| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,346.45 |
3,393.25 |
46.80 |
1.4% |
3,388.69 |
| High |
3,405.60 |
3,418.56 |
12.96 |
0.4% |
3,401.27 |
| Low |
3,346.41 |
3,390.38 |
43.97 |
1.3% |
3,318.39 |
| Close |
3,405.56 |
3,415.14 |
9.58 |
0.3% |
3,366.84 |
| Range |
59.19 |
28.18 |
-31.01 |
-52.4% |
82.88 |
| ATR |
35.74 |
35.20 |
-0.54 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,492.57 |
3,482.03 |
3,430.64 |
|
| R3 |
3,464.39 |
3,453.85 |
3,422.89 |
|
| R2 |
3,436.21 |
3,436.21 |
3,420.31 |
|
| R1 |
3,425.67 |
3,425.67 |
3,417.72 |
3,430.94 |
| PP |
3,408.03 |
3,408.03 |
3,408.03 |
3,410.66 |
| S1 |
3,397.49 |
3,397.49 |
3,412.56 |
3,402.76 |
| S2 |
3,379.85 |
3,379.85 |
3,409.97 |
|
| S3 |
3,351.67 |
3,369.31 |
3,407.39 |
|
| S4 |
3,323.49 |
3,341.13 |
3,399.64 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,610.81 |
3,571.70 |
3,412.42 |
|
| R3 |
3,527.93 |
3,488.82 |
3,389.63 |
|
| R2 |
3,445.05 |
3,445.05 |
3,382.03 |
|
| R1 |
3,405.94 |
3,405.94 |
3,374.44 |
3,384.06 |
| PP |
3,362.17 |
3,362.17 |
3,362.17 |
3,351.22 |
| S1 |
3,323.06 |
3,323.06 |
3,359.24 |
3,301.18 |
| S2 |
3,279.29 |
3,279.29 |
3,351.65 |
|
| S3 |
3,196.41 |
3,240.18 |
3,344.05 |
|
| S4 |
3,113.53 |
3,157.30 |
3,321.26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,418.56 |
3,324.70 |
93.86 |
2.7% |
34.03 |
1.0% |
96% |
True |
False |
|
| 10 |
3,418.56 |
3,318.39 |
100.17 |
2.9% |
34.81 |
1.0% |
97% |
True |
False |
|
| 20 |
3,418.56 |
3,318.39 |
100.17 |
2.9% |
31.66 |
0.9% |
97% |
True |
False |
|
| 40 |
3,418.56 |
3,117.69 |
300.87 |
8.8% |
33.26 |
1.0% |
99% |
True |
False |
|
| 60 |
3,418.56 |
3,053.26 |
365.30 |
10.7% |
31.64 |
0.9% |
99% |
True |
False |
|
| 80 |
3,418.56 |
3,040.25 |
378.31 |
11.1% |
30.09 |
0.9% |
99% |
True |
False |
|
| 100 |
3,418.56 |
2,883.96 |
534.60 |
15.7% |
28.81 |
0.8% |
99% |
True |
False |
|
| 120 |
3,418.56 |
2,825.18 |
593.38 |
17.4% |
30.39 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,538.33 |
|
2.618 |
3,492.34 |
|
1.618 |
3,464.16 |
|
1.000 |
3,446.74 |
|
0.618 |
3,435.98 |
|
HIGH |
3,418.56 |
|
0.618 |
3,407.80 |
|
0.500 |
3,404.47 |
|
0.382 |
3,401.14 |
|
LOW |
3,390.38 |
|
0.618 |
3,372.96 |
|
1.000 |
3,362.20 |
|
1.618 |
3,344.78 |
|
2.618 |
3,316.60 |
|
4.250 |
3,270.62 |
|
|