| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,188.75 |
3,194.75 |
6.00 |
0.2% |
3,197.50 |
| High |
3,221.00 |
3,246.50 |
25.50 |
0.8% |
3,222.00 |
| Low |
3,188.75 |
3,190.00 |
1.25 |
0.0% |
3,110.00 |
| Close |
3,218.75 |
3,241.50 |
22.75 |
0.7% |
3,218.75 |
| Range |
32.25 |
56.50 |
24.25 |
75.2% |
112.00 |
| ATR |
32.68 |
34.38 |
1.70 |
5.2% |
0.00 |
| Volume |
410 |
31 |
-379 |
-92.4% |
1,092 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,395.50 |
3,375.00 |
3,272.50 |
|
| R3 |
3,339.00 |
3,318.50 |
3,257.00 |
|
| R2 |
3,282.50 |
3,282.50 |
3,251.75 |
|
| R1 |
3,262.00 |
3,262.00 |
3,246.75 |
3,272.25 |
| PP |
3,226.00 |
3,226.00 |
3,226.00 |
3,231.00 |
| S1 |
3,205.50 |
3,205.50 |
3,236.25 |
3,215.75 |
| S2 |
3,169.50 |
3,169.50 |
3,231.25 |
|
| S3 |
3,113.00 |
3,149.00 |
3,226.00 |
|
| S4 |
3,056.50 |
3,092.50 |
3,210.50 |
|
|
| 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 |
3,246.50 |
3,110.00 |
136.50 |
4.2% |
50.75 |
1.6% |
96% |
True |
False |
222 |
| 10 |
3,246.50 |
3,110.00 |
136.50 |
4.2% |
40.75 |
1.3% |
96% |
True |
False |
228 |
| 20 |
3,246.50 |
3,110.00 |
136.50 |
4.2% |
28.50 |
0.9% |
96% |
True |
False |
220 |
| 40 |
3,246.50 |
3,045.00 |
201.50 |
6.2% |
16.00 |
0.5% |
98% |
True |
False |
111 |
| 60 |
3,246.50 |
3,012.75 |
233.75 |
7.2% |
11.75 |
0.4% |
98% |
True |
False |
74 |
| 80 |
3,246.50 |
2,831.25 |
415.25 |
12.8% |
9.25 |
0.3% |
99% |
True |
False |
57 |
| 100 |
3,246.50 |
2,831.25 |
415.25 |
12.8% |
8.25 |
0.3% |
99% |
True |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,486.50 |
|
2.618 |
3,394.50 |
|
1.618 |
3,338.00 |
|
1.000 |
3,303.00 |
|
0.618 |
3,281.50 |
|
HIGH |
3,246.50 |
|
0.618 |
3,225.00 |
|
0.500 |
3,218.25 |
|
0.382 |
3,211.50 |
|
LOW |
3,190.00 |
|
0.618 |
3,155.00 |
|
1.000 |
3,133.50 |
|
1.618 |
3,098.50 |
|
2.618 |
3,042.00 |
|
4.250 |
2,950.00 |
|
|