| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,961.0 |
2,954.0 |
-7.0 |
-0.2% |
3,052.0 |
| High |
2,980.0 |
2,954.0 |
-26.0 |
-0.9% |
3,060.0 |
| Low |
2,946.0 |
2,919.0 |
-27.0 |
-0.9% |
2,919.0 |
| Close |
2,957.0 |
2,938.0 |
-19.0 |
-0.6% |
2,938.0 |
| Range |
34.0 |
35.0 |
1.0 |
2.9% |
141.0 |
| ATR |
39.2 |
39.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
519 |
11,930 |
11,411 |
2,198.7% |
173,331 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,042.0 |
3,025.0 |
2,957.3 |
|
| R3 |
3,007.0 |
2,990.0 |
2,947.6 |
|
| R2 |
2,972.0 |
2,972.0 |
2,944.4 |
|
| R1 |
2,955.0 |
2,955.0 |
2,941.2 |
2,946.0 |
| PP |
2,937.0 |
2,937.0 |
2,937.0 |
2,932.5 |
| S1 |
2,920.0 |
2,920.0 |
2,934.8 |
2,911.0 |
| S2 |
2,902.0 |
2,902.0 |
2,931.6 |
|
| S3 |
2,867.0 |
2,885.0 |
2,928.4 |
|
| S4 |
2,832.0 |
2,850.0 |
2,918.8 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.3 |
3,307.7 |
3,015.6 |
|
| R3 |
3,254.3 |
3,166.7 |
2,976.8 |
|
| R2 |
3,113.3 |
3,113.3 |
2,963.9 |
|
| R1 |
3,025.7 |
3,025.7 |
2,950.9 |
2,999.0 |
| PP |
2,972.3 |
2,972.3 |
2,972.3 |
2,959.0 |
| S1 |
2,884.7 |
2,884.7 |
2,925.1 |
2,858.0 |
| S2 |
2,831.3 |
2,831.3 |
2,912.2 |
|
| S3 |
2,690.3 |
2,743.7 |
2,899.2 |
|
| S4 |
2,549.3 |
2,602.7 |
2,860.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,060.0 |
2,919.0 |
141.0 |
4.8% |
40.4 |
1.4% |
13% |
False |
True |
34,666 |
| 10 |
3,088.0 |
2,919.0 |
169.0 |
5.8% |
33.7 |
1.1% |
11% |
False |
True |
17,906 |
| 20 |
3,088.0 |
2,919.0 |
169.0 |
5.8% |
33.4 |
1.1% |
11% |
False |
True |
11,456 |
| 40 |
3,088.0 |
2,900.0 |
188.0 |
6.4% |
36.9 |
1.3% |
20% |
False |
False |
7,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,102.8 |
|
2.618 |
3,045.6 |
|
1.618 |
3,010.6 |
|
1.000 |
2,989.0 |
|
0.618 |
2,975.6 |
|
HIGH |
2,954.0 |
|
0.618 |
2,940.6 |
|
0.500 |
2,936.5 |
|
0.382 |
2,932.4 |
|
LOW |
2,919.0 |
|
0.618 |
2,897.4 |
|
1.000 |
2,884.0 |
|
1.618 |
2,862.4 |
|
2.618 |
2,827.4 |
|
4.250 |
2,770.3 |
|
|