| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,142.51 |
2,139.43 |
-3.08 |
-0.1% |
2,132.95 |
| High |
2,147.18 |
2,142.63 |
-4.55 |
-0.2% |
2,148.44 |
| Low |
2,133.44 |
2,130.09 |
-3.35 |
-0.2% |
2,124.43 |
| Close |
2,141.34 |
2,141.16 |
-0.18 |
0.0% |
2,141.16 |
| Range |
13.74 |
12.54 |
-1.20 |
-8.7% |
24.01 |
| ATR |
17.93 |
17.55 |
-0.39 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,175.58 |
2,170.91 |
2,148.06 |
|
| R3 |
2,163.04 |
2,158.37 |
2,144.61 |
|
| R2 |
2,150.50 |
2,150.50 |
2,143.46 |
|
| R1 |
2,145.83 |
2,145.83 |
2,142.31 |
2,148.17 |
| PP |
2,137.96 |
2,137.96 |
2,137.96 |
2,139.13 |
| S1 |
2,133.29 |
2,133.29 |
2,140.01 |
2,135.63 |
| S2 |
2,125.42 |
2,125.42 |
2,138.86 |
|
| S3 |
2,112.88 |
2,120.75 |
2,137.71 |
|
| S4 |
2,100.34 |
2,108.21 |
2,134.26 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,210.04 |
2,199.61 |
2,154.37 |
|
| R3 |
2,186.03 |
2,175.60 |
2,147.76 |
|
| R2 |
2,162.02 |
2,162.02 |
2,145.56 |
|
| R1 |
2,151.59 |
2,151.59 |
2,143.36 |
2,156.81 |
| PP |
2,138.01 |
2,138.01 |
2,138.01 |
2,140.62 |
| S1 |
2,127.58 |
2,127.58 |
2,138.96 |
2,132.80 |
| S2 |
2,114.00 |
2,114.00 |
2,136.76 |
|
| S3 |
2,089.99 |
2,103.57 |
2,134.56 |
|
| S4 |
2,065.98 |
2,079.56 |
2,127.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,148.44 |
2,124.43 |
24.01 |
1.1% |
11.33 |
0.5% |
70% |
False |
False |
|
| 10 |
2,169.60 |
2,114.72 |
54.88 |
2.6% |
15.08 |
0.7% |
48% |
False |
False |
|
| 20 |
2,175.30 |
2,114.72 |
60.58 |
2.8% |
16.22 |
0.8% |
44% |
False |
False |
|
| 40 |
2,187.94 |
2,114.72 |
73.22 |
3.4% |
17.49 |
0.8% |
36% |
False |
False |
|
| 60 |
2,193.81 |
2,114.72 |
79.09 |
3.7% |
15.25 |
0.7% |
33% |
False |
False |
|
| 80 |
2,193.81 |
2,070.00 |
123.81 |
5.8% |
15.10 |
0.7% |
57% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.42 |
0.8% |
74% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.4% |
16.62 |
0.8% |
74% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.93 |
|
2.618 |
2,175.46 |
|
1.618 |
2,162.92 |
|
1.000 |
2,155.17 |
|
0.618 |
2,150.38 |
|
HIGH |
2,142.63 |
|
0.618 |
2,137.84 |
|
0.500 |
2,136.36 |
|
0.382 |
2,134.88 |
|
LOW |
2,130.09 |
|
0.618 |
2,122.34 |
|
1.000 |
2,117.55 |
|
1.618 |
2,109.80 |
|
2.618 |
2,097.26 |
|
4.250 |
2,076.80 |
|
|