| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,213.38 |
3,253.96 |
40.58 |
1.3% |
3,215.77 |
| High |
3,257.19 |
3,269.97 |
12.78 |
0.4% |
3,240.11 |
| Low |
3,212.05 |
3,241.35 |
29.30 |
0.9% |
3,117.69 |
| Close |
3,256.02 |
3,244.66 |
-11.36 |
-0.3% |
3,233.83 |
| Range |
45.14 |
28.62 |
-16.52 |
-36.6% |
122.42 |
| ATR |
38.65 |
37.93 |
-0.72 |
-1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,337.85 |
3,319.88 |
3,260.40 |
|
| R3 |
3,309.23 |
3,291.26 |
3,252.53 |
|
| R2 |
3,280.61 |
3,280.61 |
3,249.91 |
|
| R1 |
3,262.64 |
3,262.64 |
3,247.28 |
3,257.32 |
| PP |
3,251.99 |
3,251.99 |
3,251.99 |
3,249.33 |
| S1 |
3,234.02 |
3,234.02 |
3,242.04 |
3,228.70 |
| S2 |
3,223.37 |
3,223.37 |
3,239.41 |
|
| S3 |
3,194.75 |
3,205.40 |
3,236.79 |
|
| S4 |
3,166.13 |
3,176.78 |
3,228.92 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,564.47 |
3,521.57 |
3,301.16 |
|
| R3 |
3,442.05 |
3,399.15 |
3,267.50 |
|
| R2 |
3,319.63 |
3,319.63 |
3,256.27 |
|
| R1 |
3,276.73 |
3,276.73 |
3,245.05 |
3,298.18 |
| PP |
3,197.21 |
3,197.21 |
3,197.21 |
3,207.94 |
| S1 |
3,154.31 |
3,154.31 |
3,222.61 |
3,175.76 |
| S2 |
3,074.79 |
3,074.79 |
3,211.39 |
|
| S3 |
2,952.37 |
3,031.89 |
3,200.16 |
|
| S4 |
2,829.95 |
2,909.47 |
3,166.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,269.97 |
3,117.69 |
152.28 |
4.7% |
38.05 |
1.2% |
83% |
True |
False |
|
| 10 |
3,269.97 |
3,117.69 |
152.28 |
4.7% |
40.22 |
1.2% |
83% |
True |
False |
|
| 20 |
3,269.97 |
3,117.69 |
152.28 |
4.7% |
34.74 |
1.1% |
83% |
True |
False |
|
| 40 |
3,269.97 |
3,053.26 |
216.71 |
6.7% |
31.61 |
1.0% |
88% |
True |
False |
|
| 60 |
3,269.97 |
3,029.07 |
240.90 |
7.4% |
29.48 |
0.9% |
89% |
True |
False |
|
| 80 |
3,269.97 |
2,825.18 |
444.79 |
13.7% |
28.25 |
0.9% |
94% |
True |
False |
|
| 100 |
3,269.97 |
2,825.18 |
444.79 |
13.7% |
30.12 |
0.9% |
94% |
True |
False |
|
| 120 |
3,269.97 |
2,825.18 |
444.79 |
13.7% |
29.35 |
0.9% |
94% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,391.61 |
|
2.618 |
3,344.90 |
|
1.618 |
3,316.28 |
|
1.000 |
3,298.59 |
|
0.618 |
3,287.66 |
|
HIGH |
3,269.97 |
|
0.618 |
3,259.04 |
|
0.500 |
3,255.66 |
|
0.382 |
3,252.28 |
|
LOW |
3,241.35 |
|
0.618 |
3,223.66 |
|
1.000 |
3,212.73 |
|
1.618 |
3,195.04 |
|
2.618 |
3,166.42 |
|
4.250 |
3,119.72 |
|
|