| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,579.49 |
2,589.17 |
9.68 |
0.4% |
2,576.53 |
| High |
2,584.64 |
2,601.19 |
16.55 |
0.6% |
2,590.09 |
| Low |
2,578.24 |
2,589.17 |
10.93 |
0.4% |
2,557.45 |
| Close |
2,582.14 |
2,599.03 |
16.89 |
0.7% |
2,578.85 |
| Range |
6.40 |
12.02 |
5.62 |
87.8% |
32.64 |
| ATR |
13.38 |
13.79 |
0.40 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,632.52 |
2,627.80 |
2,605.64 |
|
| R3 |
2,620.50 |
2,615.78 |
2,602.34 |
|
| R2 |
2,608.48 |
2,608.48 |
2,601.23 |
|
| R1 |
2,603.76 |
2,603.76 |
2,600.13 |
2,606.12 |
| PP |
2,596.46 |
2,596.46 |
2,596.46 |
2,597.65 |
| S1 |
2,591.74 |
2,591.74 |
2,597.93 |
2,594.10 |
| S2 |
2,584.44 |
2,584.44 |
2,596.83 |
|
| S3 |
2,572.42 |
2,579.72 |
2,595.72 |
|
| S4 |
2,560.40 |
2,567.70 |
2,592.42 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,673.38 |
2,658.76 |
2,596.80 |
|
| R3 |
2,640.74 |
2,626.12 |
2,587.83 |
|
| R2 |
2,608.10 |
2,608.10 |
2,584.83 |
|
| R1 |
2,593.48 |
2,593.48 |
2,581.84 |
2,600.79 |
| PP |
2,575.46 |
2,575.46 |
2,575.46 |
2,579.12 |
| S1 |
2,560.84 |
2,560.84 |
2,575.86 |
2,568.15 |
| S2 |
2,542.82 |
2,542.82 |
2,572.87 |
|
| S3 |
2,510.18 |
2,528.20 |
2,569.87 |
|
| S4 |
2,477.54 |
2,495.56 |
2,560.90 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,601.19 |
2,557.45 |
43.74 |
1.7% |
11.46 |
0.4% |
95% |
True |
False |
|
| 10 |
2,601.19 |
2,557.45 |
43.74 |
1.7% |
12.23 |
0.5% |
95% |
True |
False |
|
| 20 |
2,601.19 |
2,544.00 |
57.19 |
2.2% |
12.42 |
0.5% |
96% |
True |
False |
|
| 40 |
2,601.19 |
2,495.91 |
105.28 |
4.1% |
10.61 |
0.4% |
98% |
True |
False |
|
| 60 |
2,601.19 |
2,428.21 |
172.98 |
6.7% |
10.61 |
0.4% |
99% |
True |
False |
|
| 80 |
2,601.19 |
2,417.35 |
183.84 |
7.1% |
11.40 |
0.4% |
99% |
True |
False |
|
| 100 |
2,601.19 |
2,407.70 |
193.49 |
7.4% |
11.31 |
0.4% |
99% |
True |
False |
|
| 120 |
2,601.19 |
2,405.70 |
195.49 |
7.5% |
11.76 |
0.5% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.28 |
|
2.618 |
2,632.66 |
|
1.618 |
2,620.64 |
|
1.000 |
2,613.21 |
|
0.618 |
2,608.62 |
|
HIGH |
2,601.19 |
|
0.618 |
2,596.60 |
|
0.500 |
2,595.18 |
|
0.382 |
2,593.76 |
|
LOW |
2,589.17 |
|
0.618 |
2,581.74 |
|
1.000 |
2,577.15 |
|
1.618 |
2,569.72 |
|
2.618 |
2,557.70 |
|
4.250 |
2,538.09 |
|
|