| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,600.0 |
6,618.0 |
18.0 |
0.3% |
6,389.0 |
| High |
6,607.5 |
6,640.0 |
32.5 |
0.5% |
6,545.0 |
| Low |
6,586.0 |
6,616.0 |
30.0 |
0.5% |
6,389.0 |
| Close |
6,590.5 |
6,641.0 |
50.5 |
0.8% |
6,545.0 |
| Range |
21.5 |
24.0 |
2.5 |
11.6% |
156.0 |
| ATR |
42.8 |
43.2 |
0.5 |
1.1% |
0.0 |
| Volume |
587 |
47 |
-540 |
-92.0% |
216 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,704.5 |
6,696.5 |
6,654.0 |
|
| R3 |
6,680.5 |
6,672.5 |
6,647.5 |
|
| R2 |
6,656.5 |
6,656.5 |
6,645.5 |
|
| R1 |
6,648.5 |
6,648.5 |
6,643.0 |
6,652.5 |
| PP |
6,632.5 |
6,632.5 |
6,632.5 |
6,634.0 |
| S1 |
6,624.5 |
6,624.5 |
6,639.0 |
6,628.5 |
| S2 |
6,608.5 |
6,608.5 |
6,636.5 |
|
| S3 |
6,584.5 |
6,600.5 |
6,634.5 |
|
| S4 |
6,560.5 |
6,576.5 |
6,628.0 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,961.0 |
6,909.0 |
6,631.0 |
|
| R3 |
6,805.0 |
6,753.0 |
6,588.0 |
|
| R2 |
6,649.0 |
6,649.0 |
6,573.5 |
|
| R1 |
6,597.0 |
6,597.0 |
6,559.5 |
6,623.0 |
| PP |
6,493.0 |
6,493.0 |
6,493.0 |
6,506.0 |
| S1 |
6,441.0 |
6,441.0 |
6,530.5 |
6,467.0 |
| S2 |
6,337.0 |
6,337.0 |
6,516.5 |
|
| S3 |
6,181.0 |
6,285.0 |
6,502.0 |
|
| S4 |
6,025.0 |
6,129.0 |
6,459.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,640.0 |
6,517.0 |
123.0 |
1.9% |
31.5 |
0.5% |
101% |
True |
False |
138 |
| 10 |
6,640.0 |
6,369.0 |
271.0 |
4.1% |
32.5 |
0.5% |
100% |
True |
False |
112 |
| 20 |
6,640.0 |
6,275.0 |
365.0 |
5.5% |
23.5 |
0.4% |
100% |
True |
False |
146 |
| 40 |
6,640.0 |
6,275.0 |
365.0 |
5.5% |
17.5 |
0.3% |
100% |
True |
False |
85 |
| 60 |
6,640.0 |
6,275.0 |
365.0 |
5.5% |
12.5 |
0.2% |
100% |
True |
False |
63 |
| 80 |
6,640.0 |
6,269.5 |
370.5 |
5.6% |
9.5 |
0.1% |
100% |
True |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,742.0 |
|
2.618 |
6,703.0 |
|
1.618 |
6,679.0 |
|
1.000 |
6,664.0 |
|
0.618 |
6,655.0 |
|
HIGH |
6,640.0 |
|
0.618 |
6,631.0 |
|
0.500 |
6,628.0 |
|
0.382 |
6,625.0 |
|
LOW |
6,616.0 |
|
0.618 |
6,601.0 |
|
1.000 |
6,592.0 |
|
1.618 |
6,577.0 |
|
2.618 |
6,553.0 |
|
4.250 |
6,514.0 |
|
|