| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,575.99 |
2,583.21 |
7.22 |
0.3% |
2,578.08 |
| High |
2,578.29 |
2,588.40 |
10.11 |
0.4% |
2,582.98 |
| Low |
2,572.15 |
2,574.92 |
2.77 |
0.1% |
2,544.00 |
| Close |
2,575.26 |
2,579.36 |
4.10 |
0.2% |
2,581.07 |
| Range |
6.14 |
13.48 |
7.34 |
119.5% |
38.98 |
| ATR |
11.48 |
11.62 |
0.14 |
1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.33 |
2,613.83 |
2,586.77 |
|
| R3 |
2,607.85 |
2,600.35 |
2,583.07 |
|
| R2 |
2,594.37 |
2,594.37 |
2,581.83 |
|
| R1 |
2,586.87 |
2,586.87 |
2,580.60 |
2,583.88 |
| PP |
2,580.89 |
2,580.89 |
2,580.89 |
2,579.40 |
| S1 |
2,573.39 |
2,573.39 |
2,578.12 |
2,570.40 |
| S2 |
2,567.41 |
2,567.41 |
2,576.89 |
|
| S3 |
2,553.93 |
2,559.91 |
2,575.65 |
|
| S4 |
2,540.45 |
2,546.43 |
2,571.95 |
|
|
| 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 |
2,588.40 |
2,559.80 |
28.60 |
1.1% |
11.14 |
0.4% |
68% |
True |
False |
|
| 10 |
2,588.40 |
2,544.00 |
44.40 |
1.7% |
12.20 |
0.5% |
80% |
True |
False |
|
| 20 |
2,588.40 |
2,540.02 |
48.38 |
1.9% |
9.84 |
0.4% |
81% |
True |
False |
|
| 40 |
2,588.40 |
2,459.40 |
129.00 |
5.0% |
9.38 |
0.4% |
93% |
True |
False |
|
| 60 |
2,588.40 |
2,417.35 |
171.05 |
6.6% |
11.34 |
0.4% |
95% |
True |
False |
|
| 80 |
2,588.40 |
2,417.35 |
171.05 |
6.6% |
11.03 |
0.4% |
95% |
True |
False |
|
| 100 |
2,588.40 |
2,405.70 |
182.70 |
7.1% |
11.66 |
0.5% |
95% |
True |
False |
|
| 120 |
2,588.40 |
2,353.29 |
235.11 |
9.1% |
11.81 |
0.5% |
96% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.69 |
|
2.618 |
2,623.69 |
|
1.618 |
2,610.21 |
|
1.000 |
2,601.88 |
|
0.618 |
2,596.73 |
|
HIGH |
2,588.40 |
|
0.618 |
2,583.25 |
|
0.500 |
2,581.66 |
|
0.382 |
2,580.07 |
|
LOW |
2,574.92 |
|
0.618 |
2,566.59 |
|
1.000 |
2,561.44 |
|
1.618 |
2,553.11 |
|
2.618 |
2,539.63 |
|
4.250 |
2,517.63 |
|
|