| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2016 |
03-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
4,764.83 |
4,718.53 |
-46.30 |
-1.0% |
4,884.16 |
| High |
4,773.65 |
4,732.20 |
-41.45 |
-0.9% |
4,911.76 |
| Low |
4,717.56 |
4,673.05 |
-44.51 |
-0.9% |
4,794.07 |
| Close |
4,726.91 |
4,679.10 |
-47.81 |
-1.0% |
4,805.59 |
| Range |
56.09 |
59.15 |
3.06 |
5.5% |
117.69 |
| ATR |
46.53 |
47.44 |
0.90 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,872.23 |
4,834.82 |
4,711.63 |
|
| R3 |
4,813.08 |
4,775.67 |
4,695.37 |
|
| R2 |
4,753.93 |
4,753.93 |
4,689.94 |
|
| R1 |
4,716.52 |
4,716.52 |
4,684.52 |
4,705.65 |
| PP |
4,694.78 |
4,694.78 |
4,694.78 |
4,689.35 |
| S1 |
4,657.37 |
4,657.37 |
4,673.68 |
4,646.50 |
| S2 |
4,635.63 |
4,635.63 |
4,668.26 |
|
| S3 |
4,576.48 |
4,598.22 |
4,662.83 |
|
| S4 |
4,517.33 |
4,539.07 |
4,646.57 |
|
|
| Weekly Pivots for week ending 28-Oct-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,190.21 |
5,115.59 |
4,870.32 |
|
| R3 |
5,072.52 |
4,997.90 |
4,837.95 |
|
| R2 |
4,954.83 |
4,954.83 |
4,827.17 |
|
| R1 |
4,880.21 |
4,880.21 |
4,816.38 |
4,858.68 |
| PP |
4,837.14 |
4,837.14 |
4,837.14 |
4,826.37 |
| S1 |
4,762.52 |
4,762.52 |
4,794.80 |
4,740.99 |
| S2 |
4,719.45 |
4,719.45 |
4,784.01 |
|
| S3 |
4,601.76 |
4,644.83 |
4,773.23 |
|
| S4 |
4,484.07 |
4,527.14 |
4,740.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,848.54 |
4,673.05 |
175.49 |
3.8% |
55.43 |
1.2% |
3% |
False |
True |
|
| 10 |
4,911.76 |
4,673.05 |
238.71 |
5.1% |
45.87 |
1.0% |
3% |
False |
True |
|
| 20 |
4,911.76 |
4,673.05 |
238.71 |
5.1% |
41.60 |
0.9% |
3% |
False |
True |
|
| 40 |
4,911.76 |
4,656.51 |
255.25 |
5.5% |
44.23 |
0.9% |
9% |
False |
False |
|
| 60 |
4,911.76 |
4,656.51 |
255.25 |
5.5% |
39.20 |
0.8% |
9% |
False |
False |
|
| 80 |
4,911.76 |
4,579.83 |
331.93 |
7.1% |
37.23 |
0.8% |
30% |
False |
False |
|
| 100 |
4,911.76 |
4,179.74 |
732.02 |
15.6% |
39.04 |
0.8% |
68% |
False |
False |
|
| 120 |
4,911.76 |
4,179.74 |
732.02 |
15.6% |
38.93 |
0.8% |
68% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,983.59 |
|
2.618 |
4,887.05 |
|
1.618 |
4,827.90 |
|
1.000 |
4,791.35 |
|
0.618 |
4,768.75 |
|
HIGH |
4,732.20 |
|
0.618 |
4,709.60 |
|
0.500 |
4,702.63 |
|
0.382 |
4,695.65 |
|
LOW |
4,673.05 |
|
0.618 |
4,636.50 |
|
1.000 |
4,613.90 |
|
1.618 |
4,577.35 |
|
2.618 |
4,518.20 |
|
4.250 |
4,421.66 |
|
|