| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
4,676.30 |
4,658.79 |
-17.51 |
-0.4% |
4,621.14 |
| High |
4,681.23 |
4,707.77 |
26.54 |
0.6% |
4,681.23 |
| Low |
4,648.83 |
4,652.45 |
3.62 |
0.1% |
4,606.66 |
| Close |
4,648.83 |
4,703.91 |
55.08 |
1.2% |
4,648.83 |
| Range |
32.40 |
55.32 |
22.92 |
70.7% |
74.57 |
| ATR |
62.30 |
62.06 |
-0.24 |
-0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,854.00 |
4,834.28 |
4,734.34 |
|
| R3 |
4,798.68 |
4,778.96 |
4,719.12 |
|
| R2 |
4,743.36 |
4,743.36 |
4,714.05 |
|
| R1 |
4,723.64 |
4,723.64 |
4,708.98 |
4,733.50 |
| PP |
4,688.04 |
4,688.04 |
4,688.04 |
4,692.98 |
| S1 |
4,668.32 |
4,668.32 |
4,698.84 |
4,678.18 |
| S2 |
4,632.72 |
4,632.72 |
4,693.77 |
|
| S3 |
4,577.40 |
4,613.00 |
4,688.70 |
|
| S4 |
4,522.08 |
4,557.68 |
4,673.48 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,869.28 |
4,833.63 |
4,689.84 |
|
| R3 |
4,794.71 |
4,759.06 |
4,669.34 |
|
| R2 |
4,720.14 |
4,720.14 |
4,662.50 |
|
| R1 |
4,684.49 |
4,684.49 |
4,655.67 |
4,702.32 |
| PP |
4,645.57 |
4,645.57 |
4,645.57 |
4,654.49 |
| S1 |
4,609.92 |
4,609.92 |
4,641.99 |
4,627.75 |
| S2 |
4,571.00 |
4,571.00 |
4,635.16 |
|
| S3 |
4,496.43 |
4,535.35 |
4,628.32 |
|
| S4 |
4,421.86 |
4,460.78 |
4,607.82 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,707.77 |
4,609.93 |
97.84 |
2.1% |
42.01 |
0.9% |
96% |
True |
False |
|
| 10 |
4,707.77 |
4,409.90 |
297.87 |
6.3% |
44.91 |
1.0% |
99% |
True |
False |
|
| 20 |
4,707.77 |
4,273.70 |
434.07 |
9.2% |
47.46 |
1.0% |
99% |
True |
False |
|
| 40 |
4,707.77 |
4,053.12 |
654.65 |
13.9% |
60.76 |
1.3% |
99% |
True |
False |
|
| 60 |
4,707.77 |
3,787.23 |
920.54 |
19.6% |
73.97 |
1.6% |
100% |
True |
False |
|
| 80 |
4,707.77 |
3,787.23 |
920.54 |
19.6% |
67.12 |
1.4% |
100% |
True |
False |
|
| 100 |
4,707.77 |
3,787.23 |
920.54 |
19.6% |
62.64 |
1.3% |
100% |
True |
False |
|
| 120 |
4,707.77 |
3,787.23 |
920.54 |
19.6% |
59.30 |
1.3% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,942.88 |
|
2.618 |
4,852.60 |
|
1.618 |
4,797.28 |
|
1.000 |
4,763.09 |
|
0.618 |
4,741.96 |
|
HIGH |
4,707.77 |
|
0.618 |
4,686.64 |
|
0.500 |
4,680.11 |
|
0.382 |
4,673.58 |
|
LOW |
4,652.45 |
|
0.618 |
4,618.26 |
|
1.000 |
4,597.13 |
|
1.618 |
4,562.94 |
|
2.618 |
4,507.62 |
|
4.250 |
4,417.34 |
|
|