| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,363.25 |
3,370.75 |
7.50 |
0.2% |
3,378.00 |
| High |
3,380.50 |
3,381.25 |
0.75 |
0.0% |
3,393.50 |
| Low |
3,363.00 |
3,355.25 |
-7.75 |
-0.2% |
3,354.00 |
| Close |
3,371.25 |
3,373.75 |
2.50 |
0.1% |
3,361.75 |
| Range |
17.50 |
26.00 |
8.50 |
48.6% |
39.50 |
| ATR |
29.85 |
29.57 |
-0.27 |
-0.9% |
0.00 |
| Volume |
41 |
265 |
224 |
546.3% |
1,136 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,448.00 |
3,437.00 |
3,388.00 |
|
| R3 |
3,422.00 |
3,411.00 |
3,381.00 |
|
| R2 |
3,396.00 |
3,396.00 |
3,378.50 |
|
| R1 |
3,385.00 |
3,385.00 |
3,376.25 |
3,390.50 |
| PP |
3,370.00 |
3,370.00 |
3,370.00 |
3,373.00 |
| S1 |
3,359.00 |
3,359.00 |
3,371.25 |
3,364.50 |
| S2 |
3,344.00 |
3,344.00 |
3,369.00 |
|
| S3 |
3,318.00 |
3,333.00 |
3,366.50 |
|
| S4 |
3,292.00 |
3,307.00 |
3,359.50 |
|
|
| 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% |
24.00 |
0.7% |
50% |
False |
False |
192 |
| 10 |
3,393.50 |
3,317.25 |
76.25 |
2.3% |
25.00 |
0.7% |
74% |
False |
False |
180 |
| 20 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
32.25 |
1.0% |
93% |
False |
False |
181 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
26.00 |
0.8% |
93% |
False |
False |
174 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.3% |
18.25 |
0.5% |
94% |
False |
False |
116 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.3% |
14.50 |
0.4% |
95% |
False |
False |
88 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
12.50 |
0.4% |
96% |
False |
False |
71 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
10.75 |
0.3% |
96% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,491.75 |
|
2.618 |
3,449.25 |
|
1.618 |
3,423.25 |
|
1.000 |
3,407.25 |
|
0.618 |
3,397.25 |
|
HIGH |
3,381.25 |
|
0.618 |
3,371.25 |
|
0.500 |
3,368.25 |
|
0.382 |
3,365.25 |
|
LOW |
3,355.25 |
|
0.618 |
3,339.25 |
|
1.000 |
3,329.25 |
|
1.618 |
3,313.25 |
|
2.618 |
3,287.25 |
|
4.250 |
3,244.75 |
|
|