| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,200.00 |
3,220.75 |
20.75 |
0.6% |
3,209.25 |
| High |
3,214.00 |
3,242.50 |
28.50 |
0.9% |
3,229.75 |
| Low |
3,180.50 |
3,212.00 |
31.50 |
1.0% |
3,188.75 |
| Close |
3,202.00 |
3,238.50 |
36.50 |
1.1% |
3,215.75 |
| Range |
33.50 |
30.50 |
-3.00 |
-9.0% |
41.00 |
| ATR |
21.34 |
22.71 |
1.37 |
6.4% |
0.00 |
| Volume |
329 |
837 |
508 |
154.4% |
1,777 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,322.50 |
3,311.00 |
3,255.25 |
|
| R3 |
3,292.00 |
3,280.50 |
3,247.00 |
|
| R2 |
3,261.50 |
3,261.50 |
3,244.00 |
|
| R1 |
3,250.00 |
3,250.00 |
3,241.25 |
3,255.75 |
| PP |
3,231.00 |
3,231.00 |
3,231.00 |
3,234.00 |
| S1 |
3,219.50 |
3,219.50 |
3,235.75 |
3,225.25 |
| S2 |
3,200.50 |
3,200.50 |
3,233.00 |
|
| S3 |
3,170.00 |
3,189.00 |
3,230.00 |
|
| S4 |
3,139.50 |
3,158.50 |
3,221.75 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,334.50 |
3,316.00 |
3,238.25 |
|
| R3 |
3,293.50 |
3,275.00 |
3,227.00 |
|
| R2 |
3,252.50 |
3,252.50 |
3,223.25 |
|
| R1 |
3,234.00 |
3,234.00 |
3,219.50 |
3,243.25 |
| PP |
3,211.50 |
3,211.50 |
3,211.50 |
3,216.00 |
| S1 |
3,193.00 |
3,193.00 |
3,212.00 |
3,202.25 |
| S2 |
3,170.50 |
3,170.50 |
3,208.25 |
|
| S3 |
3,129.50 |
3,152.00 |
3,204.50 |
|
| S4 |
3,088.50 |
3,111.00 |
3,193.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,242.50 |
3,180.50 |
62.00 |
1.9% |
24.50 |
0.8% |
94% |
True |
False |
483 |
| 10 |
3,242.50 |
3,180.50 |
62.00 |
1.9% |
19.25 |
0.6% |
94% |
True |
False |
296 |
| 20 |
3,242.50 |
3,114.50 |
128.00 |
4.0% |
11.25 |
0.3% |
97% |
True |
False |
150 |
| 40 |
3,242.50 |
3,045.00 |
197.50 |
6.1% |
7.00 |
0.2% |
98% |
True |
False |
75 |
| 60 |
3,242.50 |
2,962.00 |
280.50 |
8.7% |
6.00 |
0.2% |
99% |
True |
False |
51 |
| 80 |
3,242.50 |
2,831.25 |
411.25 |
12.7% |
5.25 |
0.2% |
99% |
True |
False |
39 |
| 100 |
3,242.50 |
2,831.25 |
411.25 |
12.7% |
4.75 |
0.1% |
99% |
True |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,372.00 |
|
2.618 |
3,322.25 |
|
1.618 |
3,291.75 |
|
1.000 |
3,273.00 |
|
0.618 |
3,261.25 |
|
HIGH |
3,242.50 |
|
0.618 |
3,230.75 |
|
0.500 |
3,227.25 |
|
0.382 |
3,223.75 |
|
LOW |
3,212.00 |
|
0.618 |
3,193.25 |
|
1.000 |
3,181.50 |
|
1.618 |
3,162.75 |
|
2.618 |
3,132.25 |
|
4.250 |
3,082.50 |
|
|