| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,880.0 |
2,890.0 |
10.0 |
0.3% |
2,911.0 |
| High |
2,893.0 |
2,926.0 |
33.0 |
1.1% |
2,926.0 |
| Low |
2,863.0 |
2,887.0 |
24.0 |
0.8% |
2,884.0 |
| Close |
2,879.0 |
2,917.0 |
38.0 |
1.3% |
2,907.0 |
| Range |
30.0 |
39.0 |
9.0 |
30.0% |
42.0 |
| ATR |
36.3 |
37.0 |
0.8 |
2.1% |
0.0 |
| Volume |
1,003,440 |
962,563 |
-40,877 |
-4.1% |
4,179,514 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,027.0 |
3,011.0 |
2,938.5 |
|
| R3 |
2,988.0 |
2,972.0 |
2,927.7 |
|
| R2 |
2,949.0 |
2,949.0 |
2,924.2 |
|
| R1 |
2,933.0 |
2,933.0 |
2,920.6 |
2,941.0 |
| PP |
2,910.0 |
2,910.0 |
2,910.0 |
2,914.0 |
| S1 |
2,894.0 |
2,894.0 |
2,913.4 |
2,902.0 |
| S2 |
2,871.0 |
2,871.0 |
2,909.9 |
|
| S3 |
2,832.0 |
2,855.0 |
2,906.3 |
|
| S4 |
2,793.0 |
2,816.0 |
2,895.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
3,011.3 |
2,930.1 |
|
| R3 |
2,989.7 |
2,969.3 |
2,918.6 |
|
| R2 |
2,947.7 |
2,947.7 |
2,914.7 |
|
| R1 |
2,927.3 |
2,927.3 |
2,910.9 |
2,916.5 |
| PP |
2,905.7 |
2,905.7 |
2,905.7 |
2,900.3 |
| S1 |
2,885.3 |
2,885.3 |
2,903.2 |
2,874.5 |
| S2 |
2,863.7 |
2,863.7 |
2,899.3 |
|
| S3 |
2,821.7 |
2,843.3 |
2,895.5 |
|
| S4 |
2,779.7 |
2,801.3 |
2,883.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
30.4 |
1.0% |
86% |
True |
False |
918,101 |
| 10 |
2,945.0 |
2,863.0 |
82.0 |
2.8% |
35.3 |
1.2% |
66% |
False |
False |
903,477 |
| 20 |
2,945.0 |
2,712.0 |
233.0 |
8.0% |
32.5 |
1.1% |
88% |
False |
False |
660,836 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
34.2 |
1.2% |
89% |
False |
False |
331,486 |
| 60 |
2,945.0 |
2,626.0 |
319.0 |
10.9% |
31.6 |
1.1% |
91% |
False |
False |
221,146 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.0 |
1.2% |
94% |
False |
False |
165,931 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
34.7 |
1.2% |
94% |
False |
False |
132,775 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.0% |
33.6 |
1.2% |
94% |
False |
False |
110,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,091.8 |
|
2.618 |
3,028.1 |
|
1.618 |
2,989.1 |
|
1.000 |
2,965.0 |
|
0.618 |
2,950.1 |
|
HIGH |
2,926.0 |
|
0.618 |
2,911.1 |
|
0.500 |
2,906.5 |
|
0.382 |
2,901.9 |
|
LOW |
2,887.0 |
|
0.618 |
2,862.9 |
|
1.000 |
2,848.0 |
|
1.618 |
2,823.9 |
|
2.618 |
2,784.9 |
|
4.250 |
2,721.3 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,913.5 |
2,909.5 |
| PP |
2,910.0 |
2,902.0 |
| S1 |
2,906.5 |
2,894.5 |
|