| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,346.25 |
3,341.25 |
-5.00 |
-0.1% |
3,194.75 |
| High |
3,346.50 |
3,372.25 |
25.75 |
0.8% |
3,344.25 |
| Low |
3,317.25 |
3,332.25 |
15.00 |
0.5% |
3,190.00 |
| Close |
3,333.25 |
3,364.25 |
31.00 |
0.9% |
3,335.25 |
| Range |
29.25 |
40.00 |
10.75 |
36.8% |
154.25 |
| ATR |
34.85 |
35.22 |
0.37 |
1.1% |
0.00 |
| Volume |
236 |
68 |
-168 |
-71.2% |
375 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,476.25 |
3,460.25 |
3,386.25 |
|
| R3 |
3,436.25 |
3,420.25 |
3,375.25 |
|
| R2 |
3,396.25 |
3,396.25 |
3,371.50 |
|
| R1 |
3,380.25 |
3,380.25 |
3,368.00 |
3,388.25 |
| PP |
3,356.25 |
3,356.25 |
3,356.25 |
3,360.25 |
| S1 |
3,340.25 |
3,340.25 |
3,360.50 |
3,348.25 |
| S2 |
3,316.25 |
3,316.25 |
3,357.00 |
|
| S3 |
3,276.25 |
3,300.25 |
3,353.25 |
|
| S4 |
3,236.25 |
3,260.25 |
3,342.25 |
|
|
| 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 |
3,372.25 |
3,307.00 |
65.25 |
1.9% |
32.25 |
1.0% |
88% |
True |
False |
158 |
| 10 |
3,372.25 |
3,188.75 |
183.50 |
5.5% |
35.50 |
1.1% |
96% |
True |
False |
147 |
| 20 |
3,372.25 |
3,110.00 |
262.25 |
7.8% |
36.75 |
1.1% |
97% |
True |
False |
227 |
| 40 |
3,372.25 |
3,060.25 |
312.00 |
9.3% |
22.00 |
0.7% |
97% |
True |
False |
137 |
| 60 |
3,372.25 |
3,045.00 |
327.25 |
9.7% |
15.50 |
0.5% |
98% |
True |
False |
91 |
| 80 |
3,372.25 |
2,923.75 |
448.50 |
13.3% |
12.50 |
0.4% |
98% |
True |
False |
70 |
| 100 |
3,372.25 |
2,831.25 |
541.00 |
16.1% |
11.00 |
0.3% |
99% |
True |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,542.25 |
|
2.618 |
3,477.00 |
|
1.618 |
3,437.00 |
|
1.000 |
3,412.25 |
|
0.618 |
3,397.00 |
|
HIGH |
3,372.25 |
|
0.618 |
3,357.00 |
|
0.500 |
3,352.25 |
|
0.382 |
3,347.50 |
|
LOW |
3,332.25 |
|
0.618 |
3,307.50 |
|
1.000 |
3,292.25 |
|
1.618 |
3,267.50 |
|
2.618 |
3,227.50 |
|
4.250 |
3,162.25 |
|
|