| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,324.00 |
3,354.75 |
30.75 |
0.9% |
3,363.25 |
| High |
3,354.50 |
3,358.00 |
3.50 |
0.1% |
3,391.75 |
| Low |
3,308.50 |
3,340.00 |
31.50 |
1.0% |
3,308.25 |
| Close |
3,354.50 |
3,348.25 |
-6.25 |
-0.2% |
3,354.50 |
| Range |
46.00 |
18.00 |
-28.00 |
-60.9% |
83.50 |
| ATR |
33.48 |
32.37 |
-1.11 |
-3.3% |
0.00 |
| Volume |
68 |
72 |
4 |
5.9% |
416 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,402.75 |
3,393.50 |
3,358.25 |
|
| R3 |
3,384.75 |
3,375.50 |
3,353.25 |
|
| R2 |
3,366.75 |
3,366.75 |
3,351.50 |
|
| R1 |
3,357.50 |
3,357.50 |
3,350.00 |
3,353.00 |
| PP |
3,348.75 |
3,348.75 |
3,348.75 |
3,346.50 |
| S1 |
3,339.50 |
3,339.50 |
3,346.50 |
3,335.00 |
| S2 |
3,330.75 |
3,330.75 |
3,345.00 |
|
| S3 |
3,312.75 |
3,321.50 |
3,343.25 |
|
| S4 |
3,294.75 |
3,303.50 |
3,338.25 |
|
|
| 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% |
48% |
False |
False |
89 |
| 10 |
3,393.50 |
3,308.25 |
85.25 |
2.5% |
29.50 |
0.9% |
47% |
False |
False |
159 |
| 20 |
3,393.50 |
3,228.50 |
165.00 |
4.9% |
30.50 |
0.9% |
73% |
False |
False |
135 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.5% |
29.50 |
0.9% |
84% |
False |
False |
178 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.4% |
21.00 |
0.6% |
87% |
False |
False |
119 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.4% |
16.50 |
0.5% |
88% |
False |
False |
90 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.8% |
13.50 |
0.4% |
92% |
False |
False |
73 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.8% |
12.00 |
0.4% |
92% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,434.50 |
|
2.618 |
3,405.00 |
|
1.618 |
3,387.00 |
|
1.000 |
3,376.00 |
|
0.618 |
3,369.00 |
|
HIGH |
3,358.00 |
|
0.618 |
3,351.00 |
|
0.500 |
3,349.00 |
|
0.382 |
3,347.00 |
|
LOW |
3,340.00 |
|
0.618 |
3,329.00 |
|
1.000 |
3,322.00 |
|
1.618 |
3,311.00 |
|
2.618 |
3,293.00 |
|
4.250 |
3,263.50 |
|
|