| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,241.75 |
3,222.00 |
-19.75 |
-0.6% |
3,209.25 |
| High |
3,241.75 |
3,225.25 |
-16.50 |
-0.5% |
3,229.75 |
| Low |
3,211.50 |
3,185.00 |
-26.50 |
-0.8% |
3,188.75 |
| Close |
3,230.50 |
3,195.25 |
-35.25 |
-1.1% |
3,215.75 |
| Range |
30.25 |
40.25 |
10.00 |
33.1% |
41.00 |
| ATR |
23.25 |
24.84 |
1.59 |
6.8% |
0.00 |
| Volume |
101 |
215 |
114 |
112.9% |
1,777 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,322.50 |
3,299.25 |
3,217.50 |
|
| R3 |
3,282.25 |
3,259.00 |
3,206.25 |
|
| R2 |
3,242.00 |
3,242.00 |
3,202.75 |
|
| R1 |
3,218.75 |
3,218.75 |
3,199.00 |
3,210.25 |
| PP |
3,201.75 |
3,201.75 |
3,201.75 |
3,197.50 |
| S1 |
3,178.50 |
3,178.50 |
3,191.50 |
3,170.00 |
| S2 |
3,161.50 |
3,161.50 |
3,187.75 |
|
| S3 |
3,121.25 |
3,138.25 |
3,184.25 |
|
| S4 |
3,081.00 |
3,098.00 |
3,173.00 |
|
|
| 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% |
32.00 |
1.0% |
24% |
False |
False |
475 |
| 10 |
3,242.50 |
3,180.50 |
62.00 |
1.9% |
25.50 |
0.8% |
24% |
False |
False |
327 |
| 20 |
3,242.50 |
3,116.00 |
126.50 |
4.0% |
14.75 |
0.5% |
63% |
False |
False |
165 |
| 40 |
3,242.50 |
3,045.00 |
197.50 |
6.2% |
8.75 |
0.3% |
76% |
False |
False |
83 |
| 60 |
3,242.50 |
3,012.75 |
229.75 |
7.2% |
7.25 |
0.2% |
79% |
False |
False |
56 |
| 80 |
3,242.50 |
2,831.25 |
411.25 |
12.9% |
6.25 |
0.2% |
89% |
False |
False |
43 |
| 100 |
3,242.50 |
2,831.25 |
411.25 |
12.9% |
5.25 |
0.2% |
89% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,396.25 |
|
2.618 |
3,330.50 |
|
1.618 |
3,290.25 |
|
1.000 |
3,265.50 |
|
0.618 |
3,250.00 |
|
HIGH |
3,225.25 |
|
0.618 |
3,209.75 |
|
0.500 |
3,205.00 |
|
0.382 |
3,200.50 |
|
LOW |
3,185.00 |
|
0.618 |
3,160.25 |
|
1.000 |
3,144.75 |
|
1.618 |
3,120.00 |
|
2.618 |
3,079.75 |
|
4.250 |
3,014.00 |
|
|