| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2016 |
20-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
4,833.81 |
4,831.31 |
-2.50 |
-0.1% |
4,887.73 |
| High |
4,845.07 |
4,842.32 |
-2.75 |
-0.1% |
4,904.72 |
| Low |
4,830.68 |
4,805.84 |
-24.84 |
-0.5% |
4,760.07 |
| Close |
4,836.61 |
4,832.71 |
-3.90 |
-0.1% |
4,808.49 |
| Range |
14.39 |
36.48 |
22.09 |
153.5% |
144.65 |
| ATR |
44.11 |
43.56 |
-0.54 |
-1.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,936.40 |
4,921.03 |
4,852.77 |
|
| R3 |
4,899.92 |
4,884.55 |
4,842.74 |
|
| R2 |
4,863.44 |
4,863.44 |
4,839.40 |
|
| R1 |
4,848.07 |
4,848.07 |
4,836.05 |
4,855.76 |
| PP |
4,826.96 |
4,826.96 |
4,826.96 |
4,830.80 |
| S1 |
4,811.59 |
4,811.59 |
4,829.37 |
4,819.28 |
| S2 |
4,790.48 |
4,790.48 |
4,826.02 |
|
| S3 |
4,754.00 |
4,775.11 |
4,822.68 |
|
| S4 |
4,717.52 |
4,738.63 |
4,812.65 |
|
|
| Weekly Pivots for week ending 14-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,258.38 |
5,178.08 |
4,888.05 |
|
| R3 |
5,113.73 |
5,033.43 |
4,848.27 |
|
| R2 |
4,969.08 |
4,969.08 |
4,835.01 |
|
| R1 |
4,888.78 |
4,888.78 |
4,821.75 |
4,856.61 |
| PP |
4,824.43 |
4,824.43 |
4,824.43 |
4,808.34 |
| S1 |
4,744.13 |
4,744.13 |
4,795.23 |
4,711.96 |
| S2 |
4,679.78 |
4,679.78 |
4,781.97 |
|
| S3 |
4,535.13 |
4,599.48 |
4,768.71 |
|
| S4 |
4,390.48 |
4,454.83 |
4,728.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,860.68 |
4,790.45 |
70.23 |
1.5% |
27.59 |
0.6% |
60% |
False |
False |
|
| 10 |
4,904.72 |
4,760.07 |
144.65 |
3.0% |
37.32 |
0.8% |
50% |
False |
False |
|
| 20 |
4,904.72 |
4,760.07 |
144.65 |
3.0% |
36.86 |
0.8% |
50% |
False |
False |
|
| 40 |
4,904.72 |
4,656.51 |
248.21 |
5.1% |
40.72 |
0.8% |
71% |
False |
False |
|
| 60 |
4,904.72 |
4,656.51 |
248.21 |
5.1% |
36.94 |
0.8% |
71% |
False |
False |
|
| 80 |
4,904.72 |
4,322.36 |
582.36 |
12.1% |
36.57 |
0.8% |
88% |
False |
False |
|
| 100 |
4,904.72 |
4,179.74 |
724.98 |
15.0% |
37.76 |
0.8% |
90% |
False |
False |
|
| 120 |
4,904.72 |
4,179.74 |
724.98 |
15.0% |
38.91 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,997.36 |
|
2.618 |
4,937.82 |
|
1.618 |
4,901.34 |
|
1.000 |
4,878.80 |
|
0.618 |
4,864.86 |
|
HIGH |
4,842.32 |
|
0.618 |
4,828.38 |
|
0.500 |
4,824.08 |
|
0.382 |
4,819.78 |
|
LOW |
4,805.84 |
|
0.618 |
4,783.30 |
|
1.000 |
4,769.36 |
|
1.618 |
4,746.82 |
|
2.618 |
4,710.34 |
|
4.250 |
4,650.80 |
|
|