| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,577.25 |
2,580.50 |
3.25 |
0.1% |
2,576.25 |
| High |
2,585.75 |
2,590.50 |
4.75 |
0.2% |
2,585.75 |
| Low |
2,574.00 |
2,575.75 |
1.75 |
0.1% |
2,562.75 |
| Close |
2,583.00 |
2,589.00 |
6.00 |
0.2% |
2,583.00 |
| Range |
11.75 |
14.75 |
3.00 |
25.5% |
23.00 |
| ATR |
12.56 |
12.72 |
0.16 |
1.2% |
0.00 |
| Volume |
3,117 |
3,336 |
219 |
7.0% |
23,181 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,629.25 |
2,624.00 |
2,597.00 |
|
| R3 |
2,614.50 |
2,609.25 |
2,593.00 |
|
| R2 |
2,599.75 |
2,599.75 |
2,591.75 |
|
| R1 |
2,594.50 |
2,594.50 |
2,590.25 |
2,597.00 |
| PP |
2,585.00 |
2,585.00 |
2,585.00 |
2,586.50 |
| S1 |
2,579.75 |
2,579.75 |
2,587.75 |
2,582.50 |
| S2 |
2,570.25 |
2,570.25 |
2,586.25 |
|
| S3 |
2,555.50 |
2,565.00 |
2,585.00 |
|
| S4 |
2,540.75 |
2,550.25 |
2,581.00 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.25 |
2,637.50 |
2,595.75 |
|
| R3 |
2,623.25 |
2,614.50 |
2,589.25 |
|
| R2 |
2,600.25 |
2,600.25 |
2,587.25 |
|
| R1 |
2,591.50 |
2,591.50 |
2,585.00 |
2,596.00 |
| PP |
2,577.25 |
2,577.25 |
2,577.25 |
2,579.25 |
| S1 |
2,568.50 |
2,568.50 |
2,581.00 |
2,573.00 |
| S2 |
2,554.25 |
2,554.25 |
2,578.75 |
|
| S3 |
2,531.25 |
2,545.50 |
2,576.75 |
|
| S4 |
2,508.25 |
2,522.50 |
2,570.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.50 |
2,562.75 |
27.75 |
1.1% |
12.75 |
0.5% |
95% |
True |
False |
4,233 |
| 10 |
2,590.50 |
2,542.00 |
48.50 |
1.9% |
14.00 |
0.5% |
97% |
True |
False |
5,627 |
| 20 |
2,590.50 |
2,542.00 |
48.50 |
1.9% |
12.00 |
0.5% |
97% |
True |
False |
4,842 |
| 40 |
2,590.50 |
2,484.50 |
106.00 |
4.1% |
11.25 |
0.4% |
99% |
True |
False |
3,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.25 |
|
2.618 |
2,629.00 |
|
1.618 |
2,614.25 |
|
1.000 |
2,605.25 |
|
0.618 |
2,599.50 |
|
HIGH |
2,590.50 |
|
0.618 |
2,584.75 |
|
0.500 |
2,583.00 |
|
0.382 |
2,581.50 |
|
LOW |
2,575.75 |
|
0.618 |
2,566.75 |
|
1.000 |
2,561.00 |
|
1.618 |
2,552.00 |
|
2.618 |
2,537.25 |
|
4.250 |
2,513.00 |
|
|