| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,905.0 |
2,894.0 |
-11.0 |
-0.4% |
2,880.0 |
| High |
2,920.0 |
2,914.0 |
-6.0 |
-0.2% |
2,926.0 |
| Low |
2,881.0 |
2,884.0 |
3.0 |
0.1% |
2,863.0 |
| Close |
2,897.0 |
2,891.0 |
-6.0 |
-0.2% |
2,916.0 |
| Range |
39.0 |
30.0 |
-9.0 |
-23.1% |
63.0 |
| ATR |
37.1 |
36.6 |
-0.5 |
-1.4% |
0.0 |
| Volume |
936,533 |
1,204,543 |
268,010 |
28.6% |
4,273,047 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,986.3 |
2,968.7 |
2,907.5 |
|
| R3 |
2,956.3 |
2,938.7 |
2,899.3 |
|
| R2 |
2,926.3 |
2,926.3 |
2,896.5 |
|
| R1 |
2,908.7 |
2,908.7 |
2,893.8 |
2,902.5 |
| PP |
2,896.3 |
2,896.3 |
2,896.3 |
2,893.3 |
| S1 |
2,878.7 |
2,878.7 |
2,888.3 |
2,872.5 |
| S2 |
2,866.3 |
2,866.3 |
2,885.5 |
|
| S3 |
2,836.3 |
2,848.7 |
2,882.8 |
|
| S4 |
2,806.3 |
2,818.7 |
2,874.5 |
|
|
| 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 |
2,925.0 |
2,879.0 |
46.0 |
1.6% |
36.8 |
1.3% |
26% |
False |
False |
906,842 |
| 10 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
34.3 |
1.2% |
44% |
False |
False |
921,050 |
| 20 |
2,945.0 |
2,835.0 |
110.0 |
3.8% |
33.1 |
1.1% |
51% |
False |
False |
892,710 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
35.3 |
1.2% |
78% |
False |
False |
464,224 |
| 60 |
2,945.0 |
2,634.0 |
311.0 |
10.8% |
32.9 |
1.1% |
83% |
False |
False |
309,582 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.3 |
1.2% |
88% |
False |
False |
232,337 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.3 |
1.2% |
88% |
False |
False |
185,900 |
| 120 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.0 |
1.2% |
88% |
False |
False |
154,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,041.5 |
|
2.618 |
2,992.5 |
|
1.618 |
2,962.5 |
|
1.000 |
2,944.0 |
|
0.618 |
2,932.5 |
|
HIGH |
2,914.0 |
|
0.618 |
2,902.5 |
|
0.500 |
2,899.0 |
|
0.382 |
2,895.5 |
|
LOW |
2,884.0 |
|
0.618 |
2,865.5 |
|
1.000 |
2,854.0 |
|
1.618 |
2,835.5 |
|
2.618 |
2,805.5 |
|
4.250 |
2,756.5 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,899.0 |
2,900.0 |
| PP |
2,896.3 |
2,897.0 |
| S1 |
2,893.7 |
2,894.0 |
|