| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2017 |
27-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,559.25 |
2,562.00 |
2.75 |
0.1% |
2,573.50 |
| High |
2,565.25 |
2,580.75 |
15.50 |
0.6% |
2,580.75 |
| Low |
2,556.00 |
2,558.00 |
2.00 |
0.1% |
2,542.00 |
| Close |
2,561.75 |
2,578.50 |
16.75 |
0.7% |
2,578.50 |
| Range |
9.25 |
22.75 |
13.50 |
145.9% |
38.75 |
| ATR |
11.81 |
12.59 |
0.78 |
6.6% |
0.00 |
| Volume |
8,567 |
6,305 |
-2,262 |
-26.4% |
39,292 |
|
| Daily Pivots for day following 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,640.75 |
2,632.25 |
2,591.00 |
|
| R3 |
2,618.00 |
2,609.50 |
2,584.75 |
|
| R2 |
2,595.25 |
2,595.25 |
2,582.75 |
|
| R1 |
2,586.75 |
2,586.75 |
2,580.50 |
2,591.00 |
| PP |
2,572.50 |
2,572.50 |
2,572.50 |
2,574.50 |
| S1 |
2,564.00 |
2,564.00 |
2,576.50 |
2,568.25 |
| S2 |
2,549.75 |
2,549.75 |
2,574.25 |
|
| S3 |
2,527.00 |
2,541.25 |
2,572.25 |
|
| S4 |
2,504.25 |
2,518.50 |
2,566.00 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,683.25 |
2,669.75 |
2,599.75 |
|
| R3 |
2,644.50 |
2,631.00 |
2,589.25 |
|
| R2 |
2,605.75 |
2,605.75 |
2,585.50 |
|
| R1 |
2,592.25 |
2,592.25 |
2,582.00 |
2,599.00 |
| PP |
2,567.00 |
2,567.00 |
2,567.00 |
2,570.50 |
| S1 |
2,553.50 |
2,553.50 |
2,575.00 |
2,560.25 |
| S2 |
2,528.25 |
2,528.25 |
2,571.50 |
|
| S3 |
2,489.50 |
2,514.75 |
2,567.75 |
|
| S4 |
2,450.75 |
2,476.00 |
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 |
2,580.75 |
2,542.00 |
38.75 |
1.5% |
15.75 |
0.6% |
94% |
True |
False |
7,858 |
| 10 |
2,580.75 |
2,542.00 |
38.75 |
1.5% |
13.00 |
0.5% |
94% |
True |
False |
6,052 |
| 20 |
2,580.75 |
2,517.00 |
63.75 |
2.5% |
11.25 |
0.4% |
96% |
True |
False |
4,358 |
| 40 |
2,580.75 |
2,443.00 |
137.75 |
5.3% |
11.25 |
0.4% |
98% |
True |
False |
2,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,677.50 |
|
2.618 |
2,640.25 |
|
1.618 |
2,617.50 |
|
1.000 |
2,603.50 |
|
0.618 |
2,594.75 |
|
HIGH |
2,580.75 |
|
0.618 |
2,572.00 |
|
0.500 |
2,569.50 |
|
0.382 |
2,566.75 |
|
LOW |
2,558.00 |
|
0.618 |
2,544.00 |
|
1.000 |
2,535.25 |
|
1.618 |
2,521.25 |
|
2.618 |
2,498.50 |
|
4.250 |
2,461.25 |
|
|