| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,194.75 |
3,246.50 |
51.75 |
1.6% |
3,197.50 |
| High |
3,246.50 |
3,254.25 |
7.75 |
0.2% |
3,222.00 |
| Low |
3,190.00 |
3,228.50 |
38.50 |
1.2% |
3,110.00 |
| Close |
3,241.50 |
3,234.00 |
-7.50 |
-0.2% |
3,218.75 |
| Range |
56.50 |
25.75 |
-30.75 |
-54.4% |
112.00 |
| ATR |
34.38 |
33.77 |
-0.62 |
-1.8% |
0.00 |
| Volume |
31 |
87 |
56 |
180.6% |
1,092 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,316.25 |
3,300.75 |
3,248.25 |
|
| R3 |
3,290.50 |
3,275.00 |
3,241.00 |
|
| R2 |
3,264.75 |
3,264.75 |
3,238.75 |
|
| R1 |
3,249.25 |
3,249.25 |
3,236.25 |
3,244.00 |
| PP |
3,239.00 |
3,239.00 |
3,239.00 |
3,236.25 |
| S1 |
3,223.50 |
3,223.50 |
3,231.75 |
3,218.50 |
| S2 |
3,213.25 |
3,213.25 |
3,229.25 |
|
| S3 |
3,187.50 |
3,197.75 |
3,227.00 |
|
| S4 |
3,161.75 |
3,172.00 |
3,219.75 |
|
|
| 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 |
3,254.25 |
3,110.00 |
144.25 |
4.5% |
44.50 |
1.4% |
86% |
True |
False |
238 |
| 10 |
3,254.25 |
3,110.00 |
144.25 |
4.5% |
40.25 |
1.2% |
86% |
True |
False |
153 |
| 20 |
3,254.25 |
3,110.00 |
144.25 |
4.5% |
29.75 |
0.9% |
86% |
True |
False |
224 |
| 40 |
3,254.25 |
3,045.00 |
209.25 |
6.5% |
16.75 |
0.5% |
90% |
True |
False |
113 |
| 60 |
3,254.25 |
3,012.75 |
241.50 |
7.5% |
12.25 |
0.4% |
92% |
True |
False |
76 |
| 80 |
3,254.25 |
2,831.25 |
423.00 |
13.1% |
9.50 |
0.3% |
95% |
True |
False |
58 |
| 100 |
3,254.25 |
2,831.25 |
423.00 |
13.1% |
8.50 |
0.3% |
95% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,363.75 |
|
2.618 |
3,321.75 |
|
1.618 |
3,296.00 |
|
1.000 |
3,280.00 |
|
0.618 |
3,270.25 |
|
HIGH |
3,254.25 |
|
0.618 |
3,244.50 |
|
0.500 |
3,241.50 |
|
0.382 |
3,238.25 |
|
LOW |
3,228.50 |
|
0.618 |
3,212.50 |
|
1.000 |
3,202.75 |
|
1.618 |
3,186.75 |
|
2.618 |
3,161.00 |
|
4.250 |
3,119.00 |
|
|