| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
2,980.0 |
-77.0 |
-2.5% |
3,067.0 |
| High |
3,060.0 |
2,985.0 |
-75.0 |
-2.5% |
3,088.0 |
| Low |
2,981.0 |
2,951.0 |
-30.0 |
-1.0% |
3,032.0 |
| Close |
3,000.0 |
2,964.0 |
-36.0 |
-1.2% |
3,059.0 |
| Range |
79.0 |
34.0 |
-45.0 |
-57.0% |
56.0 |
| ATR |
38.9 |
39.6 |
0.7 |
1.9% |
0.0 |
| Volume |
23,225 |
70,348 |
47,123 |
202.9% |
5,730 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,068.7 |
3,050.3 |
2,982.7 |
|
| R3 |
3,034.7 |
3,016.3 |
2,973.4 |
|
| R2 |
3,000.7 |
3,000.7 |
2,970.2 |
|
| R1 |
2,982.3 |
2,982.3 |
2,967.1 |
2,974.5 |
| PP |
2,966.7 |
2,966.7 |
2,966.7 |
2,962.8 |
| S1 |
2,948.3 |
2,948.3 |
2,960.9 |
2,940.5 |
| S2 |
2,932.7 |
2,932.7 |
2,957.8 |
|
| S3 |
2,898.7 |
2,914.3 |
2,954.7 |
|
| S4 |
2,864.7 |
2,880.3 |
2,945.3 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.7 |
3,199.3 |
3,089.8 |
|
| R3 |
3,171.7 |
3,143.3 |
3,074.4 |
|
| R2 |
3,115.7 |
3,115.7 |
3,069.3 |
|
| R1 |
3,087.3 |
3,087.3 |
3,064.1 |
3,073.5 |
| PP |
3,059.7 |
3,059.7 |
3,059.7 |
3,052.8 |
| S1 |
3,031.3 |
3,031.3 |
3,053.9 |
3,017.5 |
| S2 |
3,003.7 |
3,003.7 |
3,048.7 |
|
| S3 |
2,947.7 |
2,975.3 |
3,043.6 |
|
| S4 |
2,891.7 |
2,919.3 |
3,028.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,078.0 |
2,951.0 |
127.0 |
4.3% |
39.8 |
1.3% |
10% |
False |
True |
32,721 |
| 10 |
3,088.0 |
2,951.0 |
137.0 |
4.6% |
32.8 |
1.1% |
9% |
False |
True |
18,668 |
| 20 |
3,088.0 |
2,935.0 |
153.0 |
5.2% |
32.9 |
1.1% |
19% |
False |
False |
10,849 |
| 40 |
3,088.0 |
2,900.0 |
188.0 |
6.3% |
37.5 |
1.3% |
34% |
False |
False |
7,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,129.5 |
|
2.618 |
3,074.0 |
|
1.618 |
3,040.0 |
|
1.000 |
3,019.0 |
|
0.618 |
3,006.0 |
|
HIGH |
2,985.0 |
|
0.618 |
2,972.0 |
|
0.500 |
2,968.0 |
|
0.382 |
2,964.0 |
|
LOW |
2,951.0 |
|
0.618 |
2,930.0 |
|
1.000 |
2,917.0 |
|
1.618 |
2,896.0 |
|
2.618 |
2,862.0 |
|
4.250 |
2,806.5 |
|
|