| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,567.50 |
2,573.25 |
5.75 |
0.2% |
2,573.50 |
| High |
2,575.25 |
2,585.75 |
10.50 |
0.4% |
2,580.75 |
| Low |
2,567.50 |
2,571.50 |
4.00 |
0.2% |
2,542.00 |
| Close |
2,573.00 |
2,575.00 |
2.00 |
0.1% |
2,578.50 |
| Range |
7.75 |
14.25 |
6.50 |
83.9% |
38.75 |
| ATR |
12.24 |
12.38 |
0.14 |
1.2% |
0.00 |
| Volume |
3,315 |
4,935 |
1,620 |
48.9% |
39,292 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.25 |
2,611.75 |
2,582.75 |
|
| R3 |
2,606.00 |
2,597.50 |
2,579.00 |
|
| R2 |
2,591.75 |
2,591.75 |
2,577.50 |
|
| R1 |
2,583.25 |
2,583.25 |
2,576.25 |
2,587.50 |
| PP |
2,577.50 |
2,577.50 |
2,577.50 |
2,579.50 |
| S1 |
2,569.00 |
2,569.00 |
2,573.75 |
2,573.25 |
| S2 |
2,563.25 |
2,563.25 |
2,572.50 |
|
| S3 |
2,549.00 |
2,554.75 |
2,571.00 |
|
| S4 |
2,534.75 |
2,540.50 |
2,567.25 |
|
|
| 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 |
2,585.75 |
2,556.00 |
29.75 |
1.2% |
13.25 |
0.5% |
64% |
True |
False |
5,694 |
| 10 |
2,585.75 |
2,542.00 |
43.75 |
1.7% |
14.50 |
0.6% |
75% |
True |
False |
6,433 |
| 20 |
2,585.75 |
2,534.25 |
51.50 |
2.0% |
11.75 |
0.5% |
79% |
True |
False |
4,711 |
| 40 |
2,585.75 |
2,454.50 |
131.25 |
5.1% |
11.00 |
0.4% |
92% |
True |
False |
3,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.25 |
|
2.618 |
2,623.00 |
|
1.618 |
2,608.75 |
|
1.000 |
2,600.00 |
|
0.618 |
2,594.50 |
|
HIGH |
2,585.75 |
|
0.618 |
2,580.25 |
|
0.500 |
2,578.50 |
|
0.382 |
2,577.00 |
|
LOW |
2,571.50 |
|
0.618 |
2,562.75 |
|
1.000 |
2,557.25 |
|
1.618 |
2,548.50 |
|
2.618 |
2,534.25 |
|
4.250 |
2,511.00 |
|
|