| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,588.71 |
2,584.00 |
-4.71 |
-0.2% |
2,577.75 |
| High |
2,595.47 |
2,586.50 |
-8.97 |
-0.3% |
2,588.42 |
| Low |
2,585.02 |
2,566.47 |
-18.55 |
-0.7% |
2,566.17 |
| Close |
2,594.38 |
2,584.62 |
-9.76 |
-0.4% |
2,587.84 |
| Range |
10.45 |
20.03 |
9.58 |
91.7% |
22.25 |
| ATR |
11.54 |
12.71 |
1.17 |
10.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,639.29 |
2,631.98 |
2,595.64 |
|
| R3 |
2,619.26 |
2,611.95 |
2,590.13 |
|
| R2 |
2,599.23 |
2,599.23 |
2,588.29 |
|
| R1 |
2,591.92 |
2,591.92 |
2,586.46 |
2,595.58 |
| PP |
2,579.20 |
2,579.20 |
2,579.20 |
2,581.02 |
| S1 |
2,571.89 |
2,571.89 |
2,582.78 |
2,575.55 |
| S2 |
2,559.17 |
2,559.17 |
2,580.95 |
|
| S3 |
2,539.14 |
2,551.86 |
2,579.11 |
|
| S4 |
2,519.11 |
2,531.83 |
2,573.60 |
|
|
| 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 |
2,566.47 |
30.55 |
1.2% |
12.50 |
0.5% |
59% |
False |
True |
|
| 10 |
2,597.02 |
2,565.94 |
31.08 |
1.2% |
12.59 |
0.5% |
60% |
False |
False |
|
| 20 |
2,597.02 |
2,544.00 |
53.02 |
2.1% |
11.06 |
0.4% |
77% |
False |
False |
|
| 40 |
2,597.02 |
2,488.38 |
108.64 |
4.2% |
10.06 |
0.4% |
89% |
False |
False |
|
| 60 |
2,597.02 |
2,417.35 |
179.67 |
7.0% |
11.27 |
0.4% |
93% |
False |
False |
|
| 80 |
2,597.02 |
2,417.35 |
179.67 |
7.0% |
11.24 |
0.4% |
93% |
False |
False |
|
| 100 |
2,597.02 |
2,405.70 |
191.32 |
7.4% |
11.66 |
0.5% |
94% |
False |
False |
|
| 120 |
2,597.02 |
2,393.88 |
203.14 |
7.9% |
11.64 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,671.63 |
|
2.618 |
2,638.94 |
|
1.618 |
2,618.91 |
|
1.000 |
2,606.53 |
|
0.618 |
2,598.88 |
|
HIGH |
2,586.50 |
|
0.618 |
2,578.85 |
|
0.500 |
2,576.49 |
|
0.382 |
2,574.12 |
|
LOW |
2,566.47 |
|
0.618 |
2,554.09 |
|
1.000 |
2,546.44 |
|
1.618 |
2,534.06 |
|
2.618 |
2,514.03 |
|
4.250 |
2,481.34 |
|
|