| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,287.5 |
1,316.5 |
29.0 |
2.3% |
1,327.0 |
| High |
1,324.2 |
1,322.8 |
-1.4 |
-0.1% |
1,345.2 |
| Low |
1,276.9 |
1,302.0 |
25.1 |
2.0% |
1,305.5 |
| Close |
1,320.7 |
1,317.6 |
-3.1 |
-0.2% |
1,339.2 |
| Range |
47.3 |
20.8 |
-26.5 |
-56.0% |
39.7 |
| ATR |
33.5 |
32.6 |
-0.9 |
-2.7% |
0.0 |
| Volume |
176,119 |
129,120 |
-46,999 |
-26.7% |
733,691 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.5 |
1,367.9 |
1,329.0 |
|
| R3 |
1,355.7 |
1,347.1 |
1,323.3 |
|
| R2 |
1,334.9 |
1,334.9 |
1,321.4 |
|
| R1 |
1,326.3 |
1,326.3 |
1,319.5 |
1,330.6 |
| PP |
1,314.1 |
1,314.1 |
1,314.1 |
1,316.3 |
| S1 |
1,305.5 |
1,305.5 |
1,315.7 |
1,309.8 |
| S2 |
1,293.3 |
1,293.3 |
1,313.8 |
|
| S3 |
1,272.5 |
1,284.7 |
1,311.9 |
|
| S4 |
1,251.7 |
1,263.9 |
1,306.2 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,449.1 |
1,433.8 |
1,361.0 |
|
| R3 |
1,409.4 |
1,394.1 |
1,350.1 |
|
| R2 |
1,369.7 |
1,369.7 |
1,346.5 |
|
| R1 |
1,354.4 |
1,354.4 |
1,342.8 |
1,362.1 |
| PP |
1,330.0 |
1,330.0 |
1,330.0 |
1,333.8 |
| S1 |
1,314.7 |
1,314.7 |
1,335.6 |
1,322.4 |
| S2 |
1,290.3 |
1,290.3 |
1,331.9 |
|
| S3 |
1,250.6 |
1,275.0 |
1,328.3 |
|
| S4 |
1,210.9 |
1,235.3 |
1,317.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,353.8 |
1,276.9 |
76.9 |
5.8% |
36.1 |
2.7% |
53% |
False |
False |
154,223 |
| 10 |
1,368.4 |
1,276.9 |
91.5 |
6.9% |
30.9 |
2.3% |
44% |
False |
False |
156,169 |
| 20 |
1,395.0 |
1,276.9 |
118.1 |
9.0% |
31.0 |
2.4% |
34% |
False |
False |
155,502 |
| 40 |
1,434.0 |
1,276.9 |
157.1 |
11.9% |
28.8 |
2.2% |
26% |
False |
False |
152,741 |
| 60 |
1,434.0 |
1,265.8 |
168.2 |
12.8% |
27.6 |
2.1% |
31% |
False |
False |
127,878 |
| 80 |
1,434.0 |
1,182.6 |
251.4 |
19.1% |
28.5 |
2.2% |
54% |
False |
False |
98,727 |
| 100 |
1,447.1 |
1,182.6 |
264.5 |
20.1% |
29.1 |
2.2% |
51% |
False |
False |
80,195 |
| 120 |
1,490.5 |
1,182.6 |
307.9 |
23.4% |
29.4 |
2.2% |
44% |
False |
False |
67,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.2 |
|
2.618 |
1,377.3 |
|
1.618 |
1,356.5 |
|
1.000 |
1,343.6 |
|
0.618 |
1,335.7 |
|
HIGH |
1,322.8 |
|
0.618 |
1,314.9 |
|
0.500 |
1,312.4 |
|
0.382 |
1,309.9 |
|
LOW |
1,302.0 |
|
0.618 |
1,289.1 |
|
1.000 |
1,281.2 |
|
1.618 |
1,268.3 |
|
2.618 |
1,247.5 |
|
4.250 |
1,213.6 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,315.9 |
1,314.2 |
| PP |
1,314.1 |
1,310.8 |
| S1 |
1,312.4 |
1,307.4 |
|