| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,380.75 |
3,376.50 |
-4.25 |
-0.1% |
3,354.75 |
| High |
3,392.75 |
3,390.00 |
-2.75 |
-0.1% |
3,412.00 |
| Low |
3,365.00 |
3,354.00 |
-11.00 |
-0.3% |
3,340.00 |
| Close |
3,369.75 |
3,360.50 |
-9.25 |
-0.3% |
3,410.50 |
| Range |
27.75 |
36.00 |
8.25 |
29.7% |
72.00 |
| ATR |
30.74 |
31.12 |
0.38 |
1.2% |
0.00 |
| Volume |
581 |
890 |
309 |
53.2% |
204 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,476.25 |
3,454.25 |
3,380.25 |
|
| R3 |
3,440.25 |
3,418.25 |
3,370.50 |
|
| R2 |
3,404.25 |
3,404.25 |
3,367.00 |
|
| R1 |
3,382.25 |
3,382.25 |
3,363.75 |
3,375.25 |
| PP |
3,368.25 |
3,368.25 |
3,368.25 |
3,364.50 |
| S1 |
3,346.25 |
3,346.25 |
3,357.25 |
3,339.25 |
| S2 |
3,332.25 |
3,332.25 |
3,354.00 |
|
| S3 |
3,296.25 |
3,310.25 |
3,350.50 |
|
| S4 |
3,260.25 |
3,274.25 |
3,340.75 |
|
|
| 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 |
3,354.00 |
59.75 |
1.8% |
26.50 |
0.8% |
11% |
False |
True |
342 |
| 10 |
3,413.75 |
3,308.25 |
105.50 |
3.1% |
34.25 |
1.0% |
50% |
False |
False |
190 |
| 20 |
3,413.75 |
3,308.25 |
105.50 |
3.1% |
29.25 |
0.9% |
50% |
False |
False |
174 |
| 40 |
3,413.75 |
3,110.00 |
303.75 |
9.0% |
32.50 |
1.0% |
82% |
False |
False |
208 |
| 60 |
3,413.75 |
3,055.00 |
358.75 |
10.7% |
23.75 |
0.7% |
85% |
False |
False |
148 |
| 80 |
3,413.75 |
3,045.00 |
368.75 |
11.0% |
18.50 |
0.6% |
86% |
False |
False |
111 |
| 100 |
3,413.75 |
2,910.50 |
503.25 |
15.0% |
15.50 |
0.5% |
89% |
False |
False |
90 |
| 120 |
3,413.75 |
2,831.25 |
582.50 |
17.3% |
13.75 |
0.4% |
91% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,543.00 |
|
2.618 |
3,484.25 |
|
1.618 |
3,448.25 |
|
1.000 |
3,426.00 |
|
0.618 |
3,412.25 |
|
HIGH |
3,390.00 |
|
0.618 |
3,376.25 |
|
0.500 |
3,372.00 |
|
0.382 |
3,367.75 |
|
LOW |
3,354.00 |
|
0.618 |
3,331.75 |
|
1.000 |
3,318.00 |
|
1.618 |
3,295.75 |
|
2.618 |
3,259.75 |
|
4.250 |
3,201.00 |
|
|