| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,217.15 |
3,161.35 |
-55.80 |
-1.7% |
3,190.40 |
| High |
3,217.15 |
3,161.76 |
-55.39 |
-1.7% |
3,256.71 |
| Low |
3,152.26 |
3,117.69 |
-34.57 |
-1.1% |
3,186.86 |
| Close |
3,153.87 |
3,142.54 |
-11.33 |
-0.4% |
3,242.57 |
| Range |
64.89 |
44.07 |
-20.82 |
-32.1% |
69.85 |
| ATR |
35.04 |
35.69 |
0.64 |
1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,272.87 |
3,251.78 |
3,166.78 |
|
| R3 |
3,228.80 |
3,207.71 |
3,154.66 |
|
| R2 |
3,184.73 |
3,184.73 |
3,150.62 |
|
| R1 |
3,163.64 |
3,163.64 |
3,146.58 |
3,152.15 |
| PP |
3,140.66 |
3,140.66 |
3,140.66 |
3,134.92 |
| S1 |
3,119.57 |
3,119.57 |
3,138.50 |
3,108.08 |
| S2 |
3,096.59 |
3,096.59 |
3,134.46 |
|
| S3 |
3,052.52 |
3,075.50 |
3,130.42 |
|
| S4 |
3,008.45 |
3,031.43 |
3,118.30 |
|
|
| 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 |
3,254.91 |
3,117.69 |
137.22 |
4.4% |
45.55 |
1.4% |
18% |
False |
True |
|
| 10 |
3,256.71 |
3,117.69 |
139.02 |
4.4% |
37.63 |
1.2% |
18% |
False |
True |
|
| 20 |
3,256.71 |
3,117.69 |
139.02 |
4.4% |
32.26 |
1.0% |
18% |
False |
True |
|
| 40 |
3,256.71 |
3,053.26 |
203.45 |
6.5% |
30.33 |
1.0% |
44% |
False |
False |
|
| 60 |
3,256.71 |
3,029.07 |
227.64 |
7.2% |
28.13 |
0.9% |
50% |
False |
False |
|
| 80 |
3,256.71 |
2,825.18 |
431.53 |
13.7% |
28.52 |
0.9% |
74% |
False |
False |
|
| 100 |
3,256.71 |
2,825.18 |
431.53 |
13.7% |
30.17 |
1.0% |
74% |
False |
False |
|
| 120 |
3,256.71 |
2,780.82 |
475.89 |
15.1% |
29.09 |
0.9% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,349.06 |
|
2.618 |
3,277.14 |
|
1.618 |
3,233.07 |
|
1.000 |
3,205.83 |
|
0.618 |
3,189.00 |
|
HIGH |
3,161.76 |
|
0.618 |
3,144.93 |
|
0.500 |
3,139.73 |
|
0.382 |
3,134.52 |
|
LOW |
3,117.69 |
|
0.618 |
3,090.45 |
|
1.000 |
3,073.62 |
|
1.618 |
3,046.38 |
|
2.618 |
3,002.31 |
|
4.250 |
2,930.39 |
|
|