| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,033.0 |
3,044.0 |
11.0 |
0.4% |
3,051.0 |
| High |
3,047.0 |
3,051.0 |
4.0 |
0.1% |
3,096.0 |
| Low |
3,019.0 |
3,015.0 |
-4.0 |
-0.1% |
2,990.0 |
| Close |
3,044.0 |
3,026.0 |
-18.0 |
-0.6% |
3,023.0 |
| Range |
28.0 |
36.0 |
8.0 |
28.6% |
106.0 |
| ATR |
35.6 |
35.7 |
0.0 |
0.1% |
0.0 |
| Volume |
13,085 |
214 |
-12,871 |
-98.4% |
5,928 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.7 |
3,118.3 |
3,045.8 |
|
| R3 |
3,102.7 |
3,082.3 |
3,035.9 |
|
| R2 |
3,066.7 |
3,066.7 |
3,032.6 |
|
| R1 |
3,046.3 |
3,046.3 |
3,029.3 |
3,038.5 |
| PP |
3,030.7 |
3,030.7 |
3,030.7 |
3,026.8 |
| S1 |
3,010.3 |
3,010.3 |
3,022.7 |
3,002.5 |
| S2 |
2,994.7 |
2,994.7 |
3,019.4 |
|
| S3 |
2,958.7 |
2,974.3 |
3,016.1 |
|
| S4 |
2,922.7 |
2,938.3 |
3,006.2 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.3 |
3,294.7 |
3,081.3 |
|
| R3 |
3,248.3 |
3,188.7 |
3,052.2 |
|
| R2 |
3,142.3 |
3,142.3 |
3,042.4 |
|
| R1 |
3,082.7 |
3,082.7 |
3,032.7 |
3,059.5 |
| PP |
3,036.3 |
3,036.3 |
3,036.3 |
3,024.8 |
| S1 |
2,976.7 |
2,976.7 |
3,013.3 |
2,953.5 |
| S2 |
2,930.3 |
2,930.3 |
3,003.6 |
|
| S3 |
2,824.3 |
2,870.7 |
2,993.9 |
|
| S4 |
2,718.3 |
2,764.7 |
2,964.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
42.8 |
1.4% |
34% |
False |
False |
3,167 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
37.8 |
1.2% |
34% |
False |
False |
2,412 |
| 20 |
3,096.0 |
2,978.0 |
118.0 |
3.9% |
31.4 |
1.0% |
41% |
False |
False |
1,406 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
30.9 |
1.0% |
71% |
False |
False |
920 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
28.4 |
0.9% |
82% |
False |
False |
636 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
24.3 |
0.8% |
82% |
False |
False |
480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,204.0 |
|
2.618 |
3,145.2 |
|
1.618 |
3,109.2 |
|
1.000 |
3,087.0 |
|
0.618 |
3,073.2 |
|
HIGH |
3,051.0 |
|
0.618 |
3,037.2 |
|
0.500 |
3,033.0 |
|
0.382 |
3,028.8 |
|
LOW |
3,015.0 |
|
0.618 |
2,992.8 |
|
1.000 |
2,979.0 |
|
1.618 |
2,956.8 |
|
2.618 |
2,920.8 |
|
4.250 |
2,862.0 |
|
|