| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,583.21 |
2,579.46 |
-3.75 |
-0.1% |
2,578.08 |
| High |
2,588.40 |
2,581.11 |
-7.29 |
-0.3% |
2,582.98 |
| Low |
2,574.92 |
2,566.17 |
-8.75 |
-0.3% |
2,544.00 |
| Close |
2,579.36 |
2,579.85 |
0.49 |
0.0% |
2,581.07 |
| Range |
13.48 |
14.94 |
1.46 |
10.8% |
38.98 |
| ATR |
11.62 |
11.86 |
0.24 |
2.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,620.53 |
2,615.13 |
2,588.07 |
|
| R3 |
2,605.59 |
2,600.19 |
2,583.96 |
|
| R2 |
2,590.65 |
2,590.65 |
2,582.59 |
|
| R1 |
2,585.25 |
2,585.25 |
2,581.22 |
2,587.95 |
| PP |
2,575.71 |
2,575.71 |
2,575.71 |
2,577.06 |
| S1 |
2,570.31 |
2,570.31 |
2,578.48 |
2,573.01 |
| S2 |
2,560.77 |
2,560.77 |
2,577.11 |
|
| S3 |
2,545.83 |
2,555.37 |
2,575.74 |
|
| S4 |
2,530.89 |
2,540.43 |
2,571.63 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,686.29 |
2,672.66 |
2,602.51 |
|
| R3 |
2,647.31 |
2,633.68 |
2,591.79 |
|
| R2 |
2,608.33 |
2,608.33 |
2,588.22 |
|
| R1 |
2,594.70 |
2,594.70 |
2,584.64 |
2,601.52 |
| PP |
2,569.35 |
2,569.35 |
2,569.35 |
2,572.76 |
| S1 |
2,555.72 |
2,555.72 |
2,577.50 |
2,562.54 |
| S2 |
2,530.37 |
2,530.37 |
2,573.92 |
|
| S3 |
2,491.39 |
2,516.74 |
2,570.35 |
|
| S4 |
2,452.41 |
2,477.76 |
2,559.63 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,588.40 |
2,565.94 |
22.46 |
0.9% |
12.68 |
0.5% |
62% |
False |
False |
|
| 10 |
2,588.40 |
2,544.00 |
44.40 |
1.7% |
12.25 |
0.5% |
81% |
False |
False |
|
| 20 |
2,588.40 |
2,541.60 |
46.80 |
1.8% |
9.96 |
0.4% |
82% |
False |
False |
|
| 40 |
2,588.40 |
2,459.40 |
129.00 |
5.0% |
9.54 |
0.4% |
93% |
False |
False |
|
| 60 |
2,588.40 |
2,417.35 |
171.05 |
6.6% |
11.39 |
0.4% |
95% |
False |
False |
|
| 80 |
2,588.40 |
2,417.35 |
171.05 |
6.6% |
11.09 |
0.4% |
95% |
False |
False |
|
| 100 |
2,588.40 |
2,405.70 |
182.70 |
7.1% |
11.71 |
0.5% |
95% |
False |
False |
|
| 120 |
2,588.40 |
2,353.29 |
235.11 |
9.1% |
11.85 |
0.5% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.61 |
|
2.618 |
2,620.22 |
|
1.618 |
2,605.28 |
|
1.000 |
2,596.05 |
|
0.618 |
2,590.34 |
|
HIGH |
2,581.11 |
|
0.618 |
2,575.40 |
|
0.500 |
2,573.64 |
|
0.382 |
2,571.88 |
|
LOW |
2,566.17 |
|
0.618 |
2,556.94 |
|
1.000 |
2,551.23 |
|
1.618 |
2,542.00 |
|
2.618 |
2,527.06 |
|
4.250 |
2,502.68 |
|
|