| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,381.50 |
3,367.25 |
-14.25 |
-0.4% |
3,342.25 |
| High |
3,393.50 |
3,386.00 |
-7.50 |
-0.2% |
3,382.50 |
| Low |
3,360.00 |
3,360.00 |
0.00 |
0.0% |
3,317.25 |
| Close |
3,386.25 |
3,362.75 |
-23.50 |
-0.7% |
3,367.00 |
| Range |
33.50 |
26.00 |
-7.50 |
-22.4% |
65.25 |
| ATR |
32.20 |
31.78 |
-0.43 |
-1.3% |
0.00 |
| Volume |
154 |
256 |
102 |
66.2% |
747 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,447.50 |
3,431.25 |
3,377.00 |
|
| R3 |
3,421.50 |
3,405.25 |
3,370.00 |
|
| R2 |
3,395.50 |
3,395.50 |
3,367.50 |
|
| R1 |
3,379.25 |
3,379.25 |
3,365.25 |
3,374.50 |
| PP |
3,369.50 |
3,369.50 |
3,369.50 |
3,367.25 |
| S1 |
3,353.25 |
3,353.25 |
3,360.25 |
3,348.50 |
| S2 |
3,343.50 |
3,343.50 |
3,358.00 |
|
| S3 |
3,317.50 |
3,327.25 |
3,355.50 |
|
| S4 |
3,291.50 |
3,301.25 |
3,348.50 |
|
|
| 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 |
3,393.50 |
3,357.00 |
36.50 |
1.1% |
23.75 |
0.7% |
16% |
False |
False |
189 |
| 10 |
3,393.50 |
3,307.00 |
86.50 |
2.6% |
28.00 |
0.8% |
64% |
False |
False |
174 |
| 20 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
34.75 |
1.0% |
89% |
False |
False |
155 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
24.75 |
0.7% |
89% |
False |
False |
160 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.4% |
17.25 |
0.5% |
91% |
False |
False |
107 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.3% |
14.00 |
0.4% |
92% |
False |
False |
81 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
12.00 |
0.4% |
95% |
False |
False |
65 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
10.25 |
0.3% |
95% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,496.50 |
|
2.618 |
3,454.00 |
|
1.618 |
3,428.00 |
|
1.000 |
3,412.00 |
|
0.618 |
3,402.00 |
|
HIGH |
3,386.00 |
|
0.618 |
3,376.00 |
|
0.500 |
3,373.00 |
|
0.382 |
3,370.00 |
|
LOW |
3,360.00 |
|
0.618 |
3,344.00 |
|
1.000 |
3,334.00 |
|
1.618 |
3,318.00 |
|
2.618 |
3,292.00 |
|
4.250 |
3,249.50 |
|
|