| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,077.19 |
2,083.41 |
6.22 |
0.3% |
2,080.76 |
| High |
2,083.67 |
2,086.94 |
3.27 |
0.2% |
2,116.48 |
| Low |
2,069.91 |
2,074.85 |
4.94 |
0.2% |
2,080.76 |
| Close |
2,081.71 |
2,075.00 |
-6.71 |
-0.3% |
2,099.19 |
| Range |
13.76 |
12.09 |
-1.67 |
-12.1% |
35.72 |
| ATR |
21.65 |
20.97 |
-0.68 |
-3.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.20 |
2,107.19 |
2,081.65 |
|
| R3 |
2,103.11 |
2,095.10 |
2,078.32 |
|
| R2 |
2,091.02 |
2,091.02 |
2,077.22 |
|
| R1 |
2,083.01 |
2,083.01 |
2,076.11 |
2,080.97 |
| PP |
2,078.93 |
2,078.93 |
2,078.93 |
2,077.91 |
| S1 |
2,070.92 |
2,070.92 |
2,073.89 |
2,068.88 |
| S2 |
2,066.84 |
2,066.84 |
2,072.78 |
|
| S3 |
2,054.75 |
2,058.83 |
2,071.68 |
|
| S4 |
2,042.66 |
2,046.74 |
2,068.35 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,205.97 |
2,188.30 |
2,118.84 |
|
| R3 |
2,170.25 |
2,152.58 |
2,109.01 |
|
| R2 |
2,134.53 |
2,134.53 |
2,105.74 |
|
| R1 |
2,116.86 |
2,116.86 |
2,102.46 |
2,125.70 |
| PP |
2,098.81 |
2,098.81 |
2,098.81 |
2,103.23 |
| S1 |
2,081.14 |
2,081.14 |
2,095.92 |
2,089.98 |
| S2 |
2,063.09 |
2,063.09 |
2,092.64 |
|
| S3 |
2,027.37 |
2,045.42 |
2,089.37 |
|
| S4 |
1,991.65 |
2,009.70 |
2,079.54 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,108.78 |
2,068.23 |
40.55 |
2.0% |
18.15 |
0.9% |
17% |
False |
False |
|
| 10 |
2,116.48 |
2,068.23 |
48.25 |
2.3% |
17.76 |
0.9% |
14% |
False |
False |
|
| 20 |
2,116.48 |
1,996.47 |
120.01 |
5.8% |
18.30 |
0.9% |
65% |
False |
False |
|
| 40 |
2,116.48 |
1,871.91 |
244.57 |
11.8% |
23.26 |
1.1% |
83% |
False |
False |
|
| 60 |
2,116.48 |
1,867.01 |
249.47 |
12.0% |
29.04 |
1.4% |
83% |
False |
False |
|
| 80 |
2,118.51 |
1,867.01 |
251.50 |
12.1% |
26.53 |
1.3% |
83% |
False |
False |
|
| 100 |
2,132.82 |
1,867.01 |
265.81 |
12.8% |
24.90 |
1.2% |
78% |
False |
False |
|
| 120 |
2,132.82 |
1,867.01 |
265.81 |
12.8% |
23.59 |
1.1% |
78% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.32 |
|
2.618 |
2,118.59 |
|
1.618 |
2,106.50 |
|
1.000 |
2,099.03 |
|
0.618 |
2,094.41 |
|
HIGH |
2,086.94 |
|
0.618 |
2,082.32 |
|
0.500 |
2,080.90 |
|
0.382 |
2,079.47 |
|
LOW |
2,074.85 |
|
0.618 |
2,067.38 |
|
1.000 |
2,062.76 |
|
1.618 |
2,055.29 |
|
2.618 |
2,043.20 |
|
4.250 |
2,023.47 |
|
|