983.65 |
| S1 |
5,974.90 |
5,974.90 |
5,992.46 |
5,964.53 |
| S2 |
5,954.16 |
5,954.16 |
5,989.28 |
|
| S3 |
5,919.49 |
5,940.23 |
5,986.11 |
|
| S4 |
5,884.82 |
5,905.56 |
5,976.57 |
|
|
| Weekly Pivots for week ending 08-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,200.16 |
6,147.42 |
5,963.23 |
|
| R3 |
6,109.50 |
6,056.76 |
5,938.30 |
|
| R2 |
6,018.84 |
6,018.84 |
5,929.99 |
|
| R1 |
5,966.10 |
5,966.10 |
5,921.68 |
5,947.14 |
| PP |
5,928.18 |
5,928.18 |
5,928.18 |
5,918.70 |
| S1 |
5,875.44 |
5,875.44 |
5,905.06 |
5,856.48 |
| S2 |
5,837.52 |
5,837.52 |
5,896.75 |
|
| S3 |
5,746.86 |
5,784.78 |
5,888.44 |
|
| S4 |
5,656.20 |
5,694.12 |
5,863.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,002.76 |
5,907.96 |
94.80 |
1.6% |
41.25 |
0.7% |
92% |
True |
False |
|
| 10 |
6,009.32 |
5,785.22 |
224.10 |
3.7% |
54.53 |
0.9% |
94% |
False |
False |
|
| 20 |
6,009.32 |
5,750.50 |
258.82 |
4.3% |
53.92 |
0.9% |
95% |
False |
False |
|
| 40 |
6,009.32 |
5,750.50 |
258.82 |
4.3% |
52.54 |
0.9% |
95% |
False |
False |
|
| 60 |
6,009.32 |
5,579.64 |
429.68 |
7.2% |
54.71 |
0.9% |
97% |
False |
False |
|
| 80 |
6,009.32 |
5,579.64 |
429.68 |
7.2% |
54.52 |
0.9% |
97% |
False |
False |
|
| 100 |
6,009.32 |
5,430.22 |
579.10 |
9.7% |
50.02 |
0.8% |
98% |
False |
False |
|
| 120 |
6,009.32 |
5,316.02 |
693.30 |
11.6% |
48.33 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,150.11 |
|
2.618 |
6,093.53 |
|
1.618 |
6,058.86 |
|
1.000 |
6,037.43 |
|
0.618 |
6,024.19 |
|
HIGH |
6,002.76 |
|
0.618 |
5,989.52 |
|
0.500 |
5,985.43 |
|
0.382 |
5,981.33 |
|
LOW |
5,968.09 |
|
0.618 |
5,946.66 |
|
1.000 |
5,933.42 |
|
1.618 |
5,911.99 |
|
2.618 |
5,877.32 |
|
4.250 |
5,820.74 |
|
|