| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,573.25 |
2,572.50 |
-0.75 |
0.0% |
2,573.50 |
| High |
2,585.75 |
2,578.50 |
-7.25 |
-0.3% |
2,580.75 |
| Low |
2,571.50 |
2,562.75 |
-8.75 |
-0.3% |
2,542.00 |
| Close |
2,575.00 |
2,577.00 |
2.00 |
0.1% |
2,578.50 |
| Range |
14.25 |
15.75 |
1.50 |
10.5% |
38.75 |
| ATR |
12.38 |
12.62 |
0.24 |
1.9% |
0.00 |
| Volume |
4,935 |
6,464 |
1,529 |
31.0% |
39,292 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.00 |
2,614.25 |
2,585.75 |
|
| R3 |
2,604.25 |
2,598.50 |
2,581.25 |
|
| R2 |
2,588.50 |
2,588.50 |
2,580.00 |
|
| R1 |
2,582.75 |
2,582.75 |
2,578.50 |
2,585.50 |
| PP |
2,572.75 |
2,572.75 |
2,572.75 |
2,574.25 |
| S1 |
2,567.00 |
2,567.00 |
2,575.50 |
2,570.00 |
| S2 |
2,557.00 |
2,557.00 |
2,574.00 |
|
| S3 |
2,541.25 |
2,551.25 |
2,572.75 |
|
| S4 |
2,525.50 |
2,535.50 |
2,568.25 |
|
|
| 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 |
2,558.00 |
27.75 |
1.1% |
14.50 |
0.6% |
68% |
False |
False |
5,273 |
| 10 |
2,585.75 |
2,542.00 |
43.75 |
1.7% |
14.25 |
0.6% |
80% |
False |
False |
6,427 |
| 20 |
2,585.75 |
2,539.75 |
46.00 |
1.8% |
11.50 |
0.5% |
81% |
False |
False |
4,844 |
| 40 |
2,585.75 |
2,454.50 |
131.25 |
5.1% |
11.25 |
0.4% |
93% |
False |
False |
3,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,645.50 |
|
2.618 |
2,619.75 |
|
1.618 |
2,604.00 |
|
1.000 |
2,594.25 |
|
0.618 |
2,588.25 |
|
HIGH |
2,578.50 |
|
0.618 |
2,572.50 |
|
0.500 |
2,570.50 |
|
0.382 |
2,568.75 |
|
LOW |
2,562.75 |
|
0.618 |
2,553.00 |
|
1.000 |
2,547.00 |
|
1.618 |
2,537.25 |
|
2.618 |
2,521.50 |
|
4.250 |
2,495.75 |
|
|