| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2017 |
23-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,561.00 |
2,573.50 |
12.50 |
0.5% |
2,553.25 |
| High |
2,574.75 |
2,577.25 |
2.50 |
0.1% |
2,574.75 |
| Low |
2,560.00 |
2,562.00 |
2.00 |
0.1% |
2,543.25 |
| Close |
2,574.50 |
2,563.75 |
-10.75 |
-0.4% |
2,574.50 |
| Range |
14.75 |
15.25 |
0.50 |
3.4% |
31.50 |
| ATR |
10.93 |
11.24 |
0.31 |
2.8% |
0.00 |
| Volume |
4,916 |
9,533 |
4,617 |
93.9% |
21,229 |
|
| Daily Pivots for day following 23-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,613.50 |
2,603.75 |
2,572.25 |
|
| R3 |
2,598.25 |
2,588.50 |
2,568.00 |
|
| R2 |
2,583.00 |
2,583.00 |
2,566.50 |
|
| R1 |
2,573.25 |
2,573.25 |
2,565.25 |
2,570.50 |
| PP |
2,567.75 |
2,567.75 |
2,567.75 |
2,566.25 |
| S1 |
2,558.00 |
2,558.00 |
2,562.25 |
2,555.25 |
| S2 |
2,552.50 |
2,552.50 |
2,561.00 |
|
| S3 |
2,537.25 |
2,542.75 |
2,559.50 |
|
| S4 |
2,522.00 |
2,527.50 |
2,555.25 |
|
|
| Weekly Pivots for week ending 20-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,658.75 |
2,648.00 |
2,591.75 |
|
| R3 |
2,627.25 |
2,616.50 |
2,583.25 |
|
| R2 |
2,595.75 |
2,595.75 |
2,580.25 |
|
| R1 |
2,585.00 |
2,585.00 |
2,577.50 |
2,590.50 |
| PP |
2,564.25 |
2,564.25 |
2,564.25 |
2,566.75 |
| S1 |
2,553.50 |
2,553.50 |
2,571.50 |
2,559.00 |
| S2 |
2,532.75 |
2,532.75 |
2,568.75 |
|
| S3 |
2,501.25 |
2,522.00 |
2,565.75 |
|
| S4 |
2,469.75 |
2,490.50 |
2,557.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,577.25 |
2,543.25 |
34.00 |
1.3% |
11.75 |
0.5% |
60% |
True |
False |
5,627 |
| 10 |
2,577.25 |
2,543.25 |
34.00 |
1.3% |
10.00 |
0.4% |
60% |
True |
False |
4,058 |
| 20 |
2,577.25 |
2,491.75 |
85.50 |
3.3% |
10.50 |
0.4% |
84% |
True |
False |
3,317 |
| 40 |
2,577.25 |
2,418.25 |
159.00 |
6.2% |
11.50 |
0.4% |
92% |
True |
False |
2,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,642.00 |
|
2.618 |
2,617.25 |
|
1.618 |
2,602.00 |
|
1.000 |
2,592.50 |
|
0.618 |
2,586.75 |
|
HIGH |
2,577.25 |
|
0.618 |
2,571.50 |
|
0.500 |
2,569.50 |
|
0.382 |
2,567.75 |
|
LOW |
2,562.00 |
|
0.618 |
2,552.50 |
|
1.000 |
2,546.75 |
|
1.618 |
2,537.25 |
|
2.618 |
2,522.00 |
|
4.250 |
2,497.25 |
|
|