| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
4,687.35 |
4,628.83 |
-58.52 |
-1.2% |
4,658.79 |
| High |
4,694.27 |
4,647.32 |
-46.95 |
-1.0% |
4,737.11 |
| Low |
4,627.12 |
4,616.71 |
-10.41 |
-0.2% |
4,652.45 |
| Close |
4,655.52 |
4,641.73 |
-13.79 |
-0.3% |
4,707.23 |
| Range |
67.15 |
30.61 |
-36.54 |
-54.4% |
84.66 |
| ATR |
59.61 |
58.13 |
-1.49 |
-2.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,727.08 |
4,715.02 |
4,658.57 |
|
| R3 |
4,696.47 |
4,684.41 |
4,650.15 |
|
| R2 |
4,665.86 |
4,665.86 |
4,647.34 |
|
| R1 |
4,653.80 |
4,653.80 |
4,644.54 |
4,659.83 |
| PP |
4,635.25 |
4,635.25 |
4,635.25 |
4,638.27 |
| S1 |
4,623.19 |
4,623.19 |
4,638.92 |
4,629.22 |
| S2 |
4,604.64 |
4,604.64 |
4,636.12 |
|
| S3 |
4,574.03 |
4,592.58 |
4,633.31 |
|
| S4 |
4,543.42 |
4,561.97 |
4,624.89 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,952.91 |
4,914.73 |
4,753.79 |
|
| R3 |
4,868.25 |
4,830.07 |
4,730.51 |
|
| R2 |
4,783.59 |
4,783.59 |
4,722.75 |
|
| R1 |
4,745.41 |
4,745.41 |
4,714.99 |
4,764.50 |
| PP |
4,698.93 |
4,698.93 |
4,698.93 |
4,708.48 |
| S1 |
4,660.75 |
4,660.75 |
4,699.47 |
4,679.84 |
| S2 |
4,614.27 |
4,614.27 |
4,691.71 |
|
| S3 |
4,529.61 |
4,576.09 |
4,683.95 |
|
| S4 |
4,444.95 |
4,491.43 |
4,660.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,737.11 |
4,616.71 |
120.40 |
2.6% |
46.77 |
1.0% |
21% |
False |
True |
|
| 10 |
4,737.11 |
4,609.93 |
127.18 |
2.7% |
46.48 |
1.0% |
25% |
False |
False |
|
| 20 |
4,737.11 |
4,328.96 |
408.15 |
8.8% |
45.75 |
1.0% |
77% |
False |
False |
|
| 40 |
4,737.11 |
4,053.12 |
683.99 |
14.7% |
57.41 |
1.2% |
86% |
False |
False |
|
| 60 |
4,737.11 |
3,787.23 |
949.88 |
20.5% |
72.97 |
1.6% |
90% |
False |
False |
|
| 80 |
4,737.11 |
3,787.23 |
949.88 |
20.5% |
67.93 |
1.5% |
90% |
False |
False |
|
| 100 |
4,737.11 |
3,787.23 |
949.88 |
20.5% |
63.15 |
1.4% |
90% |
False |
False |
|
| 120 |
4,737.11 |
3,787.23 |
949.88 |
20.5% |
59.77 |
1.3% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,777.41 |
|
2.618 |
4,727.46 |
|
1.618 |
4,696.85 |
|
1.000 |
4,677.93 |
|
0.618 |
4,666.24 |
|
HIGH |
4,647.32 |
|
0.618 |
4,635.63 |
|
0.500 |
4,632.02 |
|
0.382 |
4,628.40 |
|
LOW |
4,616.71 |
|
0.618 |
4,597.79 |
|
1.000 |
4,586.10 |
|
1.618 |
4,567.18 |
|
2.618 |
4,536.57 |
|
4.250 |
4,486.62 |
|
|