| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,128.00 |
2,121.75 |
-6.25 |
-0.3% |
2,130.75 |
| High |
2,138.25 |
2,129.75 |
-8.50 |
-0.4% |
2,143.75 |
| Low |
2,117.50 |
2,107.50 |
-10.00 |
-0.5% |
2,107.50 |
| Close |
2,118.00 |
2,118.50 |
0.50 |
0.0% |
2,118.50 |
| Range |
20.75 |
22.25 |
1.50 |
7.2% |
36.25 |
| ATR |
19.10 |
19.33 |
0.22 |
1.2% |
0.00 |
| Volume |
3,109 |
5,354 |
2,245 |
72.2% |
15,644 |
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,185.25 |
2,174.25 |
2,130.75 |
|
| R3 |
2,163.00 |
2,152.00 |
2,124.50 |
|
| R2 |
2,140.75 |
2,140.75 |
2,122.50 |
|
| R1 |
2,129.75 |
2,129.75 |
2,120.50 |
2,124.00 |
| PP |
2,118.50 |
2,118.50 |
2,118.50 |
2,115.75 |
| S1 |
2,107.50 |
2,107.50 |
2,116.50 |
2,102.00 |
| S2 |
2,096.25 |
2,096.25 |
2,114.50 |
|
| S3 |
2,074.00 |
2,085.25 |
2,112.50 |
|
| S4 |
2,051.75 |
2,063.00 |
2,106.25 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.00 |
2,211.50 |
2,138.50 |
|
| R3 |
2,195.75 |
2,175.25 |
2,128.50 |
|
| R2 |
2,159.50 |
2,159.50 |
2,125.25 |
|
| R1 |
2,139.00 |
2,139.00 |
2,121.75 |
2,131.00 |
| PP |
2,123.25 |
2,123.25 |
2,123.25 |
2,119.25 |
| S1 |
2,102.75 |
2,102.75 |
2,115.25 |
2,095.00 |
| S2 |
2,087.00 |
2,087.00 |
2,111.75 |
|
| S3 |
2,050.75 |
2,066.50 |
2,108.50 |
|
| S4 |
2,014.50 |
2,030.25 |
2,098.50 |
|
|
| 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 |
2,107.50 |
36.25 |
1.7% |
17.00 |
0.8% |
30% |
False |
True |
3,128 |
| 10 |
2,143.75 |
2,107.50 |
36.25 |
1.7% |
16.25 |
0.8% |
30% |
False |
True |
2,565 |
| 20 |
2,157.75 |
2,102.50 |
55.25 |
2.6% |
18.50 |
0.9% |
29% |
False |
False |
2,550 |
| 40 |
2,176.25 |
2,094.00 |
82.25 |
3.9% |
21.50 |
1.0% |
30% |
False |
False |
1,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,224.25 |
|
2.618 |
2,188.00 |
|
1.618 |
2,165.75 |
|
1.000 |
2,152.00 |
|
0.618 |
2,143.50 |
|
HIGH |
2,129.75 |
|
0.618 |
2,121.25 |
|
0.500 |
2,118.50 |
|
0.382 |
2,116.00 |
|
LOW |
2,107.50 |
|
0.618 |
2,093.75 |
|
1.000 |
2,085.25 |
|
1.618 |
2,071.50 |
|
2.618 |
2,049.25 |
|
4.250 |
2,013.00 |
|
|