| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,341.25 |
3,367.50 |
26.25 |
0.8% |
3,342.25 |
| High |
3,372.25 |
3,382.50 |
10.25 |
0.3% |
3,382.50 |
| Low |
3,332.25 |
3,357.00 |
24.75 |
0.7% |
3,317.25 |
| Close |
3,364.25 |
3,367.00 |
2.75 |
0.1% |
3,367.00 |
| Range |
40.00 |
25.50 |
-14.50 |
-36.3% |
65.25 |
| ATR |
35.22 |
34.53 |
-0.69 |
-2.0% |
0.00 |
| Volume |
68 |
58 |
-10 |
-14.7% |
747 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,445.25 |
3,431.75 |
3,381.00 |
|
| R3 |
3,419.75 |
3,406.25 |
3,374.00 |
|
| R2 |
3,394.25 |
3,394.25 |
3,371.75 |
|
| R1 |
3,380.75 |
3,380.75 |
3,369.25 |
3,374.75 |
| PP |
3,368.75 |
3,368.75 |
3,368.75 |
3,366.00 |
| S1 |
3,355.25 |
3,355.25 |
3,364.75 |
3,349.25 |
| S2 |
3,343.25 |
3,343.25 |
3,362.25 |
|
| S3 |
3,317.75 |
3,329.75 |
3,360.00 |
|
| S4 |
3,292.25 |
3,304.25 |
3,353.00 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,551.25 |
3,524.50 |
3,403.00 |
|
| R3 |
3,486.00 |
3,459.25 |
3,385.00 |
|
| R2 |
3,420.75 |
3,420.75 |
3,379.00 |
|
| R1 |
3,394.00 |
3,394.00 |
3,373.00 |
3,407.50 |
| PP |
3,355.50 |
3,355.50 |
3,355.50 |
3,362.25 |
| S1 |
3,328.75 |
3,328.75 |
3,361.00 |
3,342.00 |
| S2 |
3,290.25 |
3,290.25 |
3,355.00 |
|
| S3 |
3,225.00 |
3,263.50 |
3,349.00 |
|
| S4 |
3,159.75 |
3,198.25 |
3,331.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,382.50 |
3,317.25 |
65.25 |
1.9% |
29.75 |
0.9% |
76% |
True |
False |
149 |
| 10 |
3,382.50 |
3,190.00 |
192.50 |
5.7% |
35.00 |
1.0% |
92% |
True |
False |
112 |
| 20 |
3,382.50 |
3,110.00 |
272.50 |
8.1% |
36.75 |
1.1% |
94% |
True |
False |
185 |
| 40 |
3,382.50 |
3,060.25 |
322.25 |
9.6% |
22.50 |
0.7% |
95% |
True |
False |
138 |
| 60 |
3,382.50 |
3,045.00 |
337.50 |
10.0% |
15.75 |
0.5% |
95% |
True |
False |
92 |
| 80 |
3,382.50 |
2,944.25 |
438.25 |
13.0% |
12.75 |
0.4% |
96% |
True |
False |
70 |
| 100 |
3,382.50 |
2,831.25 |
551.25 |
16.4% |
11.00 |
0.3% |
97% |
True |
False |
57 |
| 120 |
3,382.50 |
2,831.25 |
551.25 |
16.4% |
9.50 |
0.3% |
97% |
True |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,491.00 |
|
2.618 |
3,449.25 |
|
1.618 |
3,423.75 |
|
1.000 |
3,408.00 |
|
0.618 |
3,398.25 |
|
HIGH |
3,382.50 |
|
0.618 |
3,372.75 |
|
0.500 |
3,369.75 |
|
0.382 |
3,366.75 |
|
LOW |
3,357.00 |
|
0.618 |
3,341.25 |
|
1.000 |
3,331.50 |
|
1.618 |
3,315.75 |
|
2.618 |
3,290.25 |
|
4.250 |
3,248.50 |
|
|