| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,231.57 |
3,247.85 |
16.28 |
0.5% |
3,242.32 |
| High |
3,256.71 |
3,254.91 |
-1.80 |
-0.1% |
3,243.43 |
| Low |
3,228.44 |
3,197.36 |
-31.08 |
-1.0% |
3,202.75 |
| Close |
3,253.25 |
3,213.83 |
-39.42 |
-1.2% |
3,230.30 |
| Range |
28.27 |
57.55 |
29.28 |
103.6% |
40.68 |
| ATR |
31.01 |
32.90 |
1.90 |
6.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394.68 |
3,361.81 |
3,245.48 |
|
| R3 |
3,337.13 |
3,304.26 |
3,229.66 |
|
| R2 |
3,279.58 |
3,279.58 |
3,224.38 |
|
| R1 |
3,246.71 |
3,246.71 |
3,219.11 |
3,234.37 |
| PP |
3,222.03 |
3,222.03 |
3,222.03 |
3,215.87 |
| S1 |
3,189.16 |
3,189.16 |
3,208.55 |
3,176.82 |
| S2 |
3,164.48 |
3,164.48 |
3,203.28 |
|
| S3 |
3,106.93 |
3,131.61 |
3,198.00 |
|
| S4 |
3,049.38 |
3,074.06 |
3,182.18 |
|
|
| 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 |
2.2% |
37.26 |
1.2% |
39% |
False |
False |
|
| 10 |
3,256.71 |
3,186.86 |
69.85 |
2.2% |
31.92 |
1.0% |
39% |
False |
False |
|
| 20 |
3,256.71 |
3,098.02 |
158.69 |
4.9% |
29.60 |
0.9% |
73% |
False |
False |
|
| 40 |
3,256.71 |
3,053.26 |
203.45 |
6.3% |
29.08 |
0.9% |
79% |
False |
False |
|
| 60 |
3,256.71 |
3,029.07 |
227.64 |
7.1% |
26.72 |
0.8% |
81% |
False |
False |
|
| 80 |
3,256.71 |
2,825.18 |
431.53 |
13.4% |
28.52 |
0.9% |
90% |
False |
False |
|
| 100 |
3,256.71 |
2,825.18 |
431.53 |
13.4% |
29.37 |
0.9% |
90% |
False |
False |
|
| 120 |
3,256.71 |
2,730.97 |
525.74 |
16.4% |
29.13 |
0.9% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,499.50 |
|
2.618 |
3,405.58 |
|
1.618 |
3,348.03 |
|
1.000 |
3,312.46 |
|
0.618 |
3,290.48 |
|
HIGH |
3,254.91 |
|
0.618 |
3,232.93 |
|
0.500 |
3,226.14 |
|
0.382 |
3,219.34 |
|
LOW |
3,197.36 |
|
0.618 |
3,161.79 |
|
1.000 |
3,139.81 |
|
1.618 |
3,104.24 |
|
2.618 |
3,046.69 |
|
4.250 |
2,952.77 |
|
|