| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,913.0 |
2,972.0 |
59.0 |
2.0% |
2,903.0 |
| High |
2,976.0 |
2,973.0 |
-3.0 |
-0.1% |
2,976.0 |
| Low |
2,908.0 |
2,954.0 |
46.0 |
1.6% |
2,880.0 |
| Close |
2,956.0 |
2,962.0 |
6.0 |
0.2% |
2,962.0 |
| Range |
68.0 |
19.0 |
-49.0 |
-72.1% |
96.0 |
| ATR |
40.0 |
38.5 |
-1.5 |
-3.8% |
0.0 |
| Volume |
695,576 |
639,620 |
-55,956 |
-8.0% |
4,341,036 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,020.0 |
3,010.0 |
2,972.5 |
|
| R3 |
3,001.0 |
2,991.0 |
2,967.2 |
|
| R2 |
2,982.0 |
2,982.0 |
2,965.5 |
|
| R1 |
2,972.0 |
2,972.0 |
2,963.7 |
2,967.5 |
| PP |
2,963.0 |
2,963.0 |
2,963.0 |
2,960.8 |
| S1 |
2,953.0 |
2,953.0 |
2,960.3 |
2,948.5 |
| S2 |
2,944.0 |
2,944.0 |
2,958.5 |
|
| S3 |
2,925.0 |
2,934.0 |
2,956.8 |
|
| S4 |
2,906.0 |
2,915.0 |
2,951.6 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.3 |
3,190.7 |
3,014.8 |
|
| R3 |
3,131.3 |
3,094.7 |
2,988.4 |
|
| R2 |
3,035.3 |
3,035.3 |
2,979.6 |
|
| R1 |
2,998.7 |
2,998.7 |
2,970.8 |
3,017.0 |
| PP |
2,939.3 |
2,939.3 |
2,939.3 |
2,948.5 |
| S1 |
2,902.7 |
2,902.7 |
2,953.2 |
2,921.0 |
| S2 |
2,843.3 |
2,843.3 |
2,944.4 |
|
| S3 |
2,747.3 |
2,806.7 |
2,935.6 |
|
| S4 |
2,651.3 |
2,710.7 |
2,909.2 |
|
|
| 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% |
38.4 |
1.3% |
85% |
False |
False |
868,207 |
| 10 |
2,976.0 |
2,863.0 |
113.0 |
3.8% |
37.1 |
1.3% |
88% |
False |
False |
861,408 |
| 20 |
2,976.0 |
2,863.0 |
113.0 |
3.8% |
35.2 |
1.2% |
88% |
False |
False |
905,881 |
| 40 |
2,976.0 |
2,699.0 |
277.0 |
9.4% |
36.0 |
1.2% |
95% |
False |
False |
497,573 |
| 60 |
2,976.0 |
2,686.0 |
290.0 |
9.8% |
32.9 |
1.1% |
95% |
False |
False |
331,833 |
| 80 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
35.1 |
1.2% |
97% |
False |
False |
249,026 |
| 100 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
35.5 |
1.2% |
97% |
False |
False |
199,250 |
| 120 |
2,976.0 |
2,481.0 |
495.0 |
16.7% |
33.6 |
1.1% |
97% |
False |
False |
166,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,053.8 |
|
2.618 |
3,022.7 |
|
1.618 |
3,003.7 |
|
1.000 |
2,992.0 |
|
0.618 |
2,984.7 |
|
HIGH |
2,973.0 |
|
0.618 |
2,965.7 |
|
0.500 |
2,963.5 |
|
0.382 |
2,961.3 |
|
LOW |
2,954.0 |
|
0.618 |
2,942.3 |
|
1.000 |
2,935.0 |
|
1.618 |
2,923.3 |
|
2.618 |
2,904.3 |
|
4.250 |
2,873.3 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,963.5 |
2,951.3 |
| PP |
2,963.0 |
2,940.7 |
| S1 |
2,962.5 |
2,930.0 |
|