| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,973.0 |
2,985.0 |
12.0 |
0.4% |
2,910.0 |
| High |
2,992.0 |
3,008.0 |
16.0 |
0.5% |
2,970.0 |
| Low |
2,970.0 |
2,980.0 |
10.0 |
0.3% |
2,876.0 |
| Close |
2,989.0 |
3,000.0 |
11.0 |
0.4% |
2,956.0 |
| Range |
22.0 |
28.0 |
6.0 |
27.3% |
94.0 |
| ATR |
33.7 |
33.3 |
-0.4 |
-1.2% |
0.0 |
| Volume |
5,095 |
2,605 |
-2,490 |
-48.9% |
604 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.0 |
3,068.0 |
3,015.4 |
|
| R3 |
3,052.0 |
3,040.0 |
3,007.7 |
|
| R2 |
3,024.0 |
3,024.0 |
3,005.1 |
|
| R1 |
3,012.0 |
3,012.0 |
3,002.6 |
3,018.0 |
| PP |
2,996.0 |
2,996.0 |
2,996.0 |
2,999.0 |
| S1 |
2,984.0 |
2,984.0 |
2,997.4 |
2,990.0 |
| S2 |
2,968.0 |
2,968.0 |
2,994.9 |
|
| S3 |
2,940.0 |
2,956.0 |
2,992.3 |
|
| S4 |
2,912.0 |
2,928.0 |
2,984.6 |
|
|
| 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 |
3,008.0 |
2,909.0 |
99.0 |
3.3% |
31.8 |
1.1% |
92% |
True |
False |
1,606 |
| 10 |
3,008.0 |
2,875.0 |
133.0 |
4.4% |
32.5 |
1.1% |
94% |
True |
False |
859 |
| 20 |
3,008.0 |
2,857.0 |
151.0 |
5.0% |
28.8 |
1.0% |
95% |
True |
False |
560 |
| 40 |
3,008.0 |
2,708.0 |
300.0 |
10.0% |
27.2 |
0.9% |
97% |
True |
False |
316 |
| 60 |
3,008.0 |
2,708.0 |
300.0 |
10.0% |
22.2 |
0.7% |
97% |
True |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,127.0 |
|
2.618 |
3,081.3 |
|
1.618 |
3,053.3 |
|
1.000 |
3,036.0 |
|
0.618 |
3,025.3 |
|
HIGH |
3,008.0 |
|
0.618 |
2,997.3 |
|
0.500 |
2,994.0 |
|
0.382 |
2,990.7 |
|
LOW |
2,980.0 |
|
0.618 |
2,962.7 |
|
1.000 |
2,952.0 |
|
1.618 |
2,934.7 |
|
2.618 |
2,906.7 |
|
4.250 |
2,861.0 |
|
|