| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,135.00 |
3,188.75 |
53.75 |
1.7% |
3,197.50 |
| High |
3,198.50 |
3,221.00 |
22.50 |
0.7% |
3,222.00 |
| Low |
3,135.00 |
3,188.75 |
53.75 |
1.7% |
3,110.00 |
| Close |
3,186.75 |
3,218.75 |
32.00 |
1.0% |
3,218.75 |
| Range |
63.50 |
32.25 |
-31.25 |
-49.2% |
112.00 |
| ATR |
32.56 |
32.68 |
0.12 |
0.4% |
0.00 |
| Volume |
407 |
410 |
3 |
0.7% |
1,092 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,306.25 |
3,294.75 |
3,236.50 |
|
| R3 |
3,274.00 |
3,262.50 |
3,227.50 |
|
| R2 |
3,241.75 |
3,241.75 |
3,224.75 |
|
| R1 |
3,230.25 |
3,230.25 |
3,221.75 |
3,236.00 |
| PP |
3,209.50 |
3,209.50 |
3,209.50 |
3,212.50 |
| S1 |
3,198.00 |
3,198.00 |
3,215.75 |
3,203.75 |
| S2 |
3,177.25 |
3,177.25 |
3,212.75 |
|
| S3 |
3,145.00 |
3,165.75 |
3,210.00 |
|
| S4 |
3,112.75 |
3,133.50 |
3,201.00 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,519.50 |
3,481.25 |
3,280.25 |
|
| R3 |
3,407.50 |
3,369.25 |
3,249.50 |
|
| R2 |
3,295.50 |
3,295.50 |
3,239.25 |
|
| R1 |
3,257.25 |
3,257.25 |
3,229.00 |
3,276.50 |
| PP |
3,183.50 |
3,183.50 |
3,183.50 |
3,193.25 |
| S1 |
3,145.25 |
3,145.25 |
3,208.50 |
3,164.50 |
| S2 |
3,071.50 |
3,071.50 |
3,198.25 |
|
| S3 |
2,959.50 |
3,033.25 |
3,188.00 |
|
| S4 |
2,847.50 |
2,921.25 |
3,157.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,222.00 |
3,110.00 |
112.00 |
3.5% |
44.25 |
1.4% |
97% |
False |
False |
218 |
| 10 |
3,242.50 |
3,110.00 |
132.50 |
4.1% |
38.50 |
1.2% |
82% |
False |
False |
258 |
| 20 |
3,242.50 |
3,110.00 |
132.50 |
4.1% |
26.00 |
0.8% |
82% |
False |
False |
219 |
| 40 |
3,242.50 |
3,045.00 |
197.50 |
6.1% |
15.00 |
0.5% |
88% |
False |
False |
111 |
| 60 |
3,242.50 |
3,012.75 |
229.75 |
7.1% |
10.75 |
0.3% |
90% |
False |
False |
74 |
| 80 |
3,242.50 |
2,831.25 |
411.25 |
12.8% |
9.25 |
0.3% |
94% |
False |
False |
57 |
| 100 |
3,242.50 |
2,831.25 |
411.25 |
12.8% |
7.75 |
0.2% |
94% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,358.00 |
|
2.618 |
3,305.50 |
|
1.618 |
3,273.25 |
|
1.000 |
3,253.25 |
|
0.618 |
3,241.00 |
|
HIGH |
3,221.00 |
|
0.618 |
3,208.75 |
|
0.500 |
3,205.00 |
|
0.382 |
3,201.00 |
|
LOW |
3,188.75 |
|
0.618 |
3,168.75 |
|
1.000 |
3,156.50 |
|
1.618 |
3,136.50 |
|
2.618 |
3,104.25 |
|
4.250 |
3,051.75 |
|
|