| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,220.92 |
3,231.57 |
10.65 |
0.3% |
3,242.32 |
| High |
3,254.33 |
3,256.71 |
2.38 |
0.1% |
3,243.43 |
| Low |
3,220.92 |
3,228.44 |
7.52 |
0.2% |
3,202.75 |
| Close |
3,253.05 |
3,253.25 |
0.20 |
0.0% |
3,230.30 |
| Range |
33.41 |
28.27 |
-5.14 |
-15.4% |
40.68 |
| ATR |
31.22 |
31.01 |
-0.21 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.94 |
3,320.37 |
3,268.80 |
|
| R3 |
3,302.67 |
3,292.10 |
3,261.02 |
|
| R2 |
3,274.40 |
3,274.40 |
3,258.43 |
|
| R1 |
3,263.83 |
3,263.83 |
3,255.84 |
3,269.12 |
| PP |
3,246.13 |
3,246.13 |
3,246.13 |
3,248.78 |
| S1 |
3,235.56 |
3,235.56 |
3,250.66 |
3,240.85 |
| S2 |
3,217.86 |
3,217.86 |
3,248.07 |
|
| S3 |
3,189.59 |
3,207.29 |
3,245.48 |
|
| S4 |
3,161.32 |
3,179.02 |
3,237.70 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.53 |
3,329.60 |
3,252.67 |
|
| R3 |
3,306.85 |
3,288.92 |
3,241.49 |
|
| R2 |
3,266.17 |
3,266.17 |
3,237.76 |
|
| R1 |
3,248.24 |
3,248.24 |
3,234.03 |
3,236.87 |
| PP |
3,225.49 |
3,225.49 |
3,225.49 |
3,219.81 |
| S1 |
3,207.56 |
3,207.56 |
3,226.57 |
3,196.19 |
| S2 |
3,184.81 |
3,184.81 |
3,222.84 |
|
| S3 |
3,144.13 |
3,166.88 |
3,219.11 |
|
| S4 |
3,103.45 |
3,126.20 |
3,207.93 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,256.71 |
3,186.86 |
69.85 |
2.1% |
29.72 |
0.9% |
95% |
True |
False |
|
| 10 |
3,256.71 |
3,186.86 |
69.85 |
2.1% |
27.51 |
0.8% |
95% |
True |
False |
|
| 20 |
3,256.71 |
3,098.02 |
158.69 |
4.9% |
27.36 |
0.8% |
98% |
True |
False |
|
| 40 |
3,256.71 |
3,053.26 |
203.45 |
6.3% |
28.33 |
0.9% |
98% |
True |
False |
|
| 60 |
3,256.71 |
2,981.09 |
275.62 |
8.5% |
26.14 |
0.8% |
99% |
True |
False |
|
| 80 |
3,256.71 |
2,825.18 |
431.53 |
13.3% |
28.23 |
0.9% |
99% |
True |
False |
|
| 100 |
3,256.71 |
2,825.18 |
431.53 |
13.3% |
28.97 |
0.9% |
99% |
True |
False |
|
| 120 |
3,256.71 |
2,730.97 |
525.74 |
16.2% |
29.09 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,376.86 |
|
2.618 |
3,330.72 |
|
1.618 |
3,302.45 |
|
1.000 |
3,284.98 |
|
0.618 |
3,274.18 |
|
HIGH |
3,256.71 |
|
0.618 |
3,245.91 |
|
0.500 |
3,242.58 |
|
0.382 |
3,239.24 |
|
LOW |
3,228.44 |
|
0.618 |
3,210.97 |
|
1.000 |
3,200.17 |
|
1.618 |
3,182.70 |
|
2.618 |
3,154.43 |
|
4.250 |
3,108.29 |
|
|