| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2016 |
31-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,121.75 |
2,115.00 |
-6.75 |
-0.3% |
2,130.75 |
| High |
2,129.75 |
2,124.75 |
-5.00 |
-0.2% |
2,143.75 |
| Low |
2,107.50 |
2,110.00 |
2.50 |
0.1% |
2,107.50 |
| Close |
2,118.50 |
2,114.50 |
-4.00 |
-0.2% |
2,118.50 |
| Range |
22.25 |
14.75 |
-7.50 |
-33.7% |
36.25 |
| ATR |
19.33 |
19.00 |
-0.33 |
-1.7% |
0.00 |
| Volume |
5,354 |
1,777 |
-3,577 |
-66.8% |
15,644 |
|
| Daily Pivots for day following 31-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.75 |
2,152.25 |
2,122.50 |
|
| R3 |
2,146.00 |
2,137.50 |
2,118.50 |
|
| R2 |
2,131.25 |
2,131.25 |
2,117.25 |
|
| R1 |
2,122.75 |
2,122.75 |
2,115.75 |
2,119.50 |
| PP |
2,116.50 |
2,116.50 |
2,116.50 |
2,114.75 |
| S1 |
2,108.00 |
2,108.00 |
2,113.25 |
2,105.00 |
| S2 |
2,101.75 |
2,101.75 |
2,111.75 |
|
| S3 |
2,087.00 |
2,093.25 |
2,110.50 |
|
| S4 |
2,072.25 |
2,078.50 |
2,106.50 |
|
|
| 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% |
17.25 |
0.8% |
19% |
False |
False |
3,238 |
| 10 |
2,143.75 |
2,107.50 |
36.25 |
1.7% |
16.50 |
0.8% |
19% |
False |
False |
2,603 |
| 20 |
2,157.75 |
2,102.50 |
55.25 |
2.6% |
18.25 |
0.9% |
22% |
False |
False |
2,581 |
| 40 |
2,176.25 |
2,094.00 |
82.25 |
3.9% |
21.50 |
1.0% |
25% |
False |
False |
2,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.50 |
|
2.618 |
2,163.25 |
|
1.618 |
2,148.50 |
|
1.000 |
2,139.50 |
|
0.618 |
2,133.75 |
|
HIGH |
2,124.75 |
|
0.618 |
2,119.00 |
|
0.500 |
2,117.50 |
|
0.382 |
2,115.75 |
|
LOW |
2,110.00 |
|
0.618 |
2,101.00 |
|
1.000 |
2,095.25 |
|
1.618 |
2,086.25 |
|
2.618 |
2,071.50 |
|
4.250 |
2,047.25 |
|
|