| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,388.69 |
3,372.95 |
-15.74 |
-0.5% |
3,382.17 |
| High |
3,390.18 |
3,395.93 |
5.75 |
0.2% |
3,408.28 |
| Low |
3,374.38 |
3,361.91 |
-12.47 |
-0.4% |
3,364.65 |
| Close |
3,384.75 |
3,388.82 |
4.07 |
0.1% |
3,379.76 |
| Range |
15.80 |
34.02 |
18.22 |
115.3% |
43.63 |
| ATR |
33.03 |
33.10 |
0.07 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,484.28 |
3,470.57 |
3,407.53 |
|
| R3 |
3,450.26 |
3,436.55 |
3,398.18 |
|
| R2 |
3,416.24 |
3,416.24 |
3,395.06 |
|
| R1 |
3,402.53 |
3,402.53 |
3,391.94 |
3,409.39 |
| PP |
3,382.22 |
3,382.22 |
3,382.22 |
3,385.65 |
| S1 |
3,368.51 |
3,368.51 |
3,385.70 |
3,375.37 |
| S2 |
3,348.20 |
3,348.20 |
3,382.58 |
|
| S3 |
3,314.18 |
3,334.49 |
3,379.46 |
|
| S4 |
3,280.16 |
3,300.47 |
3,370.11 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,515.12 |
3,491.07 |
3,403.76 |
|
| R3 |
3,471.49 |
3,447.44 |
3,391.76 |
|
| R2 |
3,427.86 |
3,427.86 |
3,387.76 |
|
| R1 |
3,403.81 |
3,403.81 |
3,383.76 |
3,394.02 |
| PP |
3,384.23 |
3,384.23 |
3,384.23 |
3,379.34 |
| S1 |
3,360.18 |
3,360.18 |
3,375.76 |
3,350.39 |
| S2 |
3,340.60 |
3,340.60 |
3,371.76 |
|
| S3 |
3,296.97 |
3,316.55 |
3,367.76 |
|
| S4 |
3,253.34 |
3,272.92 |
3,355.76 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,408.28 |
3,361.91 |
46.37 |
1.4% |
29.75 |
0.9% |
58% |
False |
True |
|
| 10 |
3,408.28 |
3,330.20 |
78.08 |
2.3% |
27.24 |
0.8% |
75% |
False |
False |
|
| 20 |
3,408.28 |
3,117.69 |
290.59 |
8.6% |
30.86 |
0.9% |
93% |
False |
False |
|
| 40 |
3,408.28 |
3,117.69 |
290.59 |
8.6% |
30.98 |
0.9% |
93% |
False |
False |
|
| 60 |
3,408.28 |
3,053.26 |
355.02 |
10.5% |
30.49 |
0.9% |
95% |
False |
False |
|
| 80 |
3,408.28 |
3,029.07 |
379.21 |
11.2% |
28.46 |
0.8% |
95% |
False |
False |
|
| 100 |
3,408.28 |
2,825.18 |
583.10 |
17.2% |
28.87 |
0.9% |
97% |
False |
False |
|
| 120 |
3,408.28 |
2,825.18 |
583.10 |
17.2% |
30.11 |
0.9% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,540.52 |
|
2.618 |
3,484.99 |
|
1.618 |
3,450.97 |
|
1.000 |
3,429.95 |
|
0.618 |
3,416.95 |
|
HIGH |
3,395.93 |
|
0.618 |
3,382.93 |
|
0.500 |
3,378.92 |
|
0.382 |
3,374.91 |
|
LOW |
3,361.91 |
|
0.618 |
3,340.89 |
|
1.000 |
3,327.89 |
|
1.618 |
3,306.87 |
|
2.618 |
3,272.85 |
|
4.250 |
3,217.33 |
|
|