| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,090.00 |
2,080.76 |
-9.24 |
-0.4% |
2,075.08 |
| High |
2,094.32 |
2,106.19 |
11.87 |
0.6% |
2,094.32 |
| Low |
2,079.34 |
2,080.76 |
1.42 |
0.1% |
2,058.84 |
| Close |
2,079.36 |
2,104.05 |
24.69 |
1.2% |
2,079.36 |
| Range |
14.98 |
25.43 |
10.45 |
69.8% |
35.48 |
| ATR |
22.42 |
22.73 |
0.32 |
1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.29 |
2,164.10 |
2,118.04 |
|
| R3 |
2,147.86 |
2,138.67 |
2,111.04 |
|
| R2 |
2,122.43 |
2,122.43 |
2,108.71 |
|
| R1 |
2,113.24 |
2,113.24 |
2,106.38 |
2,117.84 |
| PP |
2,097.00 |
2,097.00 |
2,097.00 |
2,099.30 |
| S1 |
2,087.81 |
2,087.81 |
2,101.72 |
2,092.41 |
| S2 |
2,071.57 |
2,071.57 |
2,099.39 |
|
| S3 |
2,046.14 |
2,062.38 |
2,097.06 |
|
| S4 |
2,020.71 |
2,036.95 |
2,090.06 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.95 |
2,167.13 |
2,098.87 |
|
| R3 |
2,148.47 |
2,131.65 |
2,089.12 |
|
| R2 |
2,112.99 |
2,112.99 |
2,085.86 |
|
| R1 |
2,096.17 |
2,096.17 |
2,082.61 |
2,104.58 |
| PP |
2,077.51 |
2,077.51 |
2,077.51 |
2,081.71 |
| S1 |
2,060.69 |
2,060.69 |
2,076.11 |
2,069.10 |
| S2 |
2,042.03 |
2,042.03 |
2,072.86 |
|
| S3 |
2,006.55 |
2,025.21 |
2,069.60 |
|
| S4 |
1,971.07 |
1,989.73 |
2,059.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.19 |
2,058.84 |
47.35 |
2.3% |
17.81 |
0.8% |
95% |
True |
False |
|
| 10 |
2,106.19 |
2,017.22 |
88.97 |
4.2% |
18.58 |
0.9% |
98% |
True |
False |
|
| 20 |
2,106.19 |
1,971.99 |
134.20 |
6.4% |
18.51 |
0.9% |
98% |
True |
False |
|
| 40 |
2,106.19 |
1,871.91 |
234.28 |
11.1% |
25.24 |
1.2% |
99% |
True |
False |
|
| 60 |
2,106.19 |
1,867.01 |
239.18 |
11.4% |
29.36 |
1.4% |
99% |
True |
False |
|
| 80 |
2,132.82 |
1,867.01 |
265.81 |
12.6% |
25.93 |
1.2% |
89% |
False |
False |
|
| 100 |
2,132.82 |
1,867.01 |
265.81 |
12.6% |
24.85 |
1.2% |
89% |
False |
False |
|
| 120 |
2,134.71 |
1,867.01 |
267.70 |
12.7% |
23.18 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,214.27 |
|
2.618 |
2,172.77 |
|
1.618 |
2,147.34 |
|
1.000 |
2,131.62 |
|
0.618 |
2,121.91 |
|
HIGH |
2,106.19 |
|
0.618 |
2,096.48 |
|
0.500 |
2,093.48 |
|
0.382 |
2,090.47 |
|
LOW |
2,080.76 |
|
0.618 |
2,065.04 |
|
1.000 |
2,055.33 |
|
1.618 |
2,039.61 |
|
2.618 |
2,014.18 |
|
4.250 |
1,972.68 |
|
|