| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,373.00 |
3,381.50 |
8.50 |
0.3% |
3,342.25 |
| High |
3,379.50 |
3,393.50 |
14.00 |
0.4% |
3,382.50 |
| Low |
3,367.50 |
3,360.00 |
-7.50 |
-0.2% |
3,317.25 |
| Close |
3,377.75 |
3,386.25 |
8.50 |
0.3% |
3,367.00 |
| Range |
12.00 |
33.50 |
21.50 |
179.2% |
65.25 |
| ATR |
32.10 |
32.20 |
0.10 |
0.3% |
0.00 |
| Volume |
448 |
154 |
-294 |
-65.6% |
747 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,480.50 |
3,466.75 |
3,404.75 |
|
| R3 |
3,447.00 |
3,433.25 |
3,395.50 |
|
| R2 |
3,413.50 |
3,413.50 |
3,392.50 |
|
| R1 |
3,399.75 |
3,399.75 |
3,389.25 |
3,406.50 |
| PP |
3,380.00 |
3,380.00 |
3,380.00 |
3,383.25 |
| S1 |
3,366.25 |
3,366.25 |
3,383.25 |
3,373.00 |
| S2 |
3,346.50 |
3,346.50 |
3,380.00 |
|
| S3 |
3,313.00 |
3,332.75 |
3,377.00 |
|
| S4 |
3,279.50 |
3,299.25 |
3,367.75 |
|
|
| 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 |
3,393.50 |
3,332.25 |
61.25 |
1.8% |
26.75 |
0.8% |
88% |
True |
False |
152 |
| 10 |
3,393.50 |
3,250.00 |
143.50 |
4.2% |
30.25 |
0.9% |
95% |
True |
False |
158 |
| 20 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
35.25 |
1.0% |
97% |
True |
False |
153 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
24.00 |
0.7% |
97% |
True |
False |
154 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.3% |
17.00 |
0.5% |
98% |
True |
False |
103 |
| 80 |
3,393.50 |
2,984.00 |
409.50 |
12.1% |
13.75 |
0.4% |
98% |
True |
False |
78 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.6% |
11.75 |
0.3% |
99% |
True |
False |
63 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.6% |
10.00 |
0.3% |
99% |
True |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,536.00 |
|
2.618 |
3,481.25 |
|
1.618 |
3,447.75 |
|
1.000 |
3,427.00 |
|
0.618 |
3,414.25 |
|
HIGH |
3,393.50 |
|
0.618 |
3,380.75 |
|
0.500 |
3,376.75 |
|
0.382 |
3,372.75 |
|
LOW |
3,360.00 |
|
0.618 |
3,339.25 |
|
1.000 |
3,326.50 |
|
1.618 |
3,305.75 |
|
2.618 |
3,272.25 |
|
4.250 |
3,217.50 |
|
|