| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,241.25 |
3,260.50 |
19.25 |
0.6% |
3,197.50 |
| High |
3,269.75 |
3,299.00 |
29.25 |
0.9% |
3,222.00 |
| Low |
3,238.00 |
3,250.00 |
12.00 |
0.4% |
3,110.00 |
| Close |
3,257.50 |
3,294.00 |
36.50 |
1.1% |
3,218.75 |
| Range |
31.75 |
49.00 |
17.25 |
54.3% |
112.00 |
| ATR |
33.91 |
34.99 |
1.08 |
3.2% |
0.00 |
| Volume |
52 |
100 |
48 |
92.3% |
1,092 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,428.00 |
3,410.00 |
3,321.00 |
|
| R3 |
3,379.00 |
3,361.00 |
3,307.50 |
|
| R2 |
3,330.00 |
3,330.00 |
3,303.00 |
|
| R1 |
3,312.00 |
3,312.00 |
3,298.50 |
3,321.00 |
| PP |
3,281.00 |
3,281.00 |
3,281.00 |
3,285.50 |
| S1 |
3,263.00 |
3,263.00 |
3,289.50 |
3,272.00 |
| S2 |
3,232.00 |
3,232.00 |
3,285.00 |
|
| S3 |
3,183.00 |
3,214.00 |
3,280.50 |
|
| S4 |
3,134.00 |
3,165.00 |
3,267.00 |
|
|
| 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 |
3,299.00 |
3,188.75 |
110.25 |
3.3% |
39.00 |
1.2% |
95% |
True |
False |
136 |
| 10 |
3,299.00 |
3,110.00 |
189.00 |
5.7% |
41.25 |
1.3% |
97% |
True |
False |
137 |
| 20 |
3,299.00 |
3,110.00 |
189.00 |
5.7% |
33.50 |
1.0% |
97% |
True |
False |
232 |
| 40 |
3,299.00 |
3,045.00 |
254.00 |
7.7% |
18.75 |
0.6% |
98% |
True |
False |
117 |
| 60 |
3,299.00 |
3,037.00 |
262.00 |
8.0% |
13.25 |
0.4% |
98% |
True |
False |
78 |
| 80 |
3,299.00 |
2,870.25 |
428.75 |
13.0% |
10.50 |
0.3% |
99% |
True |
False |
60 |
| 100 |
3,299.00 |
2,831.25 |
467.75 |
14.2% |
9.25 |
0.3% |
99% |
True |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,507.25 |
|
2.618 |
3,427.25 |
|
1.618 |
3,378.25 |
|
1.000 |
3,348.00 |
|
0.618 |
3,329.25 |
|
HIGH |
3,299.00 |
|
0.618 |
3,280.25 |
|
0.500 |
3,274.50 |
|
0.382 |
3,268.75 |
|
LOW |
3,250.00 |
|
0.618 |
3,219.75 |
|
1.000 |
3,201.00 |
|
1.618 |
3,170.75 |
|
2.618 |
3,121.75 |
|
4.250 |
3,041.75 |
|
|