| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,413.75 |
3,380.75 |
-33.00 |
-1.0% |
3,354.75 |
| High |
3,413.75 |
3,392.75 |
-21.00 |
-0.6% |
3,412.00 |
| Low |
3,375.00 |
3,365.00 |
-10.00 |
-0.3% |
3,340.00 |
| Close |
3,378.00 |
3,369.75 |
-8.25 |
-0.2% |
3,410.50 |
| Range |
38.75 |
27.75 |
-11.00 |
-28.4% |
72.00 |
| ATR |
30.97 |
30.74 |
-0.23 |
-0.7% |
0.00 |
| Volume |
144 |
581 |
437 |
303.5% |
204 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,459.00 |
3,442.25 |
3,385.00 |
|
| R3 |
3,431.25 |
3,414.50 |
3,377.50 |
|
| R2 |
3,403.50 |
3,403.50 |
3,374.75 |
|
| R1 |
3,386.75 |
3,386.75 |
3,372.25 |
3,381.25 |
| PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,373.00 |
| S1 |
3,359.00 |
3,359.00 |
3,367.25 |
3,353.50 |
| S2 |
3,348.00 |
3,348.00 |
3,364.75 |
|
| S3 |
3,320.25 |
3,331.25 |
3,362.00 |
|
| S4 |
3,292.50 |
3,303.50 |
3,354.50 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.50 |
3,579.00 |
3,450.00 |
|
| R3 |
3,531.50 |
3,507.00 |
3,430.25 |
|
| R2 |
3,459.50 |
3,459.50 |
3,423.75 |
|
| R1 |
3,435.00 |
3,435.00 |
3,417.00 |
3,447.25 |
| PP |
3,387.50 |
3,387.50 |
3,387.50 |
3,393.50 |
| S1 |
3,363.00 |
3,363.00 |
3,404.00 |
3,375.25 |
| S2 |
3,315.50 |
3,315.50 |
3,397.25 |
|
| S3 |
3,243.50 |
3,291.00 |
3,390.75 |
|
| S4 |
3,171.50 |
3,219.00 |
3,371.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,413.75 |
3,343.00 |
70.75 |
2.1% |
29.75 |
0.9% |
38% |
False |
False |
165 |
| 10 |
3,413.75 |
3,308.25 |
105.50 |
3.1% |
33.00 |
1.0% |
58% |
False |
False |
103 |
| 20 |
3,413.75 |
3,308.25 |
105.50 |
3.1% |
29.00 |
0.9% |
58% |
False |
False |
142 |
| 40 |
3,413.75 |
3,110.00 |
303.75 |
9.0% |
32.00 |
0.9% |
86% |
False |
False |
186 |
| 60 |
3,413.75 |
3,045.00 |
368.75 |
10.9% |
23.50 |
0.7% |
88% |
False |
False |
133 |
| 80 |
3,413.75 |
3,045.00 |
368.75 |
10.9% |
18.25 |
0.5% |
88% |
False |
False |
100 |
| 100 |
3,413.75 |
2,904.25 |
509.50 |
15.1% |
15.25 |
0.4% |
91% |
False |
False |
81 |
| 120 |
3,413.75 |
2,831.25 |
582.50 |
17.3% |
13.50 |
0.4% |
92% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,510.75 |
|
2.618 |
3,465.50 |
|
1.618 |
3,437.75 |
|
1.000 |
3,420.50 |
|
0.618 |
3,410.00 |
|
HIGH |
3,392.75 |
|
0.618 |
3,382.25 |
|
0.500 |
3,379.00 |
|
0.382 |
3,375.50 |
|
LOW |
3,365.00 |
|
0.618 |
3,347.75 |
|
1.000 |
3,337.25 |
|
1.618 |
3,320.00 |
|
2.618 |
3,292.25 |
|
4.250 |
3,247.00 |
|
|