| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,098.80 |
2,083.79 |
-15.01 |
-0.7% |
2,129.78 |
| High |
2,102.56 |
2,099.07 |
-3.49 |
-0.2% |
2,133.25 |
| Low |
2,085.23 |
2,083.79 |
-1.44 |
-0.1% |
2,083.79 |
| Close |
2,088.66 |
2,085.18 |
-3.48 |
-0.2% |
2,085.18 |
| Range |
17.33 |
15.28 |
-2.05 |
-11.8% |
49.46 |
| ATR |
17.38 |
17.23 |
-0.15 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.19 |
2,125.46 |
2,093.58 |
|
| R3 |
2,119.91 |
2,110.18 |
2,089.38 |
|
| R2 |
2,104.63 |
2,104.63 |
2,087.98 |
|
| R1 |
2,094.90 |
2,094.90 |
2,086.58 |
2,099.77 |
| PP |
2,089.35 |
2,089.35 |
2,089.35 |
2,091.78 |
| S1 |
2,079.62 |
2,079.62 |
2,083.78 |
2,084.49 |
| S2 |
2,074.07 |
2,074.07 |
2,082.38 |
|
| S3 |
2,058.79 |
2,064.34 |
2,080.98 |
|
| S4 |
2,043.51 |
2,049.06 |
2,076.78 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,249.12 |
2,216.61 |
2,112.38 |
|
| R3 |
2,199.66 |
2,167.15 |
2,098.78 |
|
| R2 |
2,150.20 |
2,150.20 |
2,094.25 |
|
| R1 |
2,117.69 |
2,117.69 |
2,089.71 |
2,109.22 |
| PP |
2,100.74 |
2,100.74 |
2,100.74 |
2,096.50 |
| S1 |
2,068.23 |
2,068.23 |
2,080.65 |
2,059.76 |
| S2 |
2,051.28 |
2,051.28 |
2,076.11 |
|
| S3 |
2,001.82 |
2,018.77 |
2,071.58 |
|
| S4 |
1,952.36 |
1,969.31 |
2,057.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,133.25 |
2,083.79 |
49.46 |
2.4% |
18.34 |
0.9% |
3% |
False |
True |
|
| 10 |
2,154.79 |
2,083.79 |
71.00 |
3.4% |
15.92 |
0.8% |
2% |
False |
True |
|
| 20 |
2,169.60 |
2,083.79 |
85.81 |
4.1% |
15.50 |
0.7% |
2% |
False |
True |
|
| 40 |
2,179.99 |
2,083.79 |
96.20 |
4.6% |
17.42 |
0.8% |
1% |
False |
True |
|
| 60 |
2,193.81 |
2,083.79 |
110.02 |
5.3% |
15.88 |
0.8% |
1% |
False |
True |
|
| 80 |
2,193.81 |
2,083.79 |
110.02 |
5.3% |
14.92 |
0.7% |
1% |
False |
True |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.7% |
16.54 |
0.8% |
46% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.7% |
16.34 |
0.8% |
46% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,164.01 |
|
2.618 |
2,139.07 |
|
1.618 |
2,123.79 |
|
1.000 |
2,114.35 |
|
0.618 |
2,108.51 |
|
HIGH |
2,099.07 |
|
0.618 |
2,093.23 |
|
0.500 |
2,091.43 |
|
0.382 |
2,089.63 |
|
LOW |
2,083.79 |
|
0.618 |
2,074.35 |
|
1.000 |
2,068.51 |
|
1.618 |
2,059.07 |
|
2.618 |
2,043.79 |
|
4.250 |
2,018.85 |
|
|