| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,913.0 |
2,885.0 |
-28.0 |
-1.0% |
2,880.0 |
| High |
2,918.0 |
2,925.0 |
7.0 |
0.2% |
2,926.0 |
| Low |
2,879.0 |
2,885.0 |
6.0 |
0.2% |
2,863.0 |
| Close |
2,892.0 |
2,916.0 |
24.0 |
0.8% |
2,916.0 |
| Range |
39.0 |
40.0 |
1.0 |
2.6% |
63.0 |
| ATR |
36.8 |
37.0 |
0.2 |
0.6% |
0.0 |
| Volume |
764,133 |
764,240 |
107 |
0.0% |
4,273,047 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,028.7 |
3,012.3 |
2,938.0 |
|
| R3 |
2,988.7 |
2,972.3 |
2,927.0 |
|
| R2 |
2,948.7 |
2,948.7 |
2,923.3 |
|
| R1 |
2,932.3 |
2,932.3 |
2,919.7 |
2,940.5 |
| PP |
2,908.7 |
2,908.7 |
2,908.7 |
2,912.8 |
| S1 |
2,892.3 |
2,892.3 |
2,912.3 |
2,900.5 |
| S2 |
2,868.7 |
2,868.7 |
2,908.7 |
|
| S3 |
2,828.7 |
2,852.3 |
2,905.0 |
|
| S4 |
2,788.7 |
2,812.3 |
2,894.0 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,066.3 |
2,950.7 |
|
| R3 |
3,027.7 |
3,003.3 |
2,933.3 |
|
| R2 |
2,964.7 |
2,964.7 |
2,927.6 |
|
| R1 |
2,940.3 |
2,940.3 |
2,921.8 |
2,952.5 |
| PP |
2,901.7 |
2,901.7 |
2,901.7 |
2,907.8 |
| S1 |
2,877.3 |
2,877.3 |
2,910.2 |
2,889.5 |
| S2 |
2,838.7 |
2,838.7 |
2,904.5 |
|
| S3 |
2,775.7 |
2,814.3 |
2,898.7 |
|
| S4 |
2,712.7 |
2,751.3 |
2,881.4 |
|
|
| 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% |
35.8 |
1.2% |
84% |
False |
False |
854,609 |
| 10 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
32.9 |
1.1% |
84% |
False |
False |
845,256 |
| 20 |
2,945.0 |
2,774.0 |
171.0 |
5.9% |
32.4 |
1.1% |
83% |
False |
False |
773,539 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.4% |
34.6 |
1.2% |
88% |
False |
False |
389,143 |
| 60 |
2,945.0 |
2,634.0 |
311.0 |
10.7% |
32.2 |
1.1% |
91% |
False |
False |
259,503 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
34.8 |
1.2% |
94% |
False |
False |
194,767 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
15.9% |
35.1 |
1.2% |
94% |
False |
False |
155,842 |
| 120 |
2,945.0 |
2,480.0 |
465.0 |
15.9% |
33.6 |
1.2% |
94% |
False |
False |
129,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,095.0 |
|
2.618 |
3,029.7 |
|
1.618 |
2,989.7 |
|
1.000 |
2,965.0 |
|
0.618 |
2,949.7 |
|
HIGH |
2,925.0 |
|
0.618 |
2,909.7 |
|
0.500 |
2,905.0 |
|
0.382 |
2,900.3 |
|
LOW |
2,885.0 |
|
0.618 |
2,860.3 |
|
1.000 |
2,845.0 |
|
1.618 |
2,820.3 |
|
2.618 |
2,780.3 |
|
4.250 |
2,715.0 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,912.3 |
2,911.3 |
| PP |
2,908.7 |
2,906.7 |
| S1 |
2,905.0 |
2,902.0 |
|