| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,247.85 |
3,214.05 |
-33.80 |
-1.0% |
3,190.40 |
| High |
3,254.91 |
3,246.16 |
-8.75 |
-0.3% |
3,256.71 |
| Low |
3,197.36 |
3,212.01 |
14.65 |
0.5% |
3,186.86 |
| Close |
3,213.83 |
3,242.57 |
28.74 |
0.9% |
3,242.57 |
| Range |
57.55 |
34.15 |
-23.40 |
-40.7% |
69.85 |
| ATR |
32.90 |
32.99 |
0.09 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,336.03 |
3,323.45 |
3,261.35 |
|
| R3 |
3,301.88 |
3,289.30 |
3,251.96 |
|
| R2 |
3,267.73 |
3,267.73 |
3,248.83 |
|
| R1 |
3,255.15 |
3,255.15 |
3,245.70 |
3,261.44 |
| PP |
3,233.58 |
3,233.58 |
3,233.58 |
3,236.73 |
| S1 |
3,221.00 |
3,221.00 |
3,239.44 |
3,227.29 |
| S2 |
3,199.43 |
3,199.43 |
3,236.31 |
|
| S3 |
3,165.28 |
3,186.85 |
3,233.18 |
|
| S4 |
3,131.13 |
3,152.70 |
3,223.79 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,438.26 |
3,410.27 |
3,280.99 |
|
| R3 |
3,368.41 |
3,340.42 |
3,261.78 |
|
| R2 |
3,298.56 |
3,298.56 |
3,255.38 |
|
| R1 |
3,270.57 |
3,270.57 |
3,248.97 |
3,284.57 |
| PP |
3,228.71 |
3,228.71 |
3,228.71 |
3,235.71 |
| S1 |
3,200.72 |
3,200.72 |
3,236.17 |
3,214.72 |
| S2 |
3,158.86 |
3,158.86 |
3,229.76 |
|
| S3 |
3,089.01 |
3,130.87 |
3,223.36 |
|
| S4 |
3,019.16 |
3,061.02 |
3,204.15 |
|
|
| 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% |
39.19 |
1.2% |
80% |
False |
False |
|
| 10 |
3,256.71 |
3,186.86 |
69.85 |
2.2% |
32.95 |
1.0% |
80% |
False |
False |
|
| 20 |
3,256.71 |
3,146.02 |
110.69 |
3.4% |
28.76 |
0.9% |
87% |
False |
False |
|
| 40 |
3,256.71 |
3,053.26 |
203.45 |
6.3% |
29.28 |
0.9% |
93% |
False |
False |
|
| 60 |
3,256.71 |
3,029.07 |
227.64 |
7.0% |
26.78 |
0.8% |
94% |
False |
False |
|
| 80 |
3,256.71 |
2,825.18 |
431.53 |
13.3% |
28.23 |
0.9% |
97% |
False |
False |
|
| 100 |
3,256.71 |
2,825.18 |
431.53 |
13.3% |
29.48 |
0.9% |
97% |
False |
False |
|
| 120 |
3,256.71 |
2,730.97 |
525.74 |
16.2% |
29.17 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,391.30 |
|
2.618 |
3,335.56 |
|
1.618 |
3,301.41 |
|
1.000 |
3,280.31 |
|
0.618 |
3,267.26 |
|
HIGH |
3,246.16 |
|
0.618 |
3,233.11 |
|
0.500 |
3,229.09 |
|
0.382 |
3,225.06 |
|
LOW |
3,212.01 |
|
0.618 |
3,190.91 |
|
1.000 |
3,177.86 |
|
1.618 |
3,156.76 |
|
2.618 |
3,122.61 |
|
4.250 |
3,066.87 |
|
|