| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,390.00 |
3,412.00 |
22.00 |
0.6% |
3,354.75 |
| High |
3,407.25 |
3,412.00 |
4.75 |
0.1% |
3,412.00 |
| Low |
3,386.00 |
3,403.75 |
17.75 |
0.5% |
3,340.00 |
| Close |
3,404.25 |
3,410.50 |
6.25 |
0.2% |
3,410.50 |
| Range |
21.25 |
8.25 |
-13.00 |
-61.2% |
72.00 |
| ATR |
32.08 |
30.37 |
-1.70 |
-5.3% |
0.00 |
| Volume |
51 |
44 |
-7 |
-13.7% |
204 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,433.50 |
3,430.25 |
3,415.00 |
|
| R3 |
3,425.25 |
3,422.00 |
3,412.75 |
|
| R2 |
3,417.00 |
3,417.00 |
3,412.00 |
|
| R1 |
3,413.75 |
3,413.75 |
3,411.25 |
3,411.25 |
| PP |
3,408.75 |
3,408.75 |
3,408.75 |
3,407.50 |
| S1 |
3,405.50 |
3,405.50 |
3,409.75 |
3,403.00 |
| S2 |
3,400.50 |
3,400.50 |
3,409.00 |
|
| S3 |
3,392.25 |
3,397.25 |
3,408.25 |
|
| S4 |
3,384.00 |
3,389.00 |
3,406.00 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.50 |
3,579.00 |
3,450.00 |
|
| R3 |
3,531.50 |
3,507.00 |
3,430.25 |
|
| R2 |
3,459.50 |
3,459.50 |
3,423.75 |
|
| R1 |
3,435.00 |
3,435.00 |
3,417.00 |
3,447.25 |
| PP |
3,387.50 |
3,387.50 |
3,387.50 |
3,393.50 |
| S1 |
3,363.00 |
3,363.00 |
3,404.00 |
3,375.25 |
| S2 |
3,315.50 |
3,315.50 |
3,397.25 |
|
| S3 |
3,243.50 |
3,291.00 |
3,390.75 |
|
| S4 |
3,171.50 |
3,219.00 |
3,371.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,412.00 |
3,340.00 |
72.00 |
2.1% |
23.75 |
0.7% |
98% |
True |
False |
40 |
| 10 |
3,412.00 |
3,308.25 |
103.75 |
3.0% |
30.75 |
0.9% |
99% |
True |
False |
62 |
| 20 |
3,412.00 |
3,308.25 |
103.75 |
3.0% |
28.50 |
0.8% |
99% |
True |
False |
125 |
| 40 |
3,412.00 |
3,110.00 |
302.00 |
8.9% |
31.50 |
0.9% |
100% |
True |
False |
181 |
| 60 |
3,412.00 |
3,045.00 |
367.00 |
10.8% |
22.50 |
0.7% |
100% |
True |
False |
121 |
| 80 |
3,412.00 |
3,045.00 |
367.00 |
10.8% |
17.50 |
0.5% |
100% |
True |
False |
91 |
| 100 |
3,412.00 |
2,883.75 |
528.25 |
15.5% |
14.50 |
0.4% |
100% |
True |
False |
74 |
| 120 |
3,412.00 |
2,831.25 |
580.75 |
17.0% |
12.75 |
0.4% |
100% |
True |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,447.00 |
|
2.618 |
3,433.50 |
|
1.618 |
3,425.25 |
|
1.000 |
3,420.25 |
|
0.618 |
3,417.00 |
|
HIGH |
3,412.00 |
|
0.618 |
3,408.75 |
|
0.500 |
3,408.00 |
|
0.382 |
3,407.00 |
|
LOW |
3,403.75 |
|
0.618 |
3,398.75 |
|
1.000 |
3,395.50 |
|
1.618 |
3,390.50 |
|
2.618 |
3,382.25 |
|
4.250 |
3,368.75 |
|
|