| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,099.00 |
2,083.50 |
-15.50 |
-0.7% |
2,130.75 |
| High |
2,100.75 |
2,093.00 |
-7.75 |
-0.4% |
2,143.75 |
| Low |
2,081.75 |
2,074.50 |
-7.25 |
-0.3% |
2,107.50 |
| Close |
2,086.75 |
2,078.25 |
-8.50 |
-0.4% |
2,118.50 |
| Range |
19.00 |
18.50 |
-0.50 |
-2.6% |
36.25 |
| ATR |
20.24 |
20.12 |
-0.12 |
-0.6% |
0.00 |
| Volume |
3,591 |
6,469 |
2,878 |
80.1% |
15,644 |
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,137.50 |
2,126.25 |
2,088.50 |
|
| R3 |
2,119.00 |
2,107.75 |
2,083.25 |
|
| R2 |
2,100.50 |
2,100.50 |
2,081.75 |
|
| R1 |
2,089.25 |
2,089.25 |
2,080.00 |
2,085.50 |
| PP |
2,082.00 |
2,082.00 |
2,082.00 |
2,080.00 |
| S1 |
2,070.75 |
2,070.75 |
2,076.50 |
2,067.00 |
| S2 |
2,063.50 |
2,063.50 |
2,074.75 |
|
| S3 |
2,045.00 |
2,052.25 |
2,073.25 |
|
| S4 |
2,026.50 |
2,033.75 |
2,068.00 |
|
|
| 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 |
2,129.75 |
2,074.50 |
55.25 |
2.7% |
22.50 |
1.1% |
7% |
False |
True |
4,262 |
| 10 |
2,143.75 |
2,074.50 |
69.25 |
3.3% |
19.00 |
0.9% |
5% |
False |
True |
3,325 |
| 20 |
2,157.75 |
2,074.50 |
83.25 |
4.0% |
19.50 |
0.9% |
5% |
False |
True |
2,868 |
| 40 |
2,166.75 |
2,074.50 |
92.25 |
4.4% |
22.50 |
1.1% |
4% |
False |
True |
2,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,141.50 |
|
1.618 |
2,123.00 |
|
1.000 |
2,111.50 |
|
0.618 |
2,104.50 |
|
HIGH |
2,093.00 |
|
0.618 |
2,086.00 |
|
0.500 |
2,083.75 |
|
0.382 |
2,081.50 |
|
LOW |
2,074.50 |
|
0.618 |
2,063.00 |
|
1.000 |
2,056.00 |
|
1.618 |
2,044.50 |
|
2.618 |
2,026.00 |
|
4.250 |
1,996.00 |
|
|