| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,890.0 |
2,915.0 |
25.0 |
0.9% |
2,911.0 |
| High |
2,926.0 |
2,922.0 |
-4.0 |
-0.1% |
2,926.0 |
| Low |
2,887.0 |
2,891.0 |
4.0 |
0.1% |
2,884.0 |
| Close |
2,917.0 |
2,908.0 |
-9.0 |
-0.3% |
2,907.0 |
| Range |
39.0 |
31.0 |
-8.0 |
-20.5% |
42.0 |
| ATR |
37.0 |
36.6 |
-0.4 |
-1.2% |
0.0 |
| Volume |
962,563 |
778,671 |
-183,892 |
-19.1% |
4,179,514 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,000.0 |
2,985.0 |
2,925.1 |
|
| R3 |
2,969.0 |
2,954.0 |
2,916.5 |
|
| R2 |
2,938.0 |
2,938.0 |
2,913.7 |
|
| R1 |
2,923.0 |
2,923.0 |
2,910.8 |
2,915.0 |
| PP |
2,907.0 |
2,907.0 |
2,907.0 |
2,903.0 |
| S1 |
2,892.0 |
2,892.0 |
2,905.2 |
2,884.0 |
| S2 |
2,876.0 |
2,876.0 |
2,902.3 |
|
| S3 |
2,845.0 |
2,861.0 |
2,899.5 |
|
| S4 |
2,814.0 |
2,830.0 |
2,891.0 |
|
|
| 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% |
31.8 |
1.1% |
71% |
False |
False |
935,257 |
| 10 |
2,945.0 |
2,863.0 |
82.0 |
2.8% |
31.4 |
1.1% |
55% |
False |
False |
892,370 |
| 20 |
2,945.0 |
2,736.0 |
209.0 |
7.2% |
32.1 |
1.1% |
82% |
False |
False |
698,708 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
34.0 |
1.2% |
85% |
False |
False |
350,942 |
| 60 |
2,945.0 |
2,626.0 |
319.0 |
11.0% |
31.8 |
1.1% |
88% |
False |
False |
234,121 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.9 |
1.2% |
92% |
False |
False |
175,664 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.6 |
1.2% |
92% |
False |
False |
140,562 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.1% |
33.7 |
1.2% |
92% |
False |
False |
117,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.8 |
|
2.618 |
3,003.2 |
|
1.618 |
2,972.2 |
|
1.000 |
2,953.0 |
|
0.618 |
2,941.2 |
|
HIGH |
2,922.0 |
|
0.618 |
2,910.2 |
|
0.500 |
2,906.5 |
|
0.382 |
2,902.8 |
|
LOW |
2,891.0 |
|
0.618 |
2,871.8 |
|
1.000 |
2,860.0 |
|
1.618 |
2,840.8 |
|
2.618 |
2,809.8 |
|
4.250 |
2,759.3 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,907.5 |
2,903.5 |
| PP |
2,907.0 |
2,899.0 |
| S1 |
2,906.5 |
2,894.5 |
|