| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,136.97 |
2,144.06 |
7.09 |
0.3% |
2,132.95 |
| High |
2,145.73 |
2,147.13 |
1.40 |
0.1% |
2,148.44 |
| Low |
2,131.59 |
2,132.52 |
0.93 |
0.0% |
2,124.43 |
| Close |
2,139.43 |
2,133.04 |
-6.39 |
-0.3% |
2,141.16 |
| Range |
14.14 |
14.61 |
0.47 |
3.3% |
24.01 |
| ATR |
16.53 |
16.39 |
-0.14 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,181.39 |
2,171.83 |
2,141.08 |
|
| R3 |
2,166.78 |
2,157.22 |
2,137.06 |
|
| R2 |
2,152.17 |
2,152.17 |
2,135.72 |
|
| R1 |
2,142.61 |
2,142.61 |
2,134.38 |
2,140.09 |
| PP |
2,137.56 |
2,137.56 |
2,137.56 |
2,136.30 |
| S1 |
2,128.00 |
2,128.00 |
2,131.70 |
2,125.48 |
| S2 |
2,122.95 |
2,122.95 |
2,130.36 |
|
| S3 |
2,108.34 |
2,113.39 |
2,129.02 |
|
| S4 |
2,093.73 |
2,098.78 |
2,125.00 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.04 |
2,199.61 |
2,154.37 |
|
| R3 |
2,186.03 |
2,175.60 |
2,147.76 |
|
| R2 |
2,162.02 |
2,162.02 |
2,145.56 |
|
| R1 |
2,151.59 |
2,151.59 |
2,143.36 |
2,156.81 |
| PP |
2,138.01 |
2,138.01 |
2,138.01 |
2,140.62 |
| S1 |
2,127.58 |
2,127.58 |
2,138.96 |
2,132.80 |
| S2 |
2,114.00 |
2,114.00 |
2,136.76 |
|
| S3 |
2,089.99 |
2,103.57 |
2,134.56 |
|
| S4 |
2,065.98 |
2,079.56 |
2,127.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,154.79 |
2,130.09 |
24.70 |
1.2% |
11.74 |
0.6% |
12% |
False |
False |
|
| 10 |
2,154.79 |
2,124.43 |
30.36 |
1.4% |
11.90 |
0.6% |
28% |
False |
False |
|
| 20 |
2,175.30 |
2,114.72 |
60.58 |
2.8% |
14.47 |
0.7% |
30% |
False |
False |
|
| 40 |
2,187.87 |
2,114.72 |
73.15 |
3.4% |
17.02 |
0.8% |
25% |
False |
False |
|
| 60 |
2,193.81 |
2,114.72 |
79.09 |
3.7% |
15.03 |
0.7% |
23% |
False |
False |
|
| 80 |
2,193.81 |
2,089.39 |
104.42 |
4.9% |
14.67 |
0.7% |
42% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.31 |
0.8% |
70% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.53 |
0.8% |
70% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.22 |
|
2.618 |
2,185.38 |
|
1.618 |
2,170.77 |
|
1.000 |
2,161.74 |
|
0.618 |
2,156.16 |
|
HIGH |
2,147.13 |
|
0.618 |
2,141.55 |
|
0.500 |
2,139.83 |
|
0.382 |
2,138.10 |
|
LOW |
2,132.52 |
|
0.618 |
2,123.49 |
|
1.000 |
2,117.91 |
|
1.618 |
2,108.88 |
|
2.618 |
2,094.27 |
|
4.250 |
2,070.43 |
|
|