| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2017 |
27-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,893.18 |
5,912.96 |
19.78 |
0.3% |
5,997.51 |
| High |
5,908.47 |
5,957.75 |
49.28 |
0.8% |
6,012.95 |
| Low |
5,862.99 |
5,900.35 |
37.36 |
0.6% |
5,911.48 |
| Close |
5,881.34 |
5,937.79 |
56.45 |
1.0% |
5,932.32 |
| Range |
45.48 |
57.40 |
11.92 |
26.2% |
101.47 |
| ATR |
54.79 |
56.33 |
1.54 |
2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,104.16 |
6,078.38 |
5,969.36 |
|
| R3 |
6,046.76 |
6,020.98 |
5,953.58 |
|
| R2 |
5,989.36 |
5,989.36 |
5,948.31 |
|
| R1 |
5,963.58 |
5,963.58 |
5,943.05 |
5,976.47 |
| PP |
5,931.96 |
5,931.96 |
5,931.96 |
5,938.41 |
| S1 |
5,906.18 |
5,906.18 |
5,932.53 |
5,919.07 |
| S2 |
5,874.56 |
5,874.56 |
5,927.27 |
|
| S3 |
5,817.16 |
5,848.78 |
5,922.01 |
|
| S4 |
5,759.76 |
5,791.38 |
5,906.22 |
|
|
| 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 |
5,965.60 |
5,839.89 |
125.71 |
2.1% |
49.51 |
0.8% |
78% |
False |
False |
|
| 10 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
47.35 |
0.8% |
57% |
False |
False |
|
| 20 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
48.09 |
0.8% |
57% |
False |
False |
|
| 40 |
6,012.95 |
5,750.50 |
262.45 |
4.4% |
52.07 |
0.9% |
71% |
False |
False |
|
| 60 |
6,012.95 |
5,579.64 |
433.31 |
7.3% |
50.45 |
0.8% |
83% |
False |
False |
|
| 80 |
6,012.95 |
5,579.64 |
433.31 |
7.3% |
56.07 |
0.9% |
83% |
False |
False |
|
| 100 |
6,012.95 |
5,570.28 |
442.67 |
7.5% |
52.22 |
0.9% |
83% |
False |
False |
|
| 120 |
6,012.95 |
5,353.59 |
659.36 |
11.1% |
48.79 |
0.8% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,201.70 |
|
2.618 |
6,108.02 |
|
1.618 |
6,050.62 |
|
1.000 |
6,015.15 |
|
0.618 |
5,993.22 |
|
HIGH |
5,957.75 |
|
0.618 |
5,935.82 |
|
0.500 |
5,929.05 |
|
0.382 |
5,922.28 |
|
LOW |
5,900.35 |
|
0.618 |
5,864.88 |
|
1.000 |
5,842.95 |
|
1.618 |
5,807.48 |
|
2.618 |
5,750.08 |
|
4.250 |
5,656.40 |
|
|