| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,894.0 |
2,913.0 |
19.0 |
0.7% |
2,880.0 |
| High |
2,914.0 |
2,976.0 |
62.0 |
2.1% |
2,926.0 |
| Low |
2,884.0 |
2,908.0 |
24.0 |
0.8% |
2,863.0 |
| Close |
2,891.0 |
2,956.0 |
65.0 |
2.2% |
2,916.0 |
| Range |
30.0 |
68.0 |
38.0 |
126.7% |
63.0 |
| ATR |
36.6 |
40.0 |
3.5 |
9.5% |
0.0 |
| Volume |
1,204,543 |
695,576 |
-508,967 |
-42.3% |
4,273,047 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,150.7 |
3,121.3 |
2,993.4 |
|
| R3 |
3,082.7 |
3,053.3 |
2,974.7 |
|
| R2 |
3,014.7 |
3,014.7 |
2,968.5 |
|
| R1 |
2,985.3 |
2,985.3 |
2,962.2 |
3,000.0 |
| PP |
2,946.7 |
2,946.7 |
2,946.7 |
2,954.0 |
| S1 |
2,917.3 |
2,917.3 |
2,949.8 |
2,932.0 |
| S2 |
2,878.7 |
2,878.7 |
2,943.5 |
|
| S3 |
2,810.7 |
2,849.3 |
2,937.3 |
|
| S4 |
2,742.7 |
2,781.3 |
2,918.6 |
|
|
| 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 |
2,976.0 |
2,880.0 |
96.0 |
3.2% |
42.6 |
1.4% |
79% |
True |
False |
893,131 |
| 10 |
2,976.0 |
2,863.0 |
113.0 |
3.8% |
38.3 |
1.3% |
82% |
True |
False |
915,255 |
| 20 |
2,976.0 |
2,835.0 |
141.0 |
4.8% |
35.5 |
1.2% |
86% |
True |
False |
910,505 |
| 40 |
2,976.0 |
2,699.0 |
277.0 |
9.4% |
36.5 |
1.2% |
93% |
True |
False |
481,611 |
| 60 |
2,976.0 |
2,658.0 |
318.0 |
10.8% |
33.4 |
1.1% |
94% |
True |
False |
321,174 |
| 80 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
35.7 |
1.2% |
96% |
True |
False |
241,031 |
| 100 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
35.6 |
1.2% |
96% |
True |
False |
192,855 |
| 120 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
33.8 |
1.1% |
96% |
True |
False |
160,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,265.0 |
|
2.618 |
3,154.0 |
|
1.618 |
3,086.0 |
|
1.000 |
3,044.0 |
|
0.618 |
3,018.0 |
|
HIGH |
2,976.0 |
|
0.618 |
2,950.0 |
|
0.500 |
2,942.0 |
|
0.382 |
2,934.0 |
|
LOW |
2,908.0 |
|
0.618 |
2,866.0 |
|
1.000 |
2,840.0 |
|
1.618 |
2,798.0 |
|
2.618 |
2,730.0 |
|
4.250 |
2,619.0 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,951.3 |
2,946.8 |
| PP |
2,946.7 |
2,937.7 |
| S1 |
2,942.0 |
2,928.5 |
|