| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2016 |
01-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,115.00 |
2,117.50 |
2.50 |
0.1% |
2,130.75 |
| High |
2,124.75 |
2,123.50 |
-1.25 |
-0.1% |
2,143.75 |
| Low |
2,110.00 |
2,085.75 |
-24.25 |
-1.1% |
2,107.50 |
| Close |
2,114.50 |
2,098.25 |
-16.25 |
-0.8% |
2,118.50 |
| Range |
14.75 |
37.75 |
23.00 |
155.9% |
36.25 |
| ATR |
19.00 |
20.34 |
1.34 |
7.0% |
0.00 |
| Volume |
1,777 |
4,123 |
2,346 |
132.0% |
15,644 |
|
| Daily Pivots for day following 01-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,215.75 |
2,194.75 |
2,119.00 |
|
| R3 |
2,178.00 |
2,157.00 |
2,108.75 |
|
| R2 |
2,140.25 |
2,140.25 |
2,105.25 |
|
| R1 |
2,119.25 |
2,119.25 |
2,101.75 |
2,111.00 |
| PP |
2,102.50 |
2,102.50 |
2,102.50 |
2,098.25 |
| S1 |
2,081.50 |
2,081.50 |
2,094.75 |
2,073.00 |
| S2 |
2,064.75 |
2,064.75 |
2,091.25 |
|
| S3 |
2,027.00 |
2,043.75 |
2,087.75 |
|
| S4 |
1,989.25 |
2,006.00 |
2,077.50 |
|
|
| 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 |
2,138.25 |
2,085.75 |
52.50 |
2.5% |
22.00 |
1.1% |
24% |
False |
True |
3,597 |
| 10 |
2,143.75 |
2,085.75 |
58.00 |
2.8% |
18.50 |
0.9% |
22% |
False |
True |
2,887 |
| 20 |
2,157.75 |
2,085.75 |
72.00 |
3.4% |
19.00 |
0.9% |
17% |
False |
True |
2,558 |
| 40 |
2,176.25 |
2,085.75 |
90.50 |
4.3% |
22.00 |
1.1% |
14% |
False |
True |
2,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,284.00 |
|
2.618 |
2,222.25 |
|
1.618 |
2,184.50 |
|
1.000 |
2,161.25 |
|
0.618 |
2,146.75 |
|
HIGH |
2,123.50 |
|
0.618 |
2,109.00 |
|
0.500 |
2,104.50 |
|
0.382 |
2,100.25 |
|
LOW |
2,085.75 |
|
0.618 |
2,062.50 |
|
1.000 |
2,048.00 |
|
1.618 |
2,024.75 |
|
2.618 |
1,987.00 |
|
4.250 |
1,925.25 |
|
|