| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2015 |
22-Oct-2015 |
Change |
Change % |
Previous Week |
| Open |
2,033.47 |
2,021.88 |
-11.59 |
-0.6% |
2,015.65 |
| High |
2,037.97 |
2,055.19 |
17.22 |
0.8% |
2,033.54 |
| Low |
2,017.22 |
2,021.88 |
4.66 |
0.2% |
1,990.73 |
| Close |
2,018.94 |
2,052.51 |
33.57 |
1.7% |
2,033.11 |
| Range |
20.75 |
33.31 |
12.56 |
60.5% |
42.81 |
| ATR |
24.94 |
25.75 |
0.81 |
3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,143.12 |
2,131.13 |
2,070.83 |
|
| R3 |
2,109.81 |
2,097.82 |
2,061.67 |
|
| R2 |
2,076.50 |
2,076.50 |
2,058.62 |
|
| R1 |
2,064.51 |
2,064.51 |
2,055.56 |
2,070.51 |
| PP |
2,043.19 |
2,043.19 |
2,043.19 |
2,046.19 |
| S1 |
2,031.20 |
2,031.20 |
2,049.46 |
2,037.20 |
| S2 |
2,009.88 |
2,009.88 |
2,046.40 |
|
| S3 |
1,976.57 |
1,997.89 |
2,043.35 |
|
| S4 |
1,943.26 |
1,964.58 |
2,034.19 |
|
|
| 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 |
2,055.19 |
2,017.22 |
37.97 |
1.8% |
18.36 |
0.9% |
93% |
True |
False |
|
| 10 |
2,055.19 |
1,990.73 |
64.46 |
3.1% |
17.95 |
0.9% |
96% |
True |
False |
|
| 20 |
2,055.19 |
1,871.91 |
183.28 |
8.9% |
25.61 |
1.2% |
99% |
True |
False |
|
| 40 |
2,055.19 |
1,871.91 |
183.28 |
8.9% |
28.56 |
1.4% |
99% |
True |
False |
|
| 60 |
2,114.23 |
1,867.01 |
247.22 |
12.0% |
29.37 |
1.4% |
75% |
False |
False |
|
| 80 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
26.63 |
1.3% |
70% |
False |
False |
|
| 100 |
2,132.82 |
1,867.01 |
265.81 |
13.0% |
24.77 |
1.2% |
70% |
False |
False |
|
| 120 |
2,134.71 |
1,867.01 |
267.70 |
13.0% |
23.41 |
1.1% |
69% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.76 |
|
2.618 |
2,142.40 |
|
1.618 |
2,109.09 |
|
1.000 |
2,088.50 |
|
0.618 |
2,075.78 |
|
HIGH |
2,055.19 |
|
0.618 |
2,042.47 |
|
0.500 |
2,038.54 |
|
0.382 |
2,034.60 |
|
LOW |
2,021.88 |
|
0.618 |
2,001.29 |
|
1.000 |
1,988.57 |
|
1.618 |
1,967.98 |
|
2.618 |
1,934.67 |
|
4.250 |
1,880.31 |
|
|