| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,985.0 |
2,999.0 |
14.0 |
0.5% |
2,910.0 |
| High |
3,008.0 |
3,002.0 |
-6.0 |
-0.2% |
2,970.0 |
| Low |
2,980.0 |
2,978.0 |
-2.0 |
-0.1% |
2,876.0 |
| Close |
3,000.0 |
2,997.0 |
-3.0 |
-0.1% |
2,956.0 |
| Range |
28.0 |
24.0 |
-4.0 |
-14.3% |
94.0 |
| ATR |
33.3 |
32.6 |
-0.7 |
-2.0% |
0.0 |
| Volume |
2,605 |
316 |
-2,289 |
-87.9% |
604 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,064.3 |
3,054.7 |
3,010.2 |
|
| R3 |
3,040.3 |
3,030.7 |
3,003.6 |
|
| R2 |
3,016.3 |
3,016.3 |
3,001.4 |
|
| R1 |
3,006.7 |
3,006.7 |
2,999.2 |
2,999.5 |
| PP |
2,992.3 |
2,992.3 |
2,992.3 |
2,988.8 |
| S1 |
2,982.7 |
2,982.7 |
2,994.8 |
2,975.5 |
| S2 |
2,968.3 |
2,968.3 |
2,992.6 |
|
| S3 |
2,944.3 |
2,958.7 |
2,990.4 |
|
| S4 |
2,920.3 |
2,934.7 |
2,983.8 |
|
|
| 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 |
2,943.0 |
65.0 |
2.2% |
24.4 |
0.8% |
83% |
False |
False |
1,624 |
| 10 |
3,008.0 |
2,875.0 |
133.0 |
4.4% |
32.2 |
1.1% |
92% |
False |
False |
880 |
| 20 |
3,008.0 |
2,857.0 |
151.0 |
5.0% |
28.8 |
1.0% |
93% |
False |
False |
573 |
| 40 |
3,008.0 |
2,708.0 |
300.0 |
10.0% |
27.5 |
0.9% |
96% |
False |
False |
323 |
| 60 |
3,008.0 |
2,708.0 |
300.0 |
10.0% |
22.6 |
0.8% |
96% |
False |
False |
220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,104.0 |
|
2.618 |
3,064.8 |
|
1.618 |
3,040.8 |
|
1.000 |
3,026.0 |
|
0.618 |
3,016.8 |
|
HIGH |
3,002.0 |
|
0.618 |
2,992.8 |
|
0.500 |
2,990.0 |
|
0.382 |
2,987.2 |
|
LOW |
2,978.0 |
|
0.618 |
2,963.2 |
|
1.000 |
2,954.0 |
|
1.618 |
2,939.2 |
|
2.618 |
2,915.2 |
|
4.250 |
2,876.0 |
|
|