| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,580.18 |
2,576.53 |
-3.65 |
-0.1% |
2,587.47 |
| High |
2,583.81 |
2,587.66 |
3.85 |
0.1% |
2,597.02 |
| Low |
2,575.57 |
2,574.48 |
-1.09 |
0.0% |
2,566.47 |
| Close |
2,582.30 |
2,584.84 |
2.54 |
0.1% |
2,582.30 |
| Range |
8.24 |
13.18 |
4.94 |
60.0% |
30.55 |
| ATR |
12.45 |
12.50 |
0.05 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.87 |
2,616.53 |
2,592.09 |
|
| R3 |
2,608.69 |
2,603.35 |
2,588.46 |
|
| R2 |
2,595.51 |
2,595.51 |
2,587.26 |
|
| R1 |
2,590.17 |
2,590.17 |
2,586.05 |
2,592.84 |
| PP |
2,582.33 |
2,582.33 |
2,582.33 |
2,583.66 |
| S1 |
2,576.99 |
2,576.99 |
2,583.63 |
2,579.66 |
| S2 |
2,569.15 |
2,569.15 |
2,582.42 |
|
| S3 |
2,555.97 |
2,563.81 |
2,581.22 |
|
| S4 |
2,542.79 |
2,550.63 |
2,577.59 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.58 |
2,658.49 |
2,599.10 |
|
| R3 |
2,643.03 |
2,627.94 |
2,590.70 |
|
| R2 |
2,612.48 |
2,612.48 |
2,587.90 |
|
| R1 |
2,597.39 |
2,597.39 |
2,585.10 |
2,589.66 |
| PP |
2,581.93 |
2,581.93 |
2,581.93 |
2,578.07 |
| S1 |
2,566.84 |
2,566.84 |
2,579.50 |
2,559.11 |
| S2 |
2,551.38 |
2,551.38 |
2,576.70 |
|
| S3 |
2,520.83 |
2,536.29 |
2,573.90 |
|
| S4 |
2,490.28 |
2,505.74 |
2,565.50 |
|
|
| 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% |
12.91 |
0.5% |
60% |
False |
False |
|
| 10 |
2,597.02 |
2,566.17 |
30.85 |
1.2% |
11.85 |
0.5% |
61% |
False |
False |
|
| 20 |
2,597.02 |
2,544.00 |
53.02 |
2.1% |
11.51 |
0.4% |
77% |
False |
False |
|
| 40 |
2,597.02 |
2,488.38 |
108.64 |
4.2% |
10.21 |
0.4% |
89% |
False |
False |
|
| 60 |
2,597.02 |
2,417.35 |
179.67 |
7.0% |
10.72 |
0.4% |
93% |
False |
False |
|
| 80 |
2,597.02 |
2,417.35 |
179.67 |
7.0% |
11.29 |
0.4% |
93% |
False |
False |
|
| 100 |
2,597.02 |
2,405.70 |
191.32 |
7.4% |
11.68 |
0.5% |
94% |
False |
False |
|
| 120 |
2,597.02 |
2,403.62 |
193.40 |
7.5% |
11.70 |
0.5% |
94% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.68 |
|
2.618 |
2,622.17 |
|
1.618 |
2,608.99 |
|
1.000 |
2,600.84 |
|
0.618 |
2,595.81 |
|
HIGH |
2,587.66 |
|
0.618 |
2,582.63 |
|
0.500 |
2,581.07 |
|
0.382 |
2,579.51 |
|
LOW |
2,574.48 |
|
0.618 |
2,566.33 |
|
1.000 |
2,561.30 |
|
1.618 |
2,553.15 |
|
2.618 |
2,539.97 |
|
4.250 |
2,518.47 |
|
|