| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2016 |
04-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
4,718.53 |
4,647.59 |
-70.94 |
-1.5% |
4,821.32 |
| High |
4,732.20 |
4,697.94 |
-34.26 |
-0.7% |
4,823.92 |
| Low |
4,673.05 |
4,647.59 |
-25.46 |
-0.5% |
4,647.59 |
| Close |
4,679.10 |
4,660.46 |
-18.64 |
-0.4% |
4,660.46 |
| Range |
59.15 |
50.35 |
-8.80 |
-14.9% |
176.33 |
| ATR |
47.44 |
47.64 |
0.21 |
0.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,819.71 |
4,790.44 |
4,688.15 |
|
| R3 |
4,769.36 |
4,740.09 |
4,674.31 |
|
| R2 |
4,719.01 |
4,719.01 |
4,669.69 |
|
| R1 |
4,689.74 |
4,689.74 |
4,665.08 |
4,704.38 |
| PP |
4,668.66 |
4,668.66 |
4,668.66 |
4,675.98 |
| S1 |
4,639.39 |
4,639.39 |
4,655.84 |
4,654.03 |
| S2 |
4,618.31 |
4,618.31 |
4,651.23 |
|
| S3 |
4,567.96 |
4,589.04 |
4,646.61 |
|
| S4 |
4,517.61 |
4,538.69 |
4,632.77 |
|
|
| Weekly Pivots for week ending 04-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,239.65 |
5,126.38 |
4,757.44 |
|
| R3 |
5,063.32 |
4,950.05 |
4,708.95 |
|
| R2 |
4,886.99 |
4,886.99 |
4,692.79 |
|
| R1 |
4,773.72 |
4,773.72 |
4,676.62 |
4,742.19 |
| PP |
4,710.66 |
4,710.66 |
4,710.66 |
4,694.89 |
| S1 |
4,597.39 |
4,597.39 |
4,644.30 |
4,565.86 |
| S2 |
4,534.33 |
4,534.33 |
4,628.13 |
|
| S3 |
4,358.00 |
4,421.06 |
4,611.97 |
|
| S4 |
4,181.67 |
4,244.73 |
4,563.48 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,823.92 |
4,647.59 |
176.33 |
3.8% |
54.60 |
1.2% |
7% |
False |
True |
|
| 10 |
4,911.76 |
4,647.59 |
264.17 |
5.7% |
47.82 |
1.0% |
5% |
False |
True |
|
| 20 |
4,911.76 |
4,647.59 |
264.17 |
5.7% |
41.92 |
0.9% |
5% |
False |
True |
|
| 40 |
4,911.76 |
4,647.59 |
264.17 |
5.7% |
43.18 |
0.9% |
5% |
False |
True |
|
| 60 |
4,911.76 |
4,647.59 |
264.17 |
5.7% |
39.66 |
0.9% |
5% |
False |
True |
|
| 80 |
4,911.76 |
4,579.83 |
331.93 |
7.1% |
37.62 |
0.8% |
24% |
False |
False |
|
| 100 |
4,911.76 |
4,179.74 |
732.02 |
15.7% |
39.20 |
0.8% |
66% |
False |
False |
|
| 120 |
4,911.76 |
4,179.74 |
732.02 |
15.7% |
38.73 |
0.8% |
66% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,911.93 |
|
2.618 |
4,829.76 |
|
1.618 |
4,779.41 |
|
1.000 |
4,748.29 |
|
0.618 |
4,729.06 |
|
HIGH |
4,697.94 |
|
0.618 |
4,678.71 |
|
0.500 |
4,672.77 |
|
0.382 |
4,666.82 |
|
LOW |
4,647.59 |
|
0.618 |
4,616.47 |
|
1.000 |
4,597.24 |
|
1.618 |
4,566.12 |
|
2.618 |
4,515.77 |
|
4.250 |
4,433.60 |
|
|