| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,980.0 |
2,961.0 |
-19.0 |
-0.6% |
3,067.0 |
| High |
2,985.0 |
2,980.0 |
-5.0 |
-0.2% |
3,088.0 |
| Low |
2,951.0 |
2,946.0 |
-5.0 |
-0.2% |
3,032.0 |
| Close |
2,964.0 |
2,957.0 |
-7.0 |
-0.2% |
3,059.0 |
| Range |
34.0 |
34.0 |
0.0 |
0.0% |
56.0 |
| ATR |
39.6 |
39.2 |
-0.4 |
-1.0% |
0.0 |
| Volume |
70,348 |
519 |
-69,829 |
-99.3% |
5,730 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,063.0 |
3,044.0 |
2,975.7 |
|
| R3 |
3,029.0 |
3,010.0 |
2,966.4 |
|
| R2 |
2,995.0 |
2,995.0 |
2,963.2 |
|
| R1 |
2,976.0 |
2,976.0 |
2,960.1 |
2,968.5 |
| PP |
2,961.0 |
2,961.0 |
2,961.0 |
2,957.3 |
| S1 |
2,942.0 |
2,942.0 |
2,953.9 |
2,934.5 |
| S2 |
2,927.0 |
2,927.0 |
2,950.8 |
|
| S3 |
2,893.0 |
2,908.0 |
2,947.7 |
|
| S4 |
2,859.0 |
2,874.0 |
2,938.3 |
|
|
| 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 |
3,064.0 |
2,946.0 |
118.0 |
4.0% |
39.8 |
1.3% |
9% |
False |
True |
32,287 |
| 10 |
3,088.0 |
2,946.0 |
142.0 |
4.8% |
32.4 |
1.1% |
8% |
False |
True |
17,716 |
| 20 |
3,088.0 |
2,935.0 |
153.0 |
5.2% |
33.6 |
1.1% |
14% |
False |
False |
10,865 |
| 40 |
3,088.0 |
2,900.0 |
188.0 |
6.4% |
37.3 |
1.3% |
30% |
False |
False |
7,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,124.5 |
|
2.618 |
3,069.0 |
|
1.618 |
3,035.0 |
|
1.000 |
3,014.0 |
|
0.618 |
3,001.0 |
|
HIGH |
2,980.0 |
|
0.618 |
2,967.0 |
|
0.500 |
2,963.0 |
|
0.382 |
2,959.0 |
|
LOW |
2,946.0 |
|
0.618 |
2,925.0 |
|
1.000 |
2,912.0 |
|
1.618 |
2,891.0 |
|
2.618 |
2,857.0 |
|
4.250 |
2,801.5 |
|
|