| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,376.50 |
3,362.00 |
-14.50 |
-0.4% |
3,354.75 |
| High |
3,390.00 |
3,399.75 |
9.75 |
0.3% |
3,412.00 |
| Low |
3,354.00 |
3,356.00 |
2.00 |
0.1% |
3,340.00 |
| Close |
3,360.50 |
3,394.25 |
33.75 |
1.0% |
3,410.50 |
| Range |
36.00 |
43.75 |
7.75 |
21.5% |
72.00 |
| ATR |
31.12 |
32.02 |
0.90 |
2.9% |
0.00 |
| Volume |
890 |
719 |
-171 |
-19.2% |
204 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,514.50 |
3,498.25 |
3,418.25 |
|
| R3 |
3,470.75 |
3,454.50 |
3,406.25 |
|
| R2 |
3,427.00 |
3,427.00 |
3,402.25 |
|
| R1 |
3,410.75 |
3,410.75 |
3,398.25 |
3,419.00 |
| PP |
3,383.25 |
3,383.25 |
3,383.25 |
3,387.50 |
| S1 |
3,367.00 |
3,367.00 |
3,390.25 |
3,375.00 |
| S2 |
3,339.50 |
3,339.50 |
3,386.25 |
|
| S3 |
3,295.75 |
3,323.25 |
3,382.25 |
|
| S4 |
3,252.00 |
3,279.50 |
3,370.25 |
|
|
| 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% |
31.00 |
0.9% |
67% |
False |
False |
475 |
| 10 |
3,413.75 |
3,308.50 |
105.25 |
3.1% |
31.00 |
0.9% |
81% |
False |
False |
260 |
| 20 |
3,413.75 |
3,308.25 |
105.50 |
3.1% |
29.50 |
0.9% |
82% |
False |
False |
207 |
| 40 |
3,413.75 |
3,110.00 |
303.75 |
8.9% |
33.00 |
1.0% |
94% |
False |
False |
217 |
| 60 |
3,413.75 |
3,060.25 |
353.50 |
10.4% |
24.50 |
0.7% |
94% |
False |
False |
160 |
| 80 |
3,413.75 |
3,045.00 |
368.75 |
10.9% |
19.00 |
0.6% |
95% |
False |
False |
120 |
| 100 |
3,413.75 |
2,923.75 |
490.00 |
14.4% |
16.00 |
0.5% |
96% |
False |
False |
97 |
| 120 |
3,413.75 |
2,831.25 |
582.50 |
17.2% |
14.00 |
0.4% |
97% |
False |
False |
81 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,585.75 |
|
2.618 |
3,514.25 |
|
1.618 |
3,470.50 |
|
1.000 |
3,443.50 |
|
0.618 |
3,426.75 |
|
HIGH |
3,399.75 |
|
0.618 |
3,383.00 |
|
0.500 |
3,378.00 |
|
0.382 |
3,372.75 |
|
LOW |
3,356.00 |
|
0.618 |
3,329.00 |
|
1.000 |
3,312.25 |
|
1.618 |
3,285.25 |
|
2.618 |
3,241.50 |
|
4.250 |
3,170.00 |
|
|