| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2016 |
02-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,117.50 |
2,099.00 |
-18.50 |
-0.9% |
2,130.75 |
| High |
2,123.50 |
2,100.75 |
-22.75 |
-1.1% |
2,143.75 |
| Low |
2,085.75 |
2,081.75 |
-4.00 |
-0.2% |
2,107.50 |
| Close |
2,098.25 |
2,086.75 |
-11.50 |
-0.5% |
2,118.50 |
| Range |
37.75 |
19.00 |
-18.75 |
-49.7% |
36.25 |
| ATR |
20.34 |
20.24 |
-0.10 |
-0.5% |
0.00 |
| Volume |
4,123 |
3,591 |
-532 |
-12.9% |
15,644 |
|
| Daily Pivots for day following 02-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.75 |
2,135.75 |
2,097.25 |
|
| R3 |
2,127.75 |
2,116.75 |
2,092.00 |
|
| R2 |
2,108.75 |
2,108.75 |
2,090.25 |
|
| R1 |
2,097.75 |
2,097.75 |
2,088.50 |
2,093.75 |
| PP |
2,089.75 |
2,089.75 |
2,089.75 |
2,087.75 |
| S1 |
2,078.75 |
2,078.75 |
2,085.00 |
2,074.75 |
| S2 |
2,070.75 |
2,070.75 |
2,083.25 |
|
| S3 |
2,051.75 |
2,059.75 |
2,081.50 |
|
| S4 |
2,032.75 |
2,040.75 |
2,076.25 |
|
|
| 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 |
2,138.25 |
2,081.75 |
56.50 |
2.7% |
23.00 |
1.1% |
9% |
False |
True |
3,590 |
| 10 |
2,143.75 |
2,081.75 |
62.00 |
3.0% |
18.75 |
0.9% |
8% |
False |
True |
3,029 |
| 20 |
2,157.75 |
2,081.75 |
76.00 |
3.6% |
19.25 |
0.9% |
7% |
False |
True |
2,626 |
| 40 |
2,176.25 |
2,081.75 |
94.50 |
4.5% |
22.25 |
1.1% |
5% |
False |
True |
2,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.50 |
|
2.618 |
2,150.50 |
|
1.618 |
2,131.50 |
|
1.000 |
2,119.75 |
|
0.618 |
2,112.50 |
|
HIGH |
2,100.75 |
|
0.618 |
2,093.50 |
|
0.500 |
2,091.25 |
|
0.382 |
2,089.00 |
|
LOW |
2,081.75 |
|
0.618 |
2,070.00 |
|
1.000 |
2,062.75 |
|
1.618 |
2,051.00 |
|
2.618 |
2,032.00 |
|
4.250 |
2,001.00 |
|
|