| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2016 |
11-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,160.39 |
2,161.35 |
0.96 |
0.0% |
2,164.33 |
| High |
2,169.60 |
2,161.56 |
-8.04 |
-0.4% |
2,165.86 |
| Low |
2,160.39 |
2,128.84 |
-31.55 |
-1.5% |
2,144.01 |
| Close |
2,163.66 |
2,136.73 |
-26.93 |
-1.2% |
2,153.74 |
| Range |
9.21 |
32.72 |
23.51 |
255.3% |
21.85 |
| ATR |
18.78 |
19.92 |
1.15 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,240.54 |
2,221.35 |
2,154.73 |
|
| R3 |
2,207.82 |
2,188.63 |
2,145.73 |
|
| R2 |
2,175.10 |
2,175.10 |
2,142.73 |
|
| R1 |
2,155.91 |
2,155.91 |
2,139.73 |
2,149.15 |
| PP |
2,142.38 |
2,142.38 |
2,142.38 |
2,138.99 |
| S1 |
2,123.19 |
2,123.19 |
2,133.73 |
2,116.43 |
| S2 |
2,109.66 |
2,109.66 |
2,130.73 |
|
| S3 |
2,076.94 |
2,090.47 |
2,127.73 |
|
| S4 |
2,044.22 |
2,057.75 |
2,118.73 |
|
|
| Weekly Pivots for week ending 07-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,220.09 |
2,208.76 |
2,165.76 |
|
| R3 |
2,198.24 |
2,186.91 |
2,159.75 |
|
| R2 |
2,176.39 |
2,176.39 |
2,157.75 |
|
| R1 |
2,165.06 |
2,165.06 |
2,155.74 |
2,159.80 |
| PP |
2,154.54 |
2,154.54 |
2,154.54 |
2,151.91 |
| S1 |
2,143.21 |
2,143.21 |
2,151.74 |
2,137.95 |
| S2 |
2,132.69 |
2,132.69 |
2,149.73 |
|
| S3 |
2,110.84 |
2,121.36 |
2,147.73 |
|
| S4 |
2,088.99 |
2,099.51 |
2,141.72 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,169.60 |
2,128.84 |
40.76 |
1.9% |
16.88 |
0.8% |
19% |
False |
True |
|
| 10 |
2,175.30 |
2,128.84 |
46.46 |
2.2% |
18.24 |
0.9% |
17% |
False |
True |
|
| 20 |
2,179.99 |
2,119.90 |
60.09 |
2.8% |
17.73 |
0.8% |
28% |
False |
False |
|
| 40 |
2,193.42 |
2,119.12 |
74.30 |
3.5% |
16.76 |
0.8% |
24% |
False |
False |
|
| 60 |
2,193.81 |
2,119.12 |
74.69 |
3.5% |
15.06 |
0.7% |
24% |
False |
False |
|
| 80 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.77 |
0.8% |
72% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.48 |
0.8% |
72% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.90 |
0.8% |
72% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.62 |
|
2.618 |
2,247.22 |
|
1.618 |
2,214.50 |
|
1.000 |
2,194.28 |
|
0.618 |
2,181.78 |
|
HIGH |
2,161.56 |
|
0.618 |
2,149.06 |
|
0.500 |
2,145.20 |
|
0.382 |
2,141.34 |
|
LOW |
2,128.84 |
|
0.618 |
2,108.62 |
|
1.000 |
2,096.12 |
|
1.618 |
2,075.90 |
|
2.618 |
2,043.18 |
|
4.250 |
1,989.78 |
|
|