| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,885.0 |
2,903.0 |
18.0 |
0.6% |
2,880.0 |
| High |
2,925.0 |
2,916.0 |
-9.0 |
-0.3% |
2,926.0 |
| Low |
2,885.0 |
2,880.0 |
-5.0 |
-0.2% |
2,863.0 |
| Close |
2,916.0 |
2,909.0 |
-7.0 |
-0.2% |
2,916.0 |
| Range |
40.0 |
36.0 |
-4.0 |
-10.0% |
63.0 |
| ATR |
37.0 |
36.9 |
-0.1 |
-0.2% |
0.0 |
| Volume |
764,240 |
864,764 |
100,524 |
13.2% |
4,273,047 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,009.7 |
2,995.3 |
2,928.8 |
|
| R3 |
2,973.7 |
2,959.3 |
2,918.9 |
|
| R2 |
2,937.7 |
2,937.7 |
2,915.6 |
|
| R1 |
2,923.3 |
2,923.3 |
2,912.3 |
2,930.5 |
| PP |
2,901.7 |
2,901.7 |
2,901.7 |
2,905.3 |
| S1 |
2,887.3 |
2,887.3 |
2,905.7 |
2,894.5 |
| S2 |
2,865.7 |
2,865.7 |
2,902.4 |
|
| S3 |
2,829.7 |
2,851.3 |
2,899.1 |
|
| S4 |
2,793.7 |
2,815.3 |
2,889.2 |
|
|
| 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 |
2,879.0 |
47.0 |
1.6% |
37.0 |
1.3% |
64% |
False |
False |
826,874 |
| 10 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
32.3 |
1.1% |
73% |
False |
False |
861,603 |
| 20 |
2,945.0 |
2,800.0 |
145.0 |
5.0% |
32.9 |
1.1% |
75% |
False |
False |
810,871 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
34.8 |
1.2% |
85% |
False |
False |
410,707 |
| 60 |
2,945.0 |
2,634.0 |
311.0 |
10.7% |
32.3 |
1.1% |
88% |
False |
False |
273,898 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.9 |
1.2% |
92% |
False |
False |
205,576 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.1 |
1.2% |
92% |
False |
False |
164,490 |
| 120 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
33.7 |
1.2% |
92% |
False |
False |
137,090 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,069.0 |
|
2.618 |
3,010.2 |
|
1.618 |
2,974.2 |
|
1.000 |
2,952.0 |
|
0.618 |
2,938.2 |
|
HIGH |
2,916.0 |
|
0.618 |
2,902.2 |
|
0.500 |
2,898.0 |
|
0.382 |
2,893.8 |
|
LOW |
2,880.0 |
|
0.618 |
2,857.8 |
|
1.000 |
2,844.0 |
|
1.618 |
2,821.8 |
|
2.618 |
2,785.8 |
|
4.250 |
2,727.0 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,905.3 |
2,906.7 |
| PP |
2,901.7 |
2,904.3 |
| S1 |
2,898.0 |
2,902.0 |
|