| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,367.50 |
3,378.00 |
10.50 |
0.3% |
3,342.25 |
| High |
3,382.50 |
3,380.00 |
-2.50 |
-0.1% |
3,382.50 |
| Low |
3,357.00 |
3,357.75 |
0.75 |
0.0% |
3,317.25 |
| Close |
3,367.00 |
3,376.75 |
9.75 |
0.3% |
3,367.00 |
| Range |
25.50 |
22.25 |
-3.25 |
-12.7% |
65.25 |
| ATR |
34.53 |
33.65 |
-0.88 |
-2.5% |
0.00 |
| Volume |
58 |
32 |
-26 |
-44.8% |
747 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,438.25 |
3,429.75 |
3,389.00 |
|
| R3 |
3,416.00 |
3,407.50 |
3,382.75 |
|
| R2 |
3,393.75 |
3,393.75 |
3,380.75 |
|
| R1 |
3,385.25 |
3,385.25 |
3,378.75 |
3,378.50 |
| PP |
3,371.50 |
3,371.50 |
3,371.50 |
3,368.00 |
| S1 |
3,363.00 |
3,363.00 |
3,374.75 |
3,356.00 |
| S2 |
3,349.25 |
3,349.25 |
3,372.75 |
|
| S3 |
3,327.00 |
3,340.75 |
3,370.75 |
|
| S4 |
3,304.75 |
3,318.50 |
3,364.50 |
|
|
| 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% |
31.00 |
0.9% |
91% |
False |
False |
97 |
| 10 |
3,382.50 |
3,228.50 |
154.00 |
4.6% |
31.50 |
0.9% |
96% |
False |
False |
112 |
| 20 |
3,382.50 |
3,110.00 |
272.50 |
8.1% |
36.00 |
1.1% |
98% |
False |
False |
170 |
| 40 |
3,382.50 |
3,073.25 |
309.25 |
9.2% |
23.00 |
0.7% |
98% |
False |
False |
139 |
| 60 |
3,382.50 |
3,045.00 |
337.50 |
10.0% |
16.25 |
0.5% |
98% |
False |
False |
93 |
| 80 |
3,382.50 |
2,946.50 |
436.00 |
12.9% |
13.25 |
0.4% |
99% |
False |
False |
70 |
| 100 |
3,382.50 |
2,831.25 |
551.25 |
16.3% |
11.25 |
0.3% |
99% |
False |
False |
57 |
| 120 |
3,382.50 |
2,831.25 |
551.25 |
16.3% |
9.75 |
0.3% |
99% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,474.50 |
|
2.618 |
3,438.25 |
|
1.618 |
3,416.00 |
|
1.000 |
3,402.25 |
|
0.618 |
3,393.75 |
|
HIGH |
3,380.00 |
|
0.618 |
3,371.50 |
|
0.500 |
3,369.00 |
|
0.382 |
3,366.25 |
|
LOW |
3,357.75 |
|
0.618 |
3,344.00 |
|
1.000 |
3,335.50 |
|
1.618 |
3,321.75 |
|
2.618 |
3,299.50 |
|
4.250 |
3,263.25 |
|
|