| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2017 |
29-Sep-2017 |
Change |
Change % |
Previous Week |
| Open |
5,920.65 |
5,941.78 |
21.13 |
0.4% |
5,904.06 |
| High |
5,939.22 |
5,980.22 |
41.00 |
0.7% |
5,980.22 |
| Low |
5,908.62 |
5,930.82 |
22.20 |
0.4% |
5,839.89 |
| Close |
5,933.07 |
5,979.30 |
46.23 |
0.8% |
5,979.30 |
| Range |
30.60 |
49.40 |
18.80 |
61.4% |
140.33 |
| ATR |
54.49 |
54.13 |
-0.36 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,111.65 |
6,094.87 |
6,006.47 |
|
| R3 |
6,062.25 |
6,045.47 |
5,992.89 |
|
| R2 |
6,012.85 |
6,012.85 |
5,988.36 |
|
| R1 |
5,996.07 |
5,996.07 |
5,983.83 |
6,004.46 |
| PP |
5,963.45 |
5,963.45 |
5,963.45 |
5,967.64 |
| S1 |
5,946.67 |
5,946.67 |
5,974.77 |
5,955.06 |
| S2 |
5,914.05 |
5,914.05 |
5,970.24 |
|
| S3 |
5,864.65 |
5,897.27 |
5,965.72 |
|
| S4 |
5,815.25 |
5,847.87 |
5,952.13 |
|
|
| Weekly Pivots for week ending 29-Sep-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,354.13 |
6,307.04 |
6,056.48 |
|
| R3 |
6,213.80 |
6,166.71 |
6,017.89 |
|
| R2 |
6,073.47 |
6,073.47 |
6,005.03 |
|
| R1 |
6,026.38 |
6,026.38 |
5,992.16 |
6,049.93 |
| PP |
5,933.14 |
5,933.14 |
5,933.14 |
5,944.91 |
| S1 |
5,886.05 |
5,886.05 |
5,966.44 |
5,909.60 |
| S2 |
5,792.81 |
5,792.81 |
5,953.57 |
|
| S3 |
5,652.48 |
5,745.72 |
5,940.71 |
|
| S4 |
5,512.15 |
5,605.39 |
5,902.12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,980.22 |
5,839.89 |
140.33 |
2.3% |
50.31 |
0.8% |
99% |
True |
False |
|
| 10 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
46.97 |
0.8% |
81% |
False |
False |
|
| 20 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
45.85 |
0.8% |
81% |
False |
False |
|
| 40 |
6,012.95 |
5,750.50 |
262.45 |
4.4% |
51.21 |
0.9% |
87% |
False |
False |
|
| 60 |
6,012.95 |
5,618.85 |
394.10 |
6.6% |
49.80 |
0.8% |
91% |
False |
False |
|
| 80 |
6,012.95 |
5,579.64 |
433.31 |
7.2% |
56.07 |
0.9% |
92% |
False |
False |
|
| 100 |
6,012.95 |
5,570.28 |
442.67 |
7.4% |
52.53 |
0.9% |
92% |
False |
False |
|
| 120 |
6,012.95 |
5,353.59 |
659.36 |
11.0% |
48.87 |
0.8% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,190.17 |
|
2.618 |
6,109.55 |
|
1.618 |
6,060.15 |
|
1.000 |
6,029.62 |
|
0.618 |
6,010.75 |
|
HIGH |
5,980.22 |
|
0.618 |
5,961.35 |
|
0.500 |
5,955.52 |
|
0.382 |
5,949.69 |
|
LOW |
5,930.82 |
|
0.618 |
5,900.29 |
|
1.000 |
5,881.42 |
|
1.618 |
5,850.89 |
|
2.618 |
5,801.49 |
|
4.250 |
5,720.87 |
|
|