| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
2,083.50 |
2,079.50 |
-4.00 |
-0.2% |
2,115.00 |
| High |
2,093.00 |
2,088.25 |
-4.75 |
-0.2% |
2,124.75 |
| Low |
2,074.50 |
2,073.50 |
-1.00 |
0.0% |
2,073.50 |
| Close |
2,078.25 |
2,074.50 |
-3.75 |
-0.2% |
2,074.50 |
| Range |
18.50 |
14.75 |
-3.75 |
-20.3% |
51.25 |
| ATR |
20.12 |
19.74 |
-0.38 |
-1.9% |
0.00 |
| Volume |
6,469 |
3,568 |
-2,901 |
-44.8% |
19,528 |
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.00 |
2,113.50 |
2,082.50 |
|
| R3 |
2,108.25 |
2,098.75 |
2,078.50 |
|
| R2 |
2,093.50 |
2,093.50 |
2,077.25 |
|
| R1 |
2,084.00 |
2,084.00 |
2,075.75 |
2,081.50 |
| PP |
2,078.75 |
2,078.75 |
2,078.75 |
2,077.50 |
| S1 |
2,069.25 |
2,069.25 |
2,073.25 |
2,066.50 |
| S2 |
2,064.00 |
2,064.00 |
2,071.75 |
|
| S3 |
2,049.25 |
2,054.50 |
2,070.50 |
|
| S4 |
2,034.50 |
2,039.75 |
2,066.50 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.75 |
2,210.75 |
2,102.75 |
|
| R3 |
2,193.50 |
2,159.50 |
2,088.50 |
|
| R2 |
2,142.25 |
2,142.25 |
2,084.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,079.25 |
2,099.50 |
| PP |
2,091.00 |
2,091.00 |
2,091.00 |
2,086.50 |
| S1 |
2,057.00 |
2,057.00 |
2,069.75 |
2,048.50 |
| S2 |
2,039.75 |
2,039.75 |
2,065.00 |
|
| S3 |
1,988.50 |
2,005.75 |
2,060.50 |
|
| S4 |
1,937.25 |
1,954.50 |
2,046.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,124.75 |
2,073.50 |
51.25 |
2.5% |
21.00 |
1.0% |
2% |
False |
True |
3,905 |
| 10 |
2,143.75 |
2,073.50 |
70.25 |
3.4% |
19.00 |
0.9% |
1% |
False |
True |
3,517 |
| 20 |
2,157.75 |
2,073.50 |
84.25 |
4.1% |
19.00 |
0.9% |
1% |
False |
True |
2,949 |
| 40 |
2,166.75 |
2,073.50 |
93.25 |
4.5% |
21.50 |
1.0% |
1% |
False |
True |
2,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,151.00 |
|
2.618 |
2,126.75 |
|
1.618 |
2,112.00 |
|
1.000 |
2,103.00 |
|
0.618 |
2,097.25 |
|
HIGH |
2,088.25 |
|
0.618 |
2,082.50 |
|
0.500 |
2,081.00 |
|
0.382 |
2,079.25 |
|
LOW |
2,073.50 |
|
0.618 |
2,064.50 |
|
1.000 |
2,058.75 |
|
1.618 |
2,049.75 |
|
2.618 |
2,035.00 |
|
4.250 |
2,010.75 |
|
|