| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,307.00 |
3,342.25 |
35.25 |
1.1% |
3,194.75 |
| High |
3,344.25 |
3,353.50 |
9.25 |
0.3% |
3,344.25 |
| Low |
3,307.00 |
3,337.25 |
30.25 |
0.9% |
3,190.00 |
| Close |
3,335.25 |
3,347.25 |
12.00 |
0.4% |
3,335.25 |
| Range |
37.25 |
16.25 |
-21.00 |
-56.4% |
154.25 |
| ATR |
36.08 |
34.80 |
-1.27 |
-3.5% |
0.00 |
| Volume |
105 |
291 |
186 |
177.1% |
375 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,394.75 |
3,387.25 |
3,356.25 |
|
| R3 |
3,378.50 |
3,371.00 |
3,351.75 |
|
| R2 |
3,362.25 |
3,362.25 |
3,350.25 |
|
| R1 |
3,354.75 |
3,354.75 |
3,348.75 |
3,358.50 |
| PP |
3,346.00 |
3,346.00 |
3,346.00 |
3,348.00 |
| S1 |
3,338.50 |
3,338.50 |
3,345.75 |
3,342.25 |
| S2 |
3,329.75 |
3,329.75 |
3,344.25 |
|
| S3 |
3,313.50 |
3,322.25 |
3,342.75 |
|
| S4 |
3,297.25 |
3,306.00 |
3,338.25 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,752.50 |
3,698.25 |
3,420.00 |
|
| R3 |
3,598.25 |
3,544.00 |
3,377.75 |
|
| R2 |
3,444.00 |
3,444.00 |
3,363.50 |
|
| R1 |
3,389.75 |
3,389.75 |
3,349.50 |
3,417.00 |
| PP |
3,289.75 |
3,289.75 |
3,289.75 |
3,303.50 |
| S1 |
3,235.50 |
3,235.50 |
3,321.00 |
3,262.50 |
| S2 |
3,135.50 |
3,135.50 |
3,307.00 |
|
| S3 |
2,981.25 |
3,081.25 |
3,292.75 |
|
| S4 |
2,827.00 |
2,927.00 |
3,250.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,353.50 |
3,228.50 |
125.00 |
3.7% |
32.00 |
1.0% |
95% |
True |
False |
127 |
| 10 |
3,353.50 |
3,110.00 |
243.50 |
7.3% |
41.50 |
1.2% |
97% |
True |
False |
174 |
| 20 |
3,353.50 |
3,110.00 |
243.50 |
7.3% |
33.50 |
1.0% |
97% |
True |
False |
248 |
| 40 |
3,353.50 |
3,045.00 |
308.50 |
9.2% |
20.00 |
0.6% |
98% |
True |
False |
127 |
| 60 |
3,353.50 |
3,045.00 |
308.50 |
9.2% |
14.00 |
0.4% |
98% |
True |
False |
85 |
| 80 |
3,353.50 |
2,883.75 |
469.75 |
14.0% |
11.25 |
0.3% |
99% |
True |
False |
65 |
| 100 |
3,353.50 |
2,831.25 |
522.25 |
15.6% |
10.00 |
0.3% |
99% |
True |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,422.50 |
|
2.618 |
3,396.00 |
|
1.618 |
3,379.75 |
|
1.000 |
3,369.75 |
|
0.618 |
3,363.50 |
|
HIGH |
3,353.50 |
|
0.618 |
3,347.25 |
|
0.500 |
3,345.50 |
|
0.382 |
3,343.50 |
|
LOW |
3,337.25 |
|
0.618 |
3,327.25 |
|
1.000 |
3,321.00 |
|
1.618 |
3,311.00 |
|
2.618 |
3,294.75 |
|
4.250 |
3,268.25 |
|
|