| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,587.47 |
2,592.11 |
4.64 |
0.2% |
2,577.75 |
| High |
2,593.38 |
2,597.02 |
3.64 |
0.1% |
2,588.42 |
| Low |
2,585.66 |
2,584.35 |
-1.31 |
-0.1% |
2,566.17 |
| Close |
2,591.13 |
2,590.64 |
-0.49 |
0.0% |
2,587.84 |
| Range |
7.72 |
12.67 |
4.95 |
64.1% |
22.25 |
| ATR |
11.55 |
11.63 |
0.08 |
0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.68 |
2,622.33 |
2,597.61 |
|
| R3 |
2,616.01 |
2,609.66 |
2,594.12 |
|
| R2 |
2,603.34 |
2,603.34 |
2,592.96 |
|
| R1 |
2,596.99 |
2,596.99 |
2,591.80 |
2,593.83 |
| PP |
2,590.67 |
2,590.67 |
2,590.67 |
2,589.09 |
| S1 |
2,584.32 |
2,584.32 |
2,589.48 |
2,581.16 |
| S2 |
2,578.00 |
2,578.00 |
2,588.32 |
|
| S3 |
2,565.33 |
2,571.65 |
2,587.16 |
|
| S4 |
2,552.66 |
2,558.98 |
2,583.67 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,647.56 |
2,639.95 |
2,600.08 |
|
| R3 |
2,625.31 |
2,617.70 |
2,593.96 |
|
| R2 |
2,603.06 |
2,603.06 |
2,591.92 |
|
| R1 |
2,595.45 |
2,595.45 |
2,589.88 |
2,599.26 |
| PP |
2,580.81 |
2,580.81 |
2,580.81 |
2,582.71 |
| S1 |
2,573.20 |
2,573.20 |
2,585.80 |
2,577.01 |
| S2 |
2,558.56 |
2,558.56 |
2,583.76 |
|
| S3 |
2,536.31 |
2,550.95 |
2,581.72 |
|
| S4 |
2,514.06 |
2,528.70 |
2,575.60 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,597.02 |
2,566.17 |
30.85 |
1.2% |
12.09 |
0.5% |
79% |
True |
False |
|
| 10 |
2,597.02 |
2,544.00 |
53.02 |
2.0% |
12.61 |
0.5% |
88% |
True |
False |
|
| 20 |
2,597.02 |
2,544.00 |
53.02 |
2.0% |
10.25 |
0.4% |
88% |
True |
False |
|
| 40 |
2,597.02 |
2,488.38 |
108.64 |
4.2% |
9.63 |
0.4% |
94% |
True |
False |
|
| 60 |
2,597.02 |
2,417.35 |
179.67 |
6.9% |
11.07 |
0.4% |
96% |
True |
False |
|
| 80 |
2,597.02 |
2,417.35 |
179.67 |
6.9% |
11.11 |
0.4% |
96% |
True |
False |
|
| 100 |
2,597.02 |
2,405.70 |
191.32 |
7.4% |
11.62 |
0.4% |
97% |
True |
False |
|
| 120 |
2,597.02 |
2,370.43 |
226.59 |
8.7% |
11.61 |
0.4% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.87 |
|
2.618 |
2,630.19 |
|
1.618 |
2,617.52 |
|
1.000 |
2,609.69 |
|
0.618 |
2,604.85 |
|
HIGH |
2,597.02 |
|
0.618 |
2,592.18 |
|
0.500 |
2,590.69 |
|
0.382 |
2,589.19 |
|
LOW |
2,584.35 |
|
0.618 |
2,576.52 |
|
1.000 |
2,571.68 |
|
1.618 |
2,563.85 |
|
2.618 |
2,551.18 |
|
4.250 |
2,530.50 |
|
|