| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,560.08 |
2,570.49 |
10.41 |
0.4% |
2,578.08 |
| High |
2,567.07 |
2,582.98 |
15.91 |
0.6% |
2,582.98 |
| Low |
2,559.80 |
2,565.94 |
6.14 |
0.2% |
2,544.00 |
| Close |
2,560.40 |
2,581.07 |
20.67 |
0.8% |
2,581.07 |
| Range |
7.27 |
17.04 |
9.77 |
134.4% |
38.98 |
| ATR |
10.99 |
11.81 |
0.83 |
7.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,627.78 |
2,621.47 |
2,590.44 |
|
| R3 |
2,610.74 |
2,604.43 |
2,585.76 |
|
| R2 |
2,593.70 |
2,593.70 |
2,584.19 |
|
| R1 |
2,587.39 |
2,587.39 |
2,582.63 |
2,590.55 |
| PP |
2,576.66 |
2,576.66 |
2,576.66 |
2,578.24 |
| S1 |
2,570.35 |
2,570.35 |
2,579.51 |
2,573.51 |
| S2 |
2,559.62 |
2,559.62 |
2,577.95 |
|
| S3 |
2,542.58 |
2,553.31 |
2,576.38 |
|
| S4 |
2,525.54 |
2,536.27 |
2,571.70 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.29 |
2,672.66 |
2,602.51 |
|
| R3 |
2,647.31 |
2,633.68 |
2,591.79 |
|
| R2 |
2,608.33 |
2,608.33 |
2,588.22 |
|
| R1 |
2,594.70 |
2,594.70 |
2,584.64 |
2,601.52 |
| PP |
2,569.35 |
2,569.35 |
2,569.35 |
2,572.76 |
| S1 |
2,555.72 |
2,555.72 |
2,577.50 |
2,562.54 |
| S2 |
2,530.37 |
2,530.37 |
2,573.92 |
|
| S3 |
2,491.39 |
2,516.74 |
2,570.35 |
|
| S4 |
2,452.41 |
2,477.76 |
2,559.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,582.98 |
2,544.00 |
38.98 |
1.5% |
13.65 |
0.5% |
95% |
True |
False |
|
| 10 |
2,582.98 |
2,544.00 |
38.98 |
1.5% |
10.68 |
0.4% |
95% |
True |
False |
|
| 20 |
2,582.98 |
2,520.40 |
62.58 |
2.4% |
9.46 |
0.4% |
97% |
True |
False |
|
| 40 |
2,582.98 |
2,446.55 |
136.43 |
5.3% |
9.65 |
0.4% |
99% |
True |
False |
|
| 60 |
2,582.98 |
2,417.35 |
165.63 |
6.4% |
11.38 |
0.4% |
99% |
True |
False |
|
| 80 |
2,582.98 |
2,412.79 |
170.19 |
6.6% |
11.13 |
0.4% |
99% |
True |
False |
|
| 100 |
2,582.98 |
2,405.70 |
177.28 |
6.9% |
11.87 |
0.5% |
99% |
True |
False |
|
| 120 |
2,582.98 |
2,353.29 |
229.69 |
8.9% |
11.76 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,655.40 |
|
2.618 |
2,627.59 |
|
1.618 |
2,610.55 |
|
1.000 |
2,600.02 |
|
0.618 |
2,593.51 |
|
HIGH |
2,582.98 |
|
0.618 |
2,576.47 |
|
0.500 |
2,574.46 |
|
0.382 |
2,572.45 |
|
LOW |
2,565.94 |
|
0.618 |
2,555.41 |
|
1.000 |
2,548.90 |
|
1.618 |
2,538.37 |
|
2.618 |
2,521.33 |
|
4.250 |
2,493.52 |
|
|