| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2017 |
15-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,981.85 |
5,965.66 |
-16.19 |
-0.3% |
5,962.35 |
| High |
5,997.23 |
6,009.44 |
12.21 |
0.2% |
6,009.44 |
| Low |
5,965.06 |
5,957.85 |
-7.21 |
-0.1% |
5,957.85 |
| Close |
5,968.82 |
5,988.00 |
19.18 |
0.3% |
5,988.00 |
| Range |
32.17 |
51.59 |
19.42 |
60.4% |
51.59 |
| ATR |
56.47 |
56.12 |
-0.35 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,139.87 |
6,115.52 |
6,016.37 |
|
| R3 |
6,088.28 |
6,063.93 |
6,002.19 |
|
| R2 |
6,036.69 |
6,036.69 |
5,997.46 |
|
| R1 |
6,012.34 |
6,012.34 |
5,992.73 |
6,024.52 |
| PP |
5,985.10 |
5,985.10 |
5,985.10 |
5,991.18 |
| S1 |
5,960.75 |
5,960.75 |
5,983.27 |
5,972.93 |
| S2 |
5,933.51 |
5,933.51 |
5,978.54 |
|
| S3 |
5,881.92 |
5,909.16 |
5,973.81 |
|
| S4 |
5,830.33 |
5,857.57 |
5,959.63 |
|
|
| Weekly Pivots for week ending 15-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,139.87 |
6,115.52 |
6,016.37 |
|
| R3 |
6,088.28 |
6,063.93 |
6,002.19 |
|
| R2 |
6,036.69 |
6,036.69 |
5,997.46 |
|
| R1 |
6,012.34 |
6,012.34 |
5,992.73 |
6,024.52 |
| PP |
5,985.10 |
5,985.10 |
5,985.10 |
5,991.18 |
| S1 |
5,960.75 |
5,960.75 |
5,983.27 |
5,972.93 |
| S2 |
5,933.51 |
5,933.51 |
5,978.54 |
|
| S3 |
5,881.92 |
5,909.16 |
5,973.81 |
|
| S4 |
5,830.33 |
5,857.57 |
5,959.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,009.44 |
5,957.85 |
51.59 |
0.9% |
35.60 |
0.6% |
58% |
True |
True |
|
| 10 |
6,009.44 |
5,890.25 |
119.19 |
2.0% |
44.73 |
0.7% |
82% |
True |
False |
|
| 20 |
6,009.44 |
5,750.50 |
258.94 |
4.3% |
50.64 |
0.8% |
92% |
True |
False |
|
| 40 |
6,009.44 |
5,750.50 |
258.94 |
4.3% |
52.24 |
0.9% |
92% |
True |
False |
|
| 60 |
6,009.44 |
5,579.64 |
429.80 |
7.2% |
54.15 |
0.9% |
95% |
True |
False |
|
| 80 |
6,009.44 |
5,579.64 |
429.80 |
7.2% |
54.70 |
0.9% |
95% |
True |
False |
|
| 100 |
6,009.44 |
5,537.99 |
471.45 |
7.9% |
50.40 |
0.8% |
95% |
True |
False |
|
| 120 |
6,009.44 |
5,353.59 |
655.85 |
11.0% |
48.08 |
0.8% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,228.70 |
|
2.618 |
6,144.50 |
|
1.618 |
6,092.91 |
|
1.000 |
6,061.03 |
|
0.618 |
6,041.32 |
|
HIGH |
6,009.44 |
|
0.618 |
5,989.73 |
|
0.500 |
5,983.65 |
|
0.382 |
5,977.56 |
|
LOW |
5,957.85 |
|
0.618 |
5,925.97 |
|
1.000 |
5,906.26 |
|
1.618 |
5,874.38 |
|
2.618 |
5,822.79 |
|
4.250 |
5,738.59 |
|
|