| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,367.25 |
3,367.75 |
0.50 |
0.0% |
3,378.00 |
| High |
3,386.00 |
3,370.75 |
-15.25 |
-0.5% |
3,393.50 |
| Low |
3,360.00 |
3,354.00 |
-6.00 |
-0.2% |
3,354.00 |
| Close |
3,362.75 |
3,361.75 |
-1.00 |
0.0% |
3,361.75 |
| Range |
26.00 |
16.75 |
-9.25 |
-35.6% |
39.50 |
| ATR |
31.78 |
30.70 |
-1.07 |
-3.4% |
0.00 |
| Volume |
256 |
246 |
-10 |
-3.9% |
1,136 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,412.50 |
3,403.75 |
3,371.00 |
|
| R3 |
3,395.75 |
3,387.00 |
3,366.25 |
|
| R2 |
3,379.00 |
3,379.00 |
3,364.75 |
|
| R1 |
3,370.25 |
3,370.25 |
3,363.25 |
3,366.25 |
| PP |
3,362.25 |
3,362.25 |
3,362.25 |
3,360.00 |
| S1 |
3,353.50 |
3,353.50 |
3,360.25 |
3,349.50 |
| S2 |
3,345.50 |
3,345.50 |
3,358.75 |
|
| S3 |
3,328.75 |
3,336.75 |
3,357.25 |
|
| S4 |
3,312.00 |
3,320.00 |
3,352.50 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,488.25 |
3,464.50 |
3,383.50 |
|
| R3 |
3,448.75 |
3,425.00 |
3,372.50 |
|
| R2 |
3,409.25 |
3,409.25 |
3,369.00 |
|
| R1 |
3,385.50 |
3,385.50 |
3,365.25 |
3,377.50 |
| PP |
3,369.75 |
3,369.75 |
3,369.75 |
3,365.75 |
| S1 |
3,346.00 |
3,346.00 |
3,358.25 |
3,338.00 |
| S2 |
3,330.25 |
3,330.25 |
3,354.50 |
|
| S3 |
3,290.75 |
3,306.50 |
3,351.00 |
|
| S4 |
3,251.25 |
3,267.00 |
3,340.00 |
|
|
| 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 |
3,354.00 |
39.50 |
1.2% |
22.00 |
0.7% |
20% |
False |
True |
227 |
| 10 |
3,393.50 |
3,317.25 |
76.25 |
2.3% |
26.00 |
0.8% |
58% |
False |
False |
188 |
| 20 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
34.00 |
1.0% |
89% |
False |
False |
167 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
25.25 |
0.7% |
89% |
False |
False |
166 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.4% |
17.50 |
0.5% |
91% |
False |
False |
111 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.3% |
14.25 |
0.4% |
92% |
False |
False |
84 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
12.00 |
0.4% |
94% |
False |
False |
68 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
10.50 |
0.3% |
94% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,442.00 |
|
2.618 |
3,414.50 |
|
1.618 |
3,397.75 |
|
1.000 |
3,387.50 |
|
0.618 |
3,381.00 |
|
HIGH |
3,370.75 |
|
0.618 |
3,364.25 |
|
0.500 |
3,362.50 |
|
0.382 |
3,360.50 |
|
LOW |
3,354.00 |
|
0.618 |
3,343.75 |
|
1.000 |
3,337.25 |
|
1.618 |
3,327.00 |
|
2.618 |
3,310.25 |
|
4.250 |
3,282.75 |
|
|