| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2015 |
20-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,031.73 |
2,033.13 |
1.40 |
0.1% |
2,015.65 |
| High |
2,034.45 |
2,039.12 |
4.67 |
0.2% |
2,033.54 |
| Low |
2,022.31 |
2,026.61 |
4.30 |
0.2% |
1,990.73 |
| Close |
2,033.66 |
2,030.77 |
-2.89 |
-0.1% |
2,033.11 |
| Range |
12.14 |
12.51 |
0.37 |
3.0% |
42.81 |
| ATR |
26.25 |
25.27 |
-0.98 |
-3.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.70 |
2,062.74 |
2,037.65 |
|
| R3 |
2,057.19 |
2,050.23 |
2,034.21 |
|
| R2 |
2,044.68 |
2,044.68 |
2,033.06 |
|
| R1 |
2,037.72 |
2,037.72 |
2,031.92 |
2,034.95 |
| PP |
2,032.17 |
2,032.17 |
2,032.17 |
2,030.78 |
| S1 |
2,025.21 |
2,025.21 |
2,029.62 |
2,022.44 |
| S2 |
2,019.66 |
2,019.66 |
2,028.48 |
|
| S3 |
2,007.15 |
2,012.70 |
2,027.33 |
|
| S4 |
1,994.64 |
2,000.19 |
2,023.89 |
|
|
| Weekly Pivots for week ending 16-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.56 |
2,133.14 |
2,056.66 |
|
| R3 |
2,104.75 |
2,090.33 |
2,044.88 |
|
| R2 |
2,061.94 |
2,061.94 |
2,040.96 |
|
| R1 |
2,047.52 |
2,047.52 |
2,037.03 |
2,054.73 |
| PP |
2,019.13 |
2,019.13 |
2,019.13 |
2,022.73 |
| S1 |
2,004.71 |
2,004.71 |
2,029.19 |
2,011.92 |
| S2 |
1,976.32 |
1,976.32 |
2,025.26 |
|
| S3 |
1,933.51 |
1,961.90 |
2,021.34 |
|
| S4 |
1,890.70 |
1,919.09 |
2,009.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.12 |
1,990.73 |
48.39 |
2.4% |
16.85 |
0.8% |
83% |
True |
False |
|
| 10 |
2,039.12 |
1,976.44 |
62.68 |
3.1% |
17.73 |
0.9% |
87% |
True |
False |
|
| 20 |
2,039.12 |
1,871.91 |
167.21 |
8.2% |
25.17 |
1.2% |
95% |
True |
False |
|
| 40 |
2,039.12 |
1,867.30 |
171.82 |
8.5% |
30.99 |
1.5% |
95% |
True |
False |
|
| 60 |
2,114.23 |
1,867.01 |
247.22 |
12.2% |
29.19 |
1.4% |
66% |
False |
False |
|
| 80 |
2,132.82 |
1,867.01 |
265.81 |
13.1% |
26.71 |
1.3% |
62% |
False |
False |
|
| 100 |
2,132.82 |
1,867.01 |
265.81 |
13.1% |
24.58 |
1.2% |
62% |
False |
False |
|
| 120 |
2,134.71 |
1,867.01 |
267.70 |
13.2% |
23.23 |
1.1% |
61% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,092.29 |
|
2.618 |
2,071.87 |
|
1.618 |
2,059.36 |
|
1.000 |
2,051.63 |
|
0.618 |
2,046.85 |
|
HIGH |
2,039.12 |
|
0.618 |
2,034.34 |
|
0.500 |
2,032.87 |
|
0.382 |
2,031.39 |
|
LOW |
2,026.61 |
|
0.618 |
2,018.88 |
|
1.000 |
2,014.10 |
|
1.618 |
2,006.37 |
|
2.618 |
1,993.86 |
|
4.250 |
1,973.44 |
|
|