| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,006.0 |
3,040.0 |
34.0 |
1.1% |
3,025.0 |
| High |
3,040.0 |
3,061.0 |
21.0 |
0.7% |
3,042.0 |
| Low |
3,003.0 |
3,018.0 |
15.0 |
0.5% |
2,998.0 |
| Close |
3,037.0 |
3,029.0 |
-8.0 |
-0.3% |
3,021.0 |
| Range |
37.0 |
43.0 |
6.0 |
16.2% |
44.0 |
| ATR |
30.3 |
31.3 |
0.9 |
3.0% |
0.0 |
| Volume |
181 |
131 |
-50 |
-27.6% |
593 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,165.0 |
3,140.0 |
3,052.7 |
|
| R3 |
3,122.0 |
3,097.0 |
3,040.8 |
|
| R2 |
3,079.0 |
3,079.0 |
3,036.9 |
|
| R1 |
3,054.0 |
3,054.0 |
3,032.9 |
3,045.0 |
| PP |
3,036.0 |
3,036.0 |
3,036.0 |
3,031.5 |
| S1 |
3,011.0 |
3,011.0 |
3,025.1 |
3,002.0 |
| S2 |
2,993.0 |
2,993.0 |
3,021.1 |
|
| S3 |
2,950.0 |
2,968.0 |
3,017.2 |
|
| S4 |
2,907.0 |
2,925.0 |
3,005.4 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,152.3 |
3,130.7 |
3,045.2 |
|
| R3 |
3,108.3 |
3,086.7 |
3,033.1 |
|
| R2 |
3,064.3 |
3,064.3 |
3,029.1 |
|
| R1 |
3,042.7 |
3,042.7 |
3,025.0 |
3,031.5 |
| PP |
3,020.3 |
3,020.3 |
3,020.3 |
3,014.8 |
| S1 |
2,998.7 |
2,998.7 |
3,017.0 |
2,987.5 |
| S2 |
2,976.3 |
2,976.3 |
3,012.9 |
|
| S3 |
2,932.3 |
2,954.7 |
3,008.9 |
|
| S4 |
2,888.3 |
2,910.7 |
2,996.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,061.0 |
3,001.0 |
60.0 |
2.0% |
29.0 |
1.0% |
47% |
True |
False |
126 |
| 10 |
3,061.0 |
2,978.0 |
83.0 |
2.7% |
26.4 |
0.9% |
61% |
True |
False |
152 |
| 20 |
3,061.0 |
2,875.0 |
186.0 |
6.1% |
29.5 |
1.0% |
83% |
True |
False |
506 |
| 40 |
3,061.0 |
2,729.0 |
332.0 |
11.0% |
27.5 |
0.9% |
90% |
True |
False |
332 |
| 60 |
3,061.0 |
2,708.0 |
353.0 |
11.7% |
25.0 |
0.8% |
91% |
True |
False |
238 |
| 80 |
3,061.0 |
2,650.0 |
411.0 |
13.6% |
21.3 |
0.7% |
92% |
True |
False |
183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,243.8 |
|
2.618 |
3,173.6 |
|
1.618 |
3,130.6 |
|
1.000 |
3,104.0 |
|
0.618 |
3,087.6 |
|
HIGH |
3,061.0 |
|
0.618 |
3,044.6 |
|
0.500 |
3,039.5 |
|
0.382 |
3,034.4 |
|
LOW |
3,018.0 |
|
0.618 |
2,991.4 |
|
1.000 |
2,975.0 |
|
1.618 |
2,948.4 |
|
2.618 |
2,905.4 |
|
4.250 |
2,835.3 |
|
|