| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2016 |
21-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
4,831.31 |
4,836.54 |
5.23 |
0.1% |
4,808.47 |
| High |
4,842.32 |
4,853.61 |
11.29 |
0.2% |
4,860.68 |
| Low |
4,805.84 |
4,822.78 |
16.94 |
0.4% |
4,790.45 |
| Close |
4,832.71 |
4,851.86 |
19.15 |
0.4% |
4,851.86 |
| Range |
36.48 |
30.83 |
-5.65 |
-15.5% |
70.23 |
| ATR |
43.56 |
42.65 |
-0.91 |
-2.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,935.24 |
4,924.38 |
4,868.82 |
|
| R3 |
4,904.41 |
4,893.55 |
4,860.34 |
|
| R2 |
4,873.58 |
4,873.58 |
4,857.51 |
|
| R1 |
4,862.72 |
4,862.72 |
4,854.69 |
4,868.15 |
| PP |
4,842.75 |
4,842.75 |
4,842.75 |
4,845.47 |
| S1 |
4,831.89 |
4,831.89 |
4,849.03 |
4,837.32 |
| S2 |
4,811.92 |
4,811.92 |
4,846.21 |
|
| S3 |
4,781.09 |
4,801.06 |
4,843.38 |
|
| S4 |
4,750.26 |
4,770.23 |
4,834.90 |
|
|
| Weekly Pivots for week ending 21-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,045.02 |
5,018.67 |
4,890.49 |
|
| R3 |
4,974.79 |
4,948.44 |
4,871.17 |
|
| R2 |
4,904.56 |
4,904.56 |
4,864.74 |
|
| R1 |
4,878.21 |
4,878.21 |
4,858.30 |
4,891.39 |
| PP |
4,834.33 |
4,834.33 |
4,834.33 |
4,840.92 |
| S1 |
4,807.98 |
4,807.98 |
4,845.42 |
4,821.16 |
| S2 |
4,764.10 |
4,764.10 |
4,838.98 |
|
| S3 |
4,693.87 |
4,737.75 |
4,832.55 |
|
| S4 |
4,623.64 |
4,667.52 |
4,813.23 |
|
|
| 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 |
1.4% |
25.90 |
0.5% |
87% |
False |
False |
|
| 10 |
4,904.72 |
4,760.07 |
144.65 |
3.0% |
36.03 |
0.7% |
63% |
False |
False |
|
| 20 |
4,904.72 |
4,760.07 |
144.65 |
3.0% |
36.95 |
0.8% |
63% |
False |
False |
|
| 40 |
4,904.72 |
4,656.51 |
248.21 |
5.1% |
40.88 |
0.8% |
79% |
False |
False |
|
| 60 |
4,904.72 |
4,656.51 |
248.21 |
5.1% |
36.96 |
0.8% |
79% |
False |
False |
|
| 80 |
4,904.72 |
4,359.57 |
545.15 |
11.2% |
36.31 |
0.7% |
90% |
False |
False |
|
| 100 |
4,904.72 |
4,179.74 |
724.98 |
14.9% |
37.79 |
0.8% |
93% |
False |
False |
|
| 120 |
4,904.72 |
4,179.74 |
724.98 |
14.9% |
38.84 |
0.8% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,984.64 |
|
2.618 |
4,934.32 |
|
1.618 |
4,903.49 |
|
1.000 |
4,884.44 |
|
0.618 |
4,872.66 |
|
HIGH |
4,853.61 |
|
0.618 |
4,841.83 |
|
0.500 |
4,838.20 |
|
0.382 |
4,834.56 |
|
LOW |
4,822.78 |
|
0.618 |
4,803.73 |
|
1.000 |
4,791.95 |
|
1.618 |
4,772.90 |
|
2.618 |
4,742.07 |
|
4.250 |
4,691.75 |
|
|