| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
2,576.25 |
2,567.50 |
-8.75 |
-0.3% |
2,573.50 |
| High |
2,578.00 |
2,575.25 |
-2.75 |
-0.1% |
2,580.75 |
| Low |
2,566.00 |
2,567.50 |
1.50 |
0.1% |
2,542.00 |
| Close |
2,568.50 |
2,573.00 |
4.50 |
0.2% |
2,578.50 |
| Range |
12.00 |
7.75 |
-4.25 |
-35.4% |
38.75 |
| ATR |
12.58 |
12.24 |
-0.35 |
-2.7% |
0.00 |
| Volume |
5,350 |
3,315 |
-2,035 |
-38.0% |
39,292 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,595.25 |
2,591.75 |
2,577.25 |
|
| R3 |
2,587.50 |
2,584.00 |
2,575.25 |
|
| R2 |
2,579.75 |
2,579.75 |
2,574.50 |
|
| R1 |
2,576.25 |
2,576.25 |
2,573.75 |
2,578.00 |
| PP |
2,572.00 |
2,572.00 |
2,572.00 |
2,572.75 |
| S1 |
2,568.50 |
2,568.50 |
2,572.25 |
2,570.25 |
| S2 |
2,564.25 |
2,564.25 |
2,571.50 |
|
| S3 |
2,556.50 |
2,560.75 |
2,570.75 |
|
| S4 |
2,548.75 |
2,553.00 |
2,568.75 |
|
|
| 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% |
15.25 |
0.6% |
80% |
False |
False |
6,183 |
| 10 |
2,580.75 |
2,542.00 |
38.75 |
1.5% |
13.75 |
0.5% |
80% |
False |
False |
6,162 |
| 20 |
2,580.75 |
2,529.00 |
51.75 |
2.0% |
11.50 |
0.4% |
85% |
False |
False |
4,514 |
| 40 |
2,580.75 |
2,454.00 |
126.75 |
4.9% |
11.00 |
0.4% |
94% |
False |
False |
2,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,608.25 |
|
2.618 |
2,595.50 |
|
1.618 |
2,587.75 |
|
1.000 |
2,583.00 |
|
0.618 |
2,580.00 |
|
HIGH |
2,575.25 |
|
0.618 |
2,572.25 |
|
0.500 |
2,571.50 |
|
0.382 |
2,570.50 |
|
LOW |
2,567.50 |
|
0.618 |
2,562.75 |
|
1.000 |
2,559.75 |
|
1.618 |
2,555.00 |
|
2.618 |
2,547.25 |
|
4.250 |
2,534.50 |
|
|