| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,367.00 |
3,324.00 |
-43.00 |
-1.3% |
3,363.25 |
| High |
3,383.25 |
3,354.50 |
-28.75 |
-0.8% |
3,391.75 |
| Low |
3,308.25 |
3,308.50 |
0.25 |
0.0% |
3,308.25 |
| Close |
3,313.50 |
3,354.50 |
41.00 |
1.2% |
3,354.50 |
| Range |
75.00 |
46.00 |
-29.00 |
-38.7% |
83.50 |
| ATR |
32.52 |
33.48 |
0.96 |
3.0% |
0.00 |
| Volume |
19 |
68 |
49 |
257.9% |
416 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,477.25 |
3,461.75 |
3,379.75 |
|
| R3 |
3,431.25 |
3,415.75 |
3,367.25 |
|
| R2 |
3,385.25 |
3,385.25 |
3,363.00 |
|
| R1 |
3,369.75 |
3,369.75 |
3,358.75 |
3,377.50 |
| PP |
3,339.25 |
3,339.25 |
3,339.25 |
3,343.00 |
| S1 |
3,323.75 |
3,323.75 |
3,350.25 |
3,331.50 |
| S2 |
3,293.25 |
3,293.25 |
3,346.00 |
|
| S3 |
3,247.25 |
3,277.75 |
3,341.75 |
|
| S4 |
3,201.25 |
3,231.75 |
3,329.25 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,602.00 |
3,561.75 |
3,400.50 |
|
| R3 |
3,518.50 |
3,478.25 |
3,377.50 |
|
| R2 |
3,435.00 |
3,435.00 |
3,369.75 |
|
| R1 |
3,394.75 |
3,394.75 |
3,362.25 |
3,373.00 |
| PP |
3,351.50 |
3,351.50 |
3,351.50 |
3,340.75 |
| S1 |
3,311.25 |
3,311.25 |
3,346.75 |
3,289.50 |
| S2 |
3,268.00 |
3,268.00 |
3,339.25 |
|
| S3 |
3,184.50 |
3,227.75 |
3,331.50 |
|
| S4 |
3,101.00 |
3,144.25 |
3,308.50 |
|
|
| 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% |
38.00 |
1.1% |
55% |
False |
False |
83 |
| 10 |
3,393.50 |
3,308.25 |
85.25 |
2.5% |
30.00 |
0.9% |
54% |
False |
False |
155 |
| 20 |
3,393.50 |
3,190.00 |
203.50 |
6.1% |
32.50 |
1.0% |
81% |
False |
False |
133 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.5% |
29.25 |
0.9% |
86% |
False |
False |
176 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.4% |
20.75 |
0.6% |
89% |
False |
False |
118 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.4% |
16.25 |
0.5% |
90% |
False |
False |
89 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.8% |
14.00 |
0.4% |
93% |
False |
False |
72 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.8% |
11.75 |
0.4% |
93% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,550.00 |
|
2.618 |
3,475.00 |
|
1.618 |
3,429.00 |
|
1.000 |
3,400.50 |
|
0.618 |
3,383.00 |
|
HIGH |
3,354.50 |
|
0.618 |
3,337.00 |
|
0.500 |
3,331.50 |
|
0.382 |
3,326.00 |
|
LOW |
3,308.50 |
|
0.618 |
3,280.00 |
|
1.000 |
3,262.50 |
|
1.618 |
3,234.00 |
|
2.618 |
3,188.00 |
|
4.250 |
3,113.00 |
|
|