| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2017 |
26-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,904.06 |
5,893.18 |
-10.88 |
-0.2% |
5,997.51 |
| High |
5,908.57 |
5,908.47 |
-0.10 |
0.0% |
6,012.95 |
| Low |
5,839.89 |
5,862.99 |
23.10 |
0.4% |
5,911.48 |
| Close |
5,867.35 |
5,881.34 |
13.99 |
0.2% |
5,932.32 |
| Range |
68.68 |
45.48 |
-23.20 |
-33.8% |
101.47 |
| ATR |
55.50 |
54.79 |
-0.72 |
-1.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,020.71 |
5,996.50 |
5,906.35 |
|
| R3 |
5,975.23 |
5,951.02 |
5,893.85 |
|
| R2 |
5,929.75 |
5,929.75 |
5,889.68 |
|
| R1 |
5,905.54 |
5,905.54 |
5,885.51 |
5,894.91 |
| PP |
5,884.27 |
5,884.27 |
5,884.27 |
5,878.95 |
| S1 |
5,860.06 |
5,860.06 |
5,877.17 |
5,849.43 |
| S2 |
5,838.79 |
5,838.79 |
5,873.00 |
|
| S3 |
5,793.31 |
5,814.58 |
5,868.83 |
|
| S4 |
5,747.83 |
5,769.10 |
5,856.33 |
|
|
| Weekly Pivots for week ending 22-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,256.66 |
6,195.96 |
5,988.13 |
|
| R3 |
6,155.19 |
6,094.49 |
5,960.22 |
|
| R2 |
6,053.72 |
6,053.72 |
5,950.92 |
|
| R1 |
5,993.02 |
5,993.02 |
5,941.62 |
5,972.64 |
| PP |
5,952.25 |
5,952.25 |
5,952.25 |
5,942.06 |
| S1 |
5,891.55 |
5,891.55 |
5,923.02 |
5,871.17 |
| S2 |
5,850.78 |
5,850.78 |
5,913.72 |
|
| S3 |
5,749.31 |
5,790.08 |
5,904.42 |
|
| S4 |
5,647.84 |
5,688.61 |
5,876.51 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,994.53 |
5,839.89 |
154.64 |
2.6% |
51.09 |
0.9% |
27% |
False |
False |
|
| 10 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
44.57 |
0.8% |
24% |
False |
False |
|
| 20 |
6,012.95 |
5,785.22 |
227.73 |
3.9% |
49.55 |
0.8% |
42% |
False |
False |
|
| 40 |
6,012.95 |
5,750.50 |
262.45 |
4.5% |
51.26 |
0.9% |
50% |
False |
False |
|
| 60 |
6,012.95 |
5,579.64 |
433.31 |
7.4% |
51.04 |
0.9% |
70% |
False |
False |
|
| 80 |
6,012.95 |
5,579.64 |
433.31 |
7.4% |
55.58 |
0.9% |
70% |
False |
False |
|
| 100 |
6,012.95 |
5,570.28 |
442.67 |
7.5% |
51.91 |
0.9% |
70% |
False |
False |
|
| 120 |
6,012.95 |
5,353.59 |
659.36 |
11.2% |
48.53 |
0.8% |
80% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,101.76 |
|
2.618 |
6,027.54 |
|
1.618 |
5,982.06 |
|
1.000 |
5,953.95 |
|
0.618 |
5,936.58 |
|
HIGH |
5,908.47 |
|
0.618 |
5,891.10 |
|
0.500 |
5,885.73 |
|
0.382 |
5,880.36 |
|
LOW |
5,862.99 |
|
0.618 |
5,834.88 |
|
1.000 |
5,817.51 |
|
1.618 |
5,789.40 |
|
2.618 |
5,743.92 |
|
4.250 |
5,669.70 |
|
|