| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,316.0 |
1,315.5 |
-0.5 |
0.0% |
1,275.5 |
| High |
1,323.9 |
1,344.7 |
20.8 |
1.6% |
1,328.9 |
| Low |
1,312.0 |
1,309.5 |
-2.5 |
-0.2% |
1,251.0 |
| Close |
1,315.8 |
1,342.6 |
26.8 |
2.0% |
1,314.6 |
| Range |
11.9 |
35.2 |
23.3 |
195.8% |
77.9 |
| ATR |
29.0 |
29.4 |
0.4 |
1.5% |
0.0 |
| Volume |
74,390 |
159,789 |
85,399 |
114.8% |
800,109 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,437.9 |
1,425.4 |
1,362.0 |
|
| R3 |
1,402.7 |
1,390.2 |
1,352.3 |
|
| R2 |
1,367.5 |
1,367.5 |
1,349.1 |
|
| R1 |
1,355.0 |
1,355.0 |
1,345.8 |
1,361.3 |
| PP |
1,332.3 |
1,332.3 |
1,332.3 |
1,335.4 |
| S1 |
1,319.8 |
1,319.8 |
1,339.4 |
1,326.1 |
| S2 |
1,297.1 |
1,297.1 |
1,336.1 |
|
| S3 |
1,261.9 |
1,284.6 |
1,332.9 |
|
| S4 |
1,226.7 |
1,249.4 |
1,323.2 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,531.9 |
1,501.1 |
1,357.4 |
|
| R3 |
1,454.0 |
1,423.2 |
1,336.0 |
|
| R2 |
1,376.1 |
1,376.1 |
1,328.9 |
|
| R1 |
1,345.3 |
1,345.3 |
1,321.7 |
1,360.7 |
| PP |
1,298.2 |
1,298.2 |
1,298.2 |
1,305.9 |
| S1 |
1,267.4 |
1,267.4 |
1,307.5 |
1,282.8 |
| S2 |
1,220.3 |
1,220.3 |
1,300.3 |
|
| S3 |
1,142.4 |
1,189.5 |
1,293.2 |
|
| S4 |
1,064.5 |
1,111.6 |
1,271.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.7 |
1,268.6 |
76.1 |
5.7% |
27.2 |
2.0% |
97% |
True |
False |
144,014 |
| 10 |
1,344.7 |
1,251.0 |
93.7 |
7.0% |
29.1 |
2.2% |
98% |
True |
False |
152,012 |
| 20 |
1,353.8 |
1,251.0 |
102.8 |
7.7% |
28.6 |
2.1% |
89% |
False |
False |
146,149 |
| 40 |
1,434.0 |
1,251.0 |
183.0 |
13.6% |
29.1 |
2.2% |
50% |
False |
False |
151,892 |
| 60 |
1,434.0 |
1,251.0 |
183.0 |
13.6% |
28.0 |
2.1% |
50% |
False |
False |
150,313 |
| 80 |
1,434.0 |
1,209.4 |
224.6 |
16.7% |
27.6 |
2.1% |
59% |
False |
False |
120,672 |
| 100 |
1,434.0 |
1,182.6 |
251.4 |
18.7% |
28.0 |
2.1% |
64% |
False |
False |
97,701 |
| 120 |
1,490.5 |
1,182.6 |
307.9 |
22.9% |
28.6 |
2.1% |
52% |
False |
False |
82,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,494.3 |
|
2.618 |
1,436.9 |
|
1.618 |
1,401.7 |
|
1.000 |
1,379.9 |
|
0.618 |
1,366.5 |
|
HIGH |
1,344.7 |
|
0.618 |
1,331.3 |
|
0.500 |
1,327.1 |
|
0.382 |
1,322.9 |
|
LOW |
1,309.5 |
|
0.618 |
1,287.7 |
|
1.000 |
1,274.3 |
|
1.618 |
1,252.5 |
|
2.618 |
1,217.3 |
|
4.250 |
1,159.9 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,337.4 |
1,337.4 |
| PP |
1,332.3 |
1,332.3 |
| S1 |
1,327.1 |
1,327.1 |
|