| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2016 |
28-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
2,144.06 |
2,132.23 |
-11.83 |
-0.6% |
2,148.50 |
| High |
2,147.13 |
2,140.72 |
-6.41 |
-0.3% |
2,154.79 |
| Low |
2,132.52 |
2,119.36 |
-13.16 |
-0.6% |
2,119.36 |
| Close |
2,133.04 |
2,126.41 |
-6.63 |
-0.3% |
2,126.41 |
| Range |
14.61 |
21.36 |
6.75 |
46.2% |
35.43 |
| ATR |
16.39 |
16.75 |
0.35 |
2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,192.91 |
2,181.02 |
2,138.16 |
|
| R3 |
2,171.55 |
2,159.66 |
2,132.28 |
|
| R2 |
2,150.19 |
2,150.19 |
2,130.33 |
|
| R1 |
2,138.30 |
2,138.30 |
2,128.37 |
2,133.57 |
| PP |
2,128.83 |
2,128.83 |
2,128.83 |
2,126.46 |
| S1 |
2,116.94 |
2,116.94 |
2,124.45 |
2,112.21 |
| S2 |
2,107.47 |
2,107.47 |
2,122.49 |
|
| S3 |
2,086.11 |
2,095.58 |
2,120.54 |
|
| S4 |
2,064.75 |
2,074.22 |
2,114.66 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,239.81 |
2,218.54 |
2,145.90 |
|
| R3 |
2,204.38 |
2,183.11 |
2,136.15 |
|
| R2 |
2,168.95 |
2,168.95 |
2,132.91 |
|
| R1 |
2,147.68 |
2,147.68 |
2,129.66 |
2,140.60 |
| PP |
2,133.52 |
2,133.52 |
2,133.52 |
2,129.98 |
| S1 |
2,112.25 |
2,112.25 |
2,123.16 |
2,105.17 |
| S2 |
2,098.09 |
2,098.09 |
2,119.91 |
|
| S3 |
2,062.66 |
2,076.82 |
2,116.67 |
|
| S4 |
2,027.23 |
2,041.39 |
2,106.92 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,154.79 |
2,119.36 |
35.43 |
1.7% |
13.50 |
0.6% |
20% |
False |
True |
|
| 10 |
2,154.79 |
2,119.36 |
35.43 |
1.7% |
12.41 |
0.6% |
20% |
False |
True |
|
| 20 |
2,169.60 |
2,114.72 |
54.88 |
2.6% |
14.59 |
0.7% |
21% |
False |
False |
|
| 40 |
2,187.87 |
2,114.72 |
73.15 |
3.4% |
17.14 |
0.8% |
16% |
False |
False |
|
| 60 |
2,193.81 |
2,114.72 |
79.09 |
3.7% |
15.23 |
0.7% |
15% |
False |
False |
|
| 80 |
2,193.81 |
2,106.96 |
86.85 |
4.1% |
14.69 |
0.7% |
22% |
False |
False |
|
| 100 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.45 |
0.8% |
67% |
False |
False |
|
| 120 |
2,193.81 |
1,991.68 |
202.13 |
9.5% |
16.52 |
0.8% |
67% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,231.50 |
|
2.618 |
2,196.64 |
|
1.618 |
2,175.28 |
|
1.000 |
2,162.08 |
|
0.618 |
2,153.92 |
|
HIGH |
2,140.72 |
|
0.618 |
2,132.56 |
|
0.500 |
2,130.04 |
|
0.382 |
2,127.52 |
|
LOW |
2,119.36 |
|
0.618 |
2,106.16 |
|
1.000 |
2,098.00 |
|
1.618 |
2,084.80 |
|
2.618 |
2,063.44 |
|
4.250 |
2,028.58 |
|
|