| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,384.75 |
3,367.00 |
-17.75 |
-0.5% |
3,378.00 |
| High |
3,391.75 |
3,383.25 |
-8.50 |
-0.3% |
3,393.50 |
| Low |
3,366.75 |
3,308.25 |
-58.50 |
-1.7% |
3,354.00 |
| Close |
3,370.00 |
3,313.50 |
-56.50 |
-1.7% |
3,361.75 |
| Range |
25.00 |
75.00 |
50.00 |
200.0% |
39.50 |
| ATR |
29.25 |
32.52 |
3.27 |
11.2% |
0.00 |
| Volume |
23 |
19 |
-4 |
-17.4% |
1,136 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,560.00 |
3,511.75 |
3,354.75 |
|
| R3 |
3,485.00 |
3,436.75 |
3,334.00 |
|
| R2 |
3,410.00 |
3,410.00 |
3,327.25 |
|
| R1 |
3,361.75 |
3,361.75 |
3,320.50 |
3,348.50 |
| PP |
3,335.00 |
3,335.00 |
3,335.00 |
3,328.25 |
| S1 |
3,286.75 |
3,286.75 |
3,306.50 |
3,273.50 |
| S2 |
3,260.00 |
3,260.00 |
3,299.75 |
|
| S3 |
3,185.00 |
3,211.75 |
3,293.00 |
|
| S4 |
3,110.00 |
3,136.75 |
3,272.25 |
|
|
| 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 |
3,391.75 |
3,308.25 |
83.50 |
2.5% |
32.00 |
1.0% |
6% |
False |
True |
118 |
| 10 |
3,393.50 |
3,308.25 |
85.25 |
2.6% |
28.00 |
0.8% |
6% |
False |
True |
154 |
| 20 |
3,393.50 |
3,188.75 |
204.75 |
6.2% |
31.75 |
1.0% |
61% |
False |
False |
150 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.6% |
28.00 |
0.8% |
72% |
False |
False |
174 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.5% |
20.00 |
0.6% |
77% |
False |
False |
117 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.5% |
15.75 |
0.5% |
79% |
False |
False |
88 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
17.0% |
13.50 |
0.4% |
86% |
False |
False |
71 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
17.0% |
11.50 |
0.3% |
86% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,702.00 |
|
2.618 |
3,579.50 |
|
1.618 |
3,504.50 |
|
1.000 |
3,458.25 |
|
0.618 |
3,429.50 |
|
HIGH |
3,383.25 |
|
0.618 |
3,354.50 |
|
0.500 |
3,345.75 |
|
0.382 |
3,337.00 |
|
LOW |
3,308.25 |
|
0.618 |
3,262.00 |
|
1.000 |
3,233.25 |
|
1.618 |
3,187.00 |
|
2.618 |
3,112.00 |
|
4.250 |
2,989.50 |
|
|