| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2017 |
04-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
5,986.85 |
5,983.31 |
-3.54 |
-0.1% |
5,904.06 |
| High |
5,999.19 |
6,009.81 |
10.62 |
0.2% |
5,980.22 |
| Low |
5,976.65 |
5,976.12 |
-0.53 |
0.0% |
5,839.89 |
| Close |
5,995.06 |
5,998.84 |
3.78 |
0.1% |
5,979.30 |
| Range |
22.54 |
33.69 |
11.15 |
49.5% |
140.33 |
| ATR |
51.56 |
50.28 |
-1.28 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,095.99 |
6,081.11 |
6,017.37 |
|
| R3 |
6,062.30 |
6,047.42 |
6,008.10 |
|
| R2 |
6,028.61 |
6,028.61 |
6,005.02 |
|
| R1 |
6,013.73 |
6,013.73 |
6,001.93 |
6,021.17 |
| PP |
5,994.92 |
5,994.92 |
5,994.92 |
5,998.65 |
| S1 |
5,980.04 |
5,980.04 |
5,995.75 |
5,987.48 |
| S2 |
5,961.23 |
5,961.23 |
5,992.66 |
|
| S3 |
5,927.54 |
5,946.35 |
5,989.58 |
|
| S4 |
5,893.85 |
5,912.66 |
5,980.31 |
|
|
| 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 |
6,009.81 |
5,908.62 |
101.19 |
1.7% |
37.12 |
0.6% |
89% |
True |
False |
|
| 10 |
6,009.81 |
5,839.89 |
169.92 |
2.8% |
43.31 |
0.7% |
94% |
True |
False |
|
| 20 |
6,012.95 |
5,839.89 |
173.06 |
2.9% |
42.02 |
0.7% |
92% |
False |
False |
|
| 40 |
6,012.95 |
5,750.50 |
262.45 |
4.4% |
50.58 |
0.8% |
95% |
False |
False |
|
| 60 |
6,012.95 |
5,749.65 |
263.30 |
4.4% |
48.84 |
0.8% |
95% |
False |
False |
|
| 80 |
6,012.95 |
5,579.64 |
433.31 |
7.2% |
52.83 |
0.9% |
97% |
False |
False |
|
| 100 |
6,012.95 |
5,570.28 |
442.67 |
7.4% |
52.83 |
0.9% |
97% |
False |
False |
|
| 120 |
6,012.95 |
5,367.59 |
645.36 |
10.8% |
48.59 |
0.8% |
98% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,152.99 |
|
2.618 |
6,098.01 |
|
1.618 |
6,064.32 |
|
1.000 |
6,043.50 |
|
0.618 |
6,030.63 |
|
HIGH |
6,009.81 |
|
0.618 |
5,996.94 |
|
0.500 |
5,992.97 |
|
0.382 |
5,988.99 |
|
LOW |
5,976.12 |
|
0.618 |
5,955.30 |
|
1.000 |
5,942.43 |
|
1.618 |
5,921.61 |
|
2.618 |
5,887.92 |
|
4.250 |
5,832.94 |
|
|