| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,253.96 |
3,261.48 |
7.52 |
0.2% |
3,215.77 |
| High |
3,269.97 |
3,283.18 |
13.21 |
0.4% |
3,240.11 |
| Low |
3,241.35 |
3,258.80 |
17.45 |
0.5% |
3,117.69 |
| Close |
3,244.66 |
3,281.67 |
37.01 |
1.1% |
3,233.83 |
| Range |
28.62 |
24.38 |
-4.24 |
-14.8% |
122.42 |
| ATR |
37.93 |
37.98 |
0.04 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,347.69 |
3,339.06 |
3,295.08 |
|
| R3 |
3,323.31 |
3,314.68 |
3,288.37 |
|
| R2 |
3,298.93 |
3,298.93 |
3,286.14 |
|
| R1 |
3,290.30 |
3,290.30 |
3,283.90 |
3,294.62 |
| PP |
3,274.55 |
3,274.55 |
3,274.55 |
3,276.71 |
| S1 |
3,265.92 |
3,265.92 |
3,279.44 |
3,270.24 |
| S2 |
3,250.17 |
3,250.17 |
3,277.20 |
|
| S3 |
3,225.79 |
3,241.54 |
3,274.97 |
|
| S4 |
3,201.41 |
3,217.16 |
3,268.26 |
|
|
| 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 |
3,283.18 |
3,178.67 |
104.51 |
3.2% |
34.12 |
1.0% |
99% |
True |
False |
|
| 10 |
3,283.18 |
3,117.69 |
165.49 |
5.0% |
39.83 |
1.2% |
99% |
True |
False |
|
| 20 |
3,283.18 |
3,117.69 |
165.49 |
5.0% |
33.67 |
1.0% |
99% |
True |
False |
|
| 40 |
3,283.18 |
3,053.26 |
229.92 |
7.0% |
31.63 |
1.0% |
99% |
True |
False |
|
| 60 |
3,283.18 |
3,034.62 |
248.56 |
7.6% |
29.39 |
0.9% |
99% |
True |
False |
|
| 80 |
3,283.18 |
2,851.99 |
431.19 |
13.1% |
27.99 |
0.9% |
100% |
True |
False |
|
| 100 |
3,283.18 |
2,825.18 |
458.00 |
14.0% |
30.11 |
0.9% |
100% |
True |
False |
|
| 120 |
3,283.18 |
2,825.18 |
458.00 |
14.0% |
29.39 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,386.80 |
|
2.618 |
3,347.01 |
|
1.618 |
3,322.63 |
|
1.000 |
3,307.56 |
|
0.618 |
3,298.25 |
|
HIGH |
3,283.18 |
|
0.618 |
3,273.87 |
|
0.500 |
3,270.99 |
|
0.382 |
3,268.11 |
|
LOW |
3,258.80 |
|
0.618 |
3,243.73 |
|
1.000 |
3,234.42 |
|
1.618 |
3,219.35 |
|
2.618 |
3,194.97 |
|
4.250 |
3,155.19 |
|
|