| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2016 |
27-Oct-2016 |
Change |
Change % |
Previous Week |
| Open |
4,863.52 |
4,883.07 |
19.55 |
0.4% |
4,808.47 |
| High |
4,886.32 |
4,885.83 |
-0.49 |
0.0% |
4,860.68 |
| Low |
4,846.44 |
4,831.69 |
-14.75 |
-0.3% |
4,790.45 |
| Close |
4,860.59 |
4,836.45 |
-24.14 |
-0.5% |
4,851.86 |
| Range |
39.88 |
54.14 |
14.26 |
35.8% |
70.23 |
| ATR |
42.76 |
43.57 |
0.81 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,013.74 |
4,979.24 |
4,866.23 |
|
| R3 |
4,959.60 |
4,925.10 |
4,851.34 |
|
| R2 |
4,905.46 |
4,905.46 |
4,846.38 |
|
| R1 |
4,870.96 |
4,870.96 |
4,841.41 |
4,861.14 |
| PP |
4,851.32 |
4,851.32 |
4,851.32 |
4,846.42 |
| S1 |
4,816.82 |
4,816.82 |
4,831.49 |
4,807.00 |
| S2 |
4,797.18 |
4,797.18 |
4,826.52 |
|
| S3 |
4,743.04 |
4,762.68 |
4,821.56 |
|
| S4 |
4,688.90 |
4,708.54 |
4,806.67 |
|
|
| 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 |
4,911.76 |
4,822.78 |
88.98 |
1.8% |
36.31 |
0.8% |
15% |
False |
False |
|
| 10 |
4,911.76 |
4,790.45 |
121.31 |
2.5% |
31.95 |
0.7% |
38% |
False |
False |
|
| 20 |
4,911.76 |
4,760.07 |
151.69 |
3.1% |
36.19 |
0.7% |
50% |
False |
False |
|
| 40 |
4,911.76 |
4,656.51 |
255.25 |
5.3% |
41.20 |
0.9% |
70% |
False |
False |
|
| 60 |
4,911.76 |
4,656.51 |
255.25 |
5.3% |
36.96 |
0.8% |
70% |
False |
False |
|
| 80 |
4,911.76 |
4,438.80 |
472.96 |
9.8% |
35.65 |
0.7% |
84% |
False |
False |
|
| 100 |
4,911.76 |
4,179.74 |
732.02 |
15.1% |
37.97 |
0.8% |
90% |
False |
False |
|
| 120 |
4,911.76 |
4,179.74 |
732.02 |
15.1% |
38.92 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,115.93 |
|
2.618 |
5,027.57 |
|
1.618 |
4,973.43 |
|
1.000 |
4,939.97 |
|
0.618 |
4,919.29 |
|
HIGH |
4,885.83 |
|
0.618 |
4,865.15 |
|
0.500 |
4,858.76 |
|
0.382 |
4,852.37 |
|
LOW |
4,831.69 |
|
0.618 |
4,798.23 |
|
1.000 |
4,777.55 |
|
1.618 |
4,744.09 |
|
2.618 |
4,689.95 |
|
4.250 |
4,601.60 |
|
|