| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,354.75 |
3,352.75 |
-2.00 |
-0.1% |
3,363.25 |
| High |
3,358.00 |
3,360.00 |
2.00 |
0.1% |
3,391.75 |
| Low |
3,340.00 |
3,341.50 |
1.50 |
0.0% |
3,308.25 |
| Close |
3,348.25 |
3,358.50 |
10.25 |
0.3% |
3,354.50 |
| Range |
18.00 |
18.50 |
0.50 |
2.8% |
83.50 |
| ATR |
32.37 |
31.38 |
-0.99 |
-3.1% |
0.00 |
| Volume |
72 |
29 |
-43 |
-59.7% |
416 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,408.75 |
3,402.25 |
3,368.75 |
|
| R3 |
3,390.25 |
3,383.75 |
3,363.50 |
|
| R2 |
3,371.75 |
3,371.75 |
3,362.00 |
|
| R1 |
3,365.25 |
3,365.25 |
3,360.25 |
3,368.50 |
| PP |
3,353.25 |
3,353.25 |
3,353.25 |
3,355.00 |
| S1 |
3,346.75 |
3,346.75 |
3,356.75 |
3,350.00 |
| S2 |
3,334.75 |
3,334.75 |
3,355.00 |
|
| S3 |
3,316.25 |
3,328.25 |
3,353.50 |
|
| S4 |
3,297.75 |
3,309.75 |
3,348.25 |
|
|
| 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% |
36.50 |
1.1% |
60% |
False |
False |
42 |
| 10 |
3,393.50 |
3,308.25 |
85.25 |
2.5% |
30.25 |
0.9% |
59% |
False |
False |
117 |
| 20 |
3,393.50 |
3,238.00 |
155.50 |
4.6% |
30.25 |
0.9% |
77% |
False |
False |
132 |
| 40 |
3,393.50 |
3,110.00 |
283.50 |
8.4% |
30.00 |
0.9% |
88% |
False |
False |
178 |
| 60 |
3,393.50 |
3,045.00 |
348.50 |
10.4% |
21.25 |
0.6% |
90% |
False |
False |
120 |
| 80 |
3,393.50 |
3,012.75 |
380.75 |
11.3% |
16.75 |
0.5% |
91% |
False |
False |
90 |
| 100 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
13.75 |
0.4% |
94% |
False |
False |
73 |
| 120 |
3,393.50 |
2,831.25 |
562.25 |
16.7% |
12.25 |
0.4% |
94% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,438.50 |
|
2.618 |
3,408.50 |
|
1.618 |
3,390.00 |
|
1.000 |
3,378.50 |
|
0.618 |
3,371.50 |
|
HIGH |
3,360.00 |
|
0.618 |
3,353.00 |
|
0.500 |
3,350.75 |
|
0.382 |
3,348.50 |
|
LOW |
3,341.50 |
|
0.618 |
3,330.00 |
|
1.000 |
3,323.00 |
|
1.618 |
3,311.50 |
|
2.618 |
3,293.00 |
|
4.250 |
3,263.00 |
|
|