| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,129.00 |
2,128.00 |
-1.00 |
0.0% |
2,121.25 |
| High |
2,134.50 |
2,138.25 |
3.75 |
0.2% |
2,138.50 |
| Low |
2,119.75 |
2,117.50 |
-2.25 |
-0.1% |
2,111.75 |
| Close |
2,128.75 |
2,118.00 |
-10.75 |
-0.5% |
2,129.25 |
| Range |
14.75 |
20.75 |
6.00 |
40.7% |
26.75 |
| ATR |
18.97 |
19.10 |
0.13 |
0.7% |
0.00 |
| Volume |
3,625 |
3,109 |
-516 |
-14.2% |
10,008 |
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.75 |
2,173.25 |
2,129.50 |
|
| R3 |
2,166.00 |
2,152.50 |
2,123.75 |
|
| R2 |
2,145.25 |
2,145.25 |
2,121.75 |
|
| R1 |
2,131.75 |
2,131.75 |
2,120.00 |
2,128.00 |
| PP |
2,124.50 |
2,124.50 |
2,124.50 |
2,122.75 |
| S1 |
2,111.00 |
2,111.00 |
2,116.00 |
2,107.50 |
| S2 |
2,103.75 |
2,103.75 |
2,114.25 |
|
| S3 |
2,083.00 |
2,090.25 |
2,112.25 |
|
| S4 |
2,062.25 |
2,069.50 |
2,106.50 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.75 |
2,194.75 |
2,144.00 |
|
| R3 |
2,180.00 |
2,168.00 |
2,136.50 |
|
| R2 |
2,153.25 |
2,153.25 |
2,134.25 |
|
| R1 |
2,141.25 |
2,141.25 |
2,131.75 |
2,147.25 |
| PP |
2,126.50 |
2,126.50 |
2,126.50 |
2,129.50 |
| S1 |
2,114.50 |
2,114.50 |
2,126.75 |
2,120.50 |
| S2 |
2,099.75 |
2,099.75 |
2,124.25 |
|
| S3 |
2,073.00 |
2,087.75 |
2,122.00 |
|
| S4 |
2,046.25 |
2,061.00 |
2,114.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,143.75 |
2,117.50 |
26.25 |
1.2% |
15.50 |
0.7% |
2% |
False |
True |
2,389 |
| 10 |
2,143.75 |
2,111.75 |
32.00 |
1.5% |
16.25 |
0.8% |
20% |
False |
False |
2,266 |
| 20 |
2,162.25 |
2,102.50 |
59.75 |
2.8% |
18.75 |
0.9% |
26% |
False |
False |
2,406 |
| 40 |
2,176.25 |
2,094.00 |
82.25 |
3.9% |
21.50 |
1.0% |
29% |
False |
False |
1,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,226.50 |
|
2.618 |
2,192.50 |
|
1.618 |
2,171.75 |
|
1.000 |
2,159.00 |
|
0.618 |
2,151.00 |
|
HIGH |
2,138.25 |
|
0.618 |
2,130.25 |
|
0.500 |
2,128.00 |
|
0.382 |
2,125.50 |
|
LOW |
2,117.50 |
|
0.618 |
2,104.75 |
|
1.000 |
2,096.75 |
|
1.618 |
2,084.00 |
|
2.618 |
2,063.25 |
|
4.250 |
2,029.25 |
|
|