| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2016 |
16-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
3,029.0 |
3,048.0 |
19.0 |
0.6% |
2,982.0 |
| High |
3,045.0 |
3,048.0 |
3.0 |
0.1% |
3,085.0 |
| Low |
3,016.0 |
2,996.0 |
-20.0 |
-0.7% |
2,868.0 |
| Close |
3,039.0 |
3,013.0 |
-26.0 |
-0.9% |
3,007.0 |
| Range |
29.0 |
52.0 |
23.0 |
79.3% |
217.0 |
| ATR |
49.6 |
49.8 |
0.2 |
0.3% |
0.0 |
| Volume |
294 |
13,946 |
13,652 |
4,643.5% |
83,682 |
|
| Daily Pivots for day following 16-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,175.0 |
3,146.0 |
3,041.6 |
|
| R3 |
3,123.0 |
3,094.0 |
3,027.3 |
|
| R2 |
3,071.0 |
3,071.0 |
3,022.5 |
|
| R1 |
3,042.0 |
3,042.0 |
3,017.8 |
3,030.5 |
| PP |
3,019.0 |
3,019.0 |
3,019.0 |
3,013.3 |
| S1 |
2,990.0 |
2,990.0 |
3,008.2 |
2,978.5 |
| S2 |
2,967.0 |
2,967.0 |
3,003.5 |
|
| S3 |
2,915.0 |
2,938.0 |
2,998.7 |
|
| S4 |
2,863.0 |
2,886.0 |
2,984.4 |
|
|
| Weekly Pivots for week ending 11-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,637.7 |
3,539.3 |
3,126.4 |
|
| R3 |
3,420.7 |
3,322.3 |
3,066.7 |
|
| R2 |
3,203.7 |
3,203.7 |
3,046.8 |
|
| R1 |
3,105.3 |
3,105.3 |
3,026.9 |
3,154.5 |
| PP |
2,986.7 |
2,986.7 |
2,986.7 |
3,011.3 |
| S1 |
2,888.3 |
2,888.3 |
2,987.1 |
2,937.5 |
| S2 |
2,769.7 |
2,769.7 |
2,967.2 |
|
| S3 |
2,552.7 |
2,671.3 |
2,947.3 |
|
| S4 |
2,335.7 |
2,454.3 |
2,887.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,085.0 |
2,996.0 |
89.0 |
3.0% |
48.2 |
1.6% |
19% |
False |
True |
5,363 |
| 10 |
3,085.0 |
2,868.0 |
217.0 |
7.2% |
55.6 |
1.8% |
67% |
False |
False |
11,058 |
| 20 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
44.2 |
1.5% |
66% |
False |
False |
14,863 |
| 40 |
3,088.0 |
2,868.0 |
220.0 |
7.3% |
42.3 |
1.4% |
66% |
False |
False |
8,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,269.0 |
|
2.618 |
3,184.1 |
|
1.618 |
3,132.1 |
|
1.000 |
3,100.0 |
|
0.618 |
3,080.1 |
|
HIGH |
3,048.0 |
|
0.618 |
3,028.1 |
|
0.500 |
3,022.0 |
|
0.382 |
3,015.9 |
|
LOW |
2,996.0 |
|
0.618 |
2,963.9 |
|
1.000 |
2,944.0 |
|
1.618 |
2,911.9 |
|
2.618 |
2,859.9 |
|
4.250 |
2,775.0 |
|
|