| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,400.00 |
3,388.50 |
-11.50 |
-0.3% |
3,341.75 |
| High |
3,404.00 |
3,388.50 |
-15.50 |
-0.5% |
3,404.00 |
| Low |
3,400.00 |
3,371.50 |
-28.50 |
-0.8% |
3,341.75 |
| Close |
3,404.00 |
3,371.50 |
-32.50 |
-1.0% |
3,404.00 |
| Range |
4.00 |
17.00 |
13.00 |
325.0% |
62.25 |
| ATR |
18.30 |
19.31 |
1.01 |
5.5% |
0.00 |
| Volume |
8 |
1 |
-7 |
-87.5% |
24 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,428.25 |
3,416.75 |
3,380.75 |
|
| R3 |
3,411.25 |
3,399.75 |
3,376.25 |
|
| R2 |
3,394.25 |
3,394.25 |
3,374.50 |
|
| R1 |
3,382.75 |
3,382.75 |
3,373.00 |
3,380.00 |
| PP |
3,377.25 |
3,377.25 |
3,377.25 |
3,375.75 |
| S1 |
3,365.75 |
3,365.75 |
3,370.00 |
3,363.00 |
| S2 |
3,360.25 |
3,360.25 |
3,368.50 |
|
| S3 |
3,343.25 |
3,348.75 |
3,366.75 |
|
| S4 |
3,326.25 |
3,331.75 |
3,362.25 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,570.00 |
3,549.25 |
3,438.25 |
|
| R3 |
3,507.75 |
3,487.00 |
3,421.00 |
|
| R2 |
3,445.50 |
3,445.50 |
3,415.50 |
|
| R1 |
3,424.75 |
3,424.75 |
3,409.75 |
3,435.00 |
| PP |
3,383.25 |
3,383.25 |
3,383.25 |
3,388.50 |
| S1 |
3,362.50 |
3,362.50 |
3,398.25 |
3,373.00 |
| S2 |
3,321.00 |
3,321.00 |
3,392.50 |
|
| S3 |
3,258.75 |
3,300.25 |
3,387.00 |
|
| S4 |
3,196.50 |
3,238.00 |
3,369.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,404.00 |
3,352.00 |
52.00 |
1.5% |
8.75 |
0.3% |
38% |
False |
False |
5 |
| 10 |
3,404.00 |
3,307.00 |
97.00 |
2.9% |
4.50 |
0.1% |
66% |
False |
False |
2 |
| 20 |
3,404.00 |
3,307.00 |
97.00 |
2.9% |
3.75 |
0.1% |
66% |
False |
False |
2 |
| 40 |
3,404.00 |
3,119.75 |
284.25 |
8.4% |
3.00 |
0.1% |
89% |
False |
False |
1 |
| 60 |
3,404.00 |
3,040.00 |
364.00 |
10.8% |
2.00 |
0.1% |
91% |
False |
False |
2 |
| 80 |
3,404.00 |
3,040.00 |
364.00 |
10.8% |
1.50 |
0.0% |
91% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,460.75 |
|
2.618 |
3,433.00 |
|
1.618 |
3,416.00 |
|
1.000 |
3,405.50 |
|
0.618 |
3,399.00 |
|
HIGH |
3,388.50 |
|
0.618 |
3,382.00 |
|
0.500 |
3,380.00 |
|
0.382 |
3,378.00 |
|
LOW |
3,371.50 |
|
0.618 |
3,361.00 |
|
1.000 |
3,354.50 |
|
1.618 |
3,344.00 |
|
2.618 |
3,327.00 |
|
4.250 |
3,299.25 |
|
|