| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2016 |
09-Nov-2016 |
Change |
Change % |
Previous Week |
| Open |
4,766.48 |
4,748.90 |
-17.58 |
-0.4% |
4,821.32 |
| High |
4,824.97 |
4,832.94 |
7.97 |
0.2% |
4,823.92 |
| Low |
4,757.24 |
4,747.35 |
-9.89 |
-0.2% |
4,647.59 |
| Close |
4,804.92 |
4,825.18 |
20.26 |
0.4% |
4,660.46 |
| Range |
67.73 |
85.59 |
17.86 |
26.4% |
176.33 |
| ATR |
53.65 |
55.93 |
2.28 |
4.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Nov-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,058.59 |
5,027.48 |
4,872.25 |
|
| R3 |
4,973.00 |
4,941.89 |
4,848.72 |
|
| R2 |
4,887.41 |
4,887.41 |
4,840.87 |
|
| R1 |
4,856.30 |
4,856.30 |
4,833.03 |
4,871.86 |
| PP |
4,801.82 |
4,801.82 |
4,801.82 |
4,809.60 |
| S1 |
4,770.71 |
4,770.71 |
4,817.33 |
4,786.27 |
| S2 |
4,716.23 |
4,716.23 |
4,809.49 |
|
| S3 |
4,630.64 |
4,685.12 |
4,801.64 |
|
| S4 |
4,545.05 |
4,599.53 |
4,778.11 |
|
|
| 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 |
4,832.94 |
4,647.59 |
185.35 |
3.8% |
61.62 |
1.3% |
96% |
True |
False |
|
| 10 |
4,885.83 |
4,647.59 |
238.24 |
4.9% |
58.02 |
1.2% |
75% |
False |
False |
|
| 20 |
4,911.76 |
4,647.59 |
264.17 |
5.5% |
45.09 |
0.9% |
67% |
False |
False |
|
| 40 |
4,911.76 |
4,647.59 |
264.17 |
5.5% |
42.81 |
0.9% |
67% |
False |
False |
|
| 60 |
4,911.76 |
4,647.59 |
264.17 |
5.5% |
41.96 |
0.9% |
67% |
False |
False |
|
| 80 |
4,911.76 |
4,623.93 |
287.83 |
6.0% |
39.04 |
0.8% |
70% |
False |
False |
|
| 100 |
4,911.76 |
4,179.74 |
732.02 |
15.2% |
39.59 |
0.8% |
88% |
False |
False |
|
| 120 |
4,911.76 |
4,179.74 |
732.02 |
15.2% |
39.11 |
0.8% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,196.70 |
|
2.618 |
5,057.01 |
|
1.618 |
4,971.42 |
|
1.000 |
4,918.53 |
|
0.618 |
4,885.83 |
|
HIGH |
4,832.94 |
|
0.618 |
4,800.24 |
|
0.500 |
4,790.15 |
|
0.382 |
4,780.05 |
|
LOW |
4,747.35 |
|
0.618 |
4,694.46 |
|
1.000 |
4,661.76 |
|
1.618 |
4,608.87 |
|
2.618 |
4,523.28 |
|
4.250 |
4,383.59 |
|
|