| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2017 |
20-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,991.93 |
5,987.72 |
-4.21 |
-0.1% |
5,962.35 |
| High |
5,998.24 |
5,994.53 |
-3.71 |
-0.1% |
6,009.44 |
| Low |
5,971.17 |
5,929.20 |
-41.97 |
-0.7% |
5,957.85 |
| Close |
5,991.08 |
5,973.60 |
-17.48 |
-0.3% |
5,988.00 |
| Range |
27.07 |
65.33 |
38.26 |
141.3% |
51.59 |
| ATR |
53.63 |
54.46 |
0.84 |
1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,161.77 |
6,133.01 |
6,009.53 |
|
| R3 |
6,096.44 |
6,067.68 |
5,991.57 |
|
| R2 |
6,031.11 |
6,031.11 |
5,985.58 |
|
| R1 |
6,002.35 |
6,002.35 |
5,979.59 |
5,984.07 |
| PP |
5,965.78 |
5,965.78 |
5,965.78 |
5,956.63 |
| S1 |
5,937.02 |
5,937.02 |
5,967.61 |
5,918.74 |
| S2 |
5,900.45 |
5,900.45 |
5,961.62 |
|
| S3 |
5,835.12 |
5,871.69 |
5,955.63 |
|
| S4 |
5,769.79 |
5,806.36 |
5,937.67 |
|
|
| 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 |
6,012.95 |
5,929.20 |
83.75 |
1.4% |
45.19 |
0.8% |
53% |
False |
True |
|
| 10 |
6,012.95 |
5,907.96 |
104.99 |
1.8% |
40.73 |
0.7% |
63% |
False |
False |
|
| 20 |
6,012.95 |
5,785.22 |
227.73 |
3.8% |
48.93 |
0.8% |
83% |
False |
False |
|
| 40 |
6,012.95 |
5,750.50 |
262.45 |
4.4% |
53.35 |
0.9% |
85% |
False |
False |
|
| 60 |
6,012.95 |
5,579.64 |
433.31 |
7.3% |
53.78 |
0.9% |
91% |
False |
False |
|
| 80 |
6,012.95 |
5,579.64 |
433.31 |
7.3% |
55.22 |
0.9% |
91% |
False |
False |
|
| 100 |
6,012.95 |
5,570.28 |
442.67 |
7.4% |
51.09 |
0.9% |
91% |
False |
False |
|
| 120 |
6,012.95 |
5,353.59 |
659.36 |
11.0% |
48.37 |
0.8% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,272.18 |
|
2.618 |
6,165.56 |
|
1.618 |
6,100.23 |
|
1.000 |
6,059.86 |
|
0.618 |
6,034.90 |
|
HIGH |
5,994.53 |
|
0.618 |
5,969.57 |
|
0.500 |
5,961.87 |
|
0.382 |
5,954.16 |
|
LOW |
5,929.20 |
|
0.618 |
5,888.83 |
|
1.000 |
5,863.87 |
|
1.618 |
5,823.50 |
|
2.618 |
5,758.17 |
|
4.250 |
5,651.55 |
|
|