| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,220.75 |
3,241.75 |
21.00 |
0.7% |
3,209.25 |
| High |
3,242.50 |
3,241.75 |
-0.75 |
0.0% |
3,229.75 |
| Low |
3,212.00 |
3,211.50 |
-0.50 |
0.0% |
3,188.75 |
| Close |
3,238.50 |
3,230.50 |
-8.00 |
-0.2% |
3,215.75 |
| Range |
30.50 |
30.25 |
-0.25 |
-0.8% |
41.00 |
| ATR |
22.71 |
23.25 |
0.54 |
2.4% |
0.00 |
| Volume |
837 |
101 |
-736 |
-87.9% |
1,777 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,318.75 |
3,304.75 |
3,247.25 |
|
| R3 |
3,288.50 |
3,274.50 |
3,238.75 |
|
| R2 |
3,258.25 |
3,258.25 |
3,236.00 |
|
| R1 |
3,244.25 |
3,244.25 |
3,233.25 |
3,236.00 |
| PP |
3,228.00 |
3,228.00 |
3,228.00 |
3,223.75 |
| S1 |
3,214.00 |
3,214.00 |
3,227.75 |
3,206.00 |
| S2 |
3,197.75 |
3,197.75 |
3,225.00 |
|
| S3 |
3,167.50 |
3,183.75 |
3,222.25 |
|
| S4 |
3,137.25 |
3,153.50 |
3,213.75 |
|
|
| 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% |
28.00 |
0.9% |
81% |
False |
False |
503 |
| 10 |
3,242.50 |
3,180.50 |
62.00 |
1.9% |
21.50 |
0.7% |
81% |
False |
False |
305 |
| 20 |
3,242.50 |
3,114.50 |
128.00 |
4.0% |
12.75 |
0.4% |
91% |
False |
False |
155 |
| 40 |
3,242.50 |
3,045.00 |
197.50 |
6.1% |
7.75 |
0.2% |
94% |
False |
False |
78 |
| 60 |
3,242.50 |
2,984.00 |
258.50 |
8.0% |
6.50 |
0.2% |
95% |
False |
False |
53 |
| 80 |
3,242.50 |
2,831.25 |
411.25 |
12.7% |
5.75 |
0.2% |
97% |
False |
False |
40 |
| 100 |
3,242.50 |
2,831.25 |
411.25 |
12.7% |
5.00 |
0.2% |
97% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,370.25 |
|
2.618 |
3,321.00 |
|
1.618 |
3,290.75 |
|
1.000 |
3,272.00 |
|
0.618 |
3,260.50 |
|
HIGH |
3,241.75 |
|
0.618 |
3,230.25 |
|
0.500 |
3,226.50 |
|
0.382 |
3,223.00 |
|
LOW |
3,211.50 |
|
0.618 |
3,192.75 |
|
1.000 |
3,181.25 |
|
1.618 |
3,162.50 |
|
2.618 |
3,132.25 |
|
4.250 |
3,083.00 |
|
|