| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2016 |
07-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,954.0 |
2,982.0 |
28.0 |
0.9% |
3,052.0 |
| High |
2,954.0 |
2,995.0 |
41.0 |
1.4% |
3,060.0 |
| Low |
2,919.0 |
2,972.0 |
53.0 |
1.8% |
2,919.0 |
| Close |
2,938.0 |
2,986.0 |
48.0 |
1.6% |
2,938.0 |
| Range |
35.0 |
23.0 |
-12.0 |
-34.3% |
141.0 |
| ATR |
39.1 |
40.4 |
1.3 |
3.3% |
0.0 |
| Volume |
11,930 |
5,506 |
-6,424 |
-53.8% |
173,331 |
|
| Daily Pivots for day following 07-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,053.3 |
3,042.7 |
2,998.7 |
|
| R3 |
3,030.3 |
3,019.7 |
2,992.3 |
|
| R2 |
3,007.3 |
3,007.3 |
2,990.2 |
|
| R1 |
2,996.7 |
2,996.7 |
2,988.1 |
3,002.0 |
| PP |
2,984.3 |
2,984.3 |
2,984.3 |
2,987.0 |
| S1 |
2,973.7 |
2,973.7 |
2,983.9 |
2,979.0 |
| S2 |
2,961.3 |
2,961.3 |
2,981.8 |
|
| S3 |
2,938.3 |
2,950.7 |
2,979.7 |
|
| S4 |
2,915.3 |
2,927.7 |
2,973.4 |
|
|
| 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 |
4.7% |
41.0 |
1.4% |
48% |
False |
False |
22,305 |
| 10 |
3,088.0 |
2,919.0 |
169.0 |
5.7% |
33.9 |
1.1% |
40% |
False |
False |
18,439 |
| 20 |
3,088.0 |
2,919.0 |
169.0 |
5.7% |
32.1 |
1.1% |
40% |
False |
False |
11,227 |
| 40 |
3,088.0 |
2,900.0 |
188.0 |
6.3% |
36.2 |
1.2% |
46% |
False |
False |
6,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,092.8 |
|
2.618 |
3,055.2 |
|
1.618 |
3,032.2 |
|
1.000 |
3,018.0 |
|
0.618 |
3,009.2 |
|
HIGH |
2,995.0 |
|
0.618 |
2,986.2 |
|
0.500 |
2,983.5 |
|
0.382 |
2,980.8 |
|
LOW |
2,972.0 |
|
0.618 |
2,957.8 |
|
1.000 |
2,949.0 |
|
1.618 |
2,934.8 |
|
2.618 |
2,911.8 |
|
4.250 |
2,874.3 |
|
|