| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,584.75 |
2,591.50 |
6.75 |
0.3% |
2,576.25 |
| High |
2,593.00 |
2,594.75 |
1.75 |
0.1% |
2,585.75 |
| Low |
2,580.25 |
2,563.75 |
-16.50 |
-0.6% |
2,562.75 |
| Close |
2,591.50 |
2,584.25 |
-7.25 |
-0.3% |
2,583.00 |
| Range |
12.75 |
31.00 |
18.25 |
143.1% |
23.00 |
| ATR |
12.69 |
14.00 |
1.31 |
10.3% |
0.00 |
| Volume |
4,465 |
6,588 |
2,123 |
47.5% |
23,181 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.00 |
2,660.00 |
2,601.25 |
|
| R3 |
2,643.00 |
2,629.00 |
2,592.75 |
|
| R2 |
2,612.00 |
2,612.00 |
2,590.00 |
|
| R1 |
2,598.00 |
2,598.00 |
2,587.00 |
2,589.50 |
| PP |
2,581.00 |
2,581.00 |
2,581.00 |
2,576.50 |
| S1 |
2,567.00 |
2,567.00 |
2,581.50 |
2,558.50 |
| S2 |
2,550.00 |
2,550.00 |
2,578.50 |
|
| S3 |
2,519.00 |
2,536.00 |
2,575.75 |
|
| S4 |
2,488.00 |
2,505.00 |
2,567.25 |
|
|
| 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 |
2,594.75 |
2,563.75 |
31.00 |
1.2% |
16.50 |
0.6% |
66% |
True |
True |
5,237 |
| 10 |
2,594.75 |
2,558.00 |
36.75 |
1.4% |
15.50 |
0.6% |
71% |
True |
False |
5,255 |
| 20 |
2,594.75 |
2,542.00 |
52.75 |
2.0% |
13.50 |
0.5% |
80% |
True |
False |
5,488 |
| 40 |
2,594.75 |
2,484.75 |
110.00 |
4.3% |
12.00 |
0.5% |
90% |
True |
False |
3,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,726.50 |
|
2.618 |
2,676.00 |
|
1.618 |
2,645.00 |
|
1.000 |
2,625.75 |
|
0.618 |
2,614.00 |
|
HIGH |
2,594.75 |
|
0.618 |
2,583.00 |
|
0.500 |
2,579.25 |
|
0.382 |
2,575.50 |
|
LOW |
2,563.75 |
|
0.618 |
2,544.50 |
|
1.000 |
2,532.75 |
|
1.618 |
2,513.50 |
|
2.618 |
2,482.50 |
|
4.250 |
2,432.00 |
|
|