| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,948.0 |
2,973.0 |
25.0 |
0.8% |
2,910.0 |
| High |
2,973.0 |
2,992.0 |
19.0 |
0.6% |
2,970.0 |
| Low |
2,943.0 |
2,970.0 |
27.0 |
0.9% |
2,876.0 |
| Close |
2,958.0 |
2,989.0 |
31.0 |
1.0% |
2,956.0 |
| Range |
30.0 |
22.0 |
-8.0 |
-26.7% |
94.0 |
| ATR |
33.7 |
33.7 |
0.0 |
0.1% |
0.0 |
| Volume |
37 |
5,095 |
5,058 |
13,670.3% |
604 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,049.7 |
3,041.3 |
3,001.1 |
|
| R3 |
3,027.7 |
3,019.3 |
2,995.1 |
|
| R2 |
3,005.7 |
3,005.7 |
2,993.0 |
|
| R1 |
2,997.3 |
2,997.3 |
2,991.0 |
3,001.5 |
| PP |
2,983.7 |
2,983.7 |
2,983.7 |
2,985.8 |
| S1 |
2,975.3 |
2,975.3 |
2,987.0 |
2,979.5 |
| S2 |
2,961.7 |
2,961.7 |
2,985.0 |
|
| S3 |
2,939.7 |
2,953.3 |
2,983.0 |
|
| S4 |
2,917.7 |
2,931.3 |
2,976.9 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,216.0 |
3,180.0 |
3,007.7 |
|
| R3 |
3,122.0 |
3,086.0 |
2,981.9 |
|
| R2 |
3,028.0 |
3,028.0 |
2,973.2 |
|
| R1 |
2,992.0 |
2,992.0 |
2,964.6 |
3,010.0 |
| PP |
2,934.0 |
2,934.0 |
2,934.0 |
2,943.0 |
| S1 |
2,898.0 |
2,898.0 |
2,947.4 |
2,916.0 |
| S2 |
2,840.0 |
2,840.0 |
2,938.8 |
|
| S3 |
2,746.0 |
2,804.0 |
2,930.2 |
|
| S4 |
2,652.0 |
2,710.0 |
2,904.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,992.0 |
2,880.0 |
112.0 |
3.7% |
31.6 |
1.1% |
97% |
True |
False |
1,108 |
| 10 |
2,992.0 |
2,875.0 |
117.0 |
3.9% |
32.4 |
1.1% |
97% |
True |
False |
663 |
| 20 |
2,992.0 |
2,857.0 |
135.0 |
4.5% |
30.5 |
1.0% |
98% |
True |
False |
433 |
| 40 |
2,992.0 |
2,708.0 |
284.0 |
9.5% |
27.0 |
0.9% |
99% |
True |
False |
251 |
| 60 |
2,992.0 |
2,708.0 |
284.0 |
9.5% |
22.0 |
0.7% |
99% |
True |
False |
171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.5 |
|
2.618 |
3,049.6 |
|
1.618 |
3,027.6 |
|
1.000 |
3,014.0 |
|
0.618 |
3,005.6 |
|
HIGH |
2,992.0 |
|
0.618 |
2,983.6 |
|
0.500 |
2,981.0 |
|
0.382 |
2,978.4 |
|
LOW |
2,970.0 |
|
0.618 |
2,956.4 |
|
1.000 |
2,948.0 |
|
1.618 |
2,934.4 |
|
2.618 |
2,912.4 |
|
4.250 |
2,876.5 |
|
|