| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,109.43 |
2,098.80 |
-10.63 |
-0.5% |
2,148.50 |
| High |
2,111.76 |
2,102.56 |
-9.20 |
-0.4% |
2,154.79 |
| Low |
2,094.00 |
2,085.23 |
-8.77 |
-0.4% |
2,119.36 |
| Close |
2,097.94 |
2,088.66 |
-9.28 |
-0.4% |
2,126.41 |
| Range |
17.76 |
17.33 |
-0.43 |
-2.4% |
35.43 |
| ATR |
17.38 |
17.38 |
0.00 |
0.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.14 |
2,133.73 |
2,098.19 |
|
| R3 |
2,126.81 |
2,116.40 |
2,093.43 |
|
| R2 |
2,109.48 |
2,109.48 |
2,091.84 |
|
| R1 |
2,099.07 |
2,099.07 |
2,090.25 |
2,095.61 |
| PP |
2,092.15 |
2,092.15 |
2,092.15 |
2,090.42 |
| S1 |
2,081.74 |
2,081.74 |
2,087.07 |
2,078.28 |
| S2 |
2,074.82 |
2,074.82 |
2,085.48 |
|
| S3 |
2,057.49 |
2,064.41 |
2,083.89 |
|
| S4 |
2,040.16 |
2,047.08 |
2,079.13 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.81 |
2,218.54 |
2,145.90 |
|
| R3 |
2,204.38 |
2,183.11 |
2,136.15 |
|
| R2 |
2,168.95 |
2,168.95 |
2,132.91 |
|
| R1 |
2,147.68 |
2,147.68 |
2,129.66 |
2,140.60 |
| PP |
2,133.52 |
2,133.52 |
2,133.52 |
2,129.98 |
| S1 |
2,112.25 |
2,112.25 |
2,123.16 |
2,105.17 |
| S2 |
2,098.09 |
2,098.09 |
2,119.91 |
|
| S3 |
2,062.66 |
2,076.82 |
2,116.67 |
|
| S4 |
2,027.23 |
2,041.39 |
2,106.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,140.72 |
2,085.23 |
55.49 |
2.7% |
19.55 |
0.9% |
6% |
False |
True |
|
| 10 |
2,154.79 |
2,085.23 |
69.56 |
3.3% |
15.65 |
0.7% |
5% |
False |
True |
|
| 20 |
2,169.60 |
2,085.23 |
84.37 |
4.0% |
15.79 |
0.8% |
4% |
False |
True |
|
| 40 |
2,179.99 |
2,085.23 |
94.76 |
4.5% |
18.07 |
0.9% |
4% |
False |
True |
|
| 60 |
2,193.81 |
2,085.23 |
108.58 |
5.2% |
15.80 |
0.8% |
3% |
False |
True |
|
| 80 |
2,193.81 |
2,085.23 |
108.58 |
5.2% |
14.87 |
0.7% |
3% |
False |
True |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.7% |
16.55 |
0.8% |
48% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.7% |
16.42 |
0.8% |
48% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.21 |
|
2.618 |
2,147.93 |
|
1.618 |
2,130.60 |
|
1.000 |
2,119.89 |
|
0.618 |
2,113.27 |
|
HIGH |
2,102.56 |
|
0.618 |
2,095.94 |
|
0.500 |
2,093.90 |
|
0.382 |
2,091.85 |
|
LOW |
2,085.23 |
|
0.618 |
2,074.52 |
|
1.000 |
2,067.90 |
|
1.618 |
2,057.19 |
|
2.618 |
2,039.86 |
|
4.250 |
2,011.58 |
|
|