| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,577.75 |
2,569.45 |
-8.30 |
-0.3% |
2,587.47 |
| High |
2,579.66 |
2,572.84 |
-6.82 |
-0.3% |
2,597.02 |
| Low |
2,566.56 |
2,557.45 |
-9.11 |
-0.4% |
2,566.47 |
| Close |
2,578.87 |
2,564.62 |
-14.25 |
-0.6% |
2,582.30 |
| Range |
13.10 |
15.39 |
2.29 |
17.5% |
30.55 |
| ATR |
12.92 |
13.52 |
0.61 |
4.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,611.14 |
2,603.27 |
2,573.08 |
|
| R3 |
2,595.75 |
2,587.88 |
2,568.85 |
|
| R2 |
2,580.36 |
2,580.36 |
2,567.44 |
|
| R1 |
2,572.49 |
2,572.49 |
2,566.03 |
2,568.73 |
| PP |
2,564.97 |
2,564.97 |
2,564.97 |
2,563.09 |
| S1 |
2,557.10 |
2,557.10 |
2,563.21 |
2,553.34 |
| S2 |
2,549.58 |
2,549.58 |
2,561.80 |
|
| S3 |
2,534.19 |
2,541.71 |
2,560.39 |
|
| S4 |
2,518.80 |
2,526.32 |
2,556.16 |
|
|
| 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 |
2,587.66 |
2,557.45 |
30.21 |
1.2% |
13.99 |
0.5% |
24% |
False |
True |
|
| 10 |
2,597.02 |
2,557.45 |
39.57 |
1.5% |
12.74 |
0.5% |
18% |
False |
True |
|
| 20 |
2,597.02 |
2,544.00 |
53.02 |
2.1% |
12.47 |
0.5% |
39% |
False |
False |
|
| 40 |
2,597.02 |
2,488.38 |
108.64 |
4.2% |
10.51 |
0.4% |
70% |
False |
False |
|
| 60 |
2,597.02 |
2,428.21 |
168.81 |
6.6% |
10.63 |
0.4% |
81% |
False |
False |
|
| 80 |
2,597.02 |
2,417.35 |
179.67 |
7.0% |
11.49 |
0.4% |
82% |
False |
False |
|
| 100 |
2,597.02 |
2,405.70 |
191.32 |
7.5% |
11.73 |
0.5% |
83% |
False |
False |
|
| 120 |
2,597.02 |
2,403.62 |
193.40 |
7.5% |
11.81 |
0.5% |
83% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.25 |
|
2.618 |
2,613.13 |
|
1.618 |
2,597.74 |
|
1.000 |
2,588.23 |
|
0.618 |
2,582.35 |
|
HIGH |
2,572.84 |
|
0.618 |
2,566.96 |
|
0.500 |
2,565.15 |
|
0.382 |
2,563.33 |
|
LOW |
2,557.45 |
|
0.618 |
2,547.94 |
|
1.000 |
2,542.06 |
|
1.618 |
2,532.55 |
|
2.618 |
2,517.16 |
|
4.250 |
2,492.04 |
|
|