| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,953.0 |
2,979.0 |
26.0 |
0.9% |
2,903.0 |
| High |
2,983.0 |
2,999.0 |
16.0 |
0.5% |
2,976.0 |
| Low |
2,946.0 |
2,973.0 |
27.0 |
0.9% |
2,880.0 |
| Close |
2,964.0 |
2,994.0 |
30.0 |
1.0% |
2,962.0 |
| Range |
37.0 |
26.0 |
-11.0 |
-29.7% |
96.0 |
| ATR |
38.4 |
38.2 |
-0.2 |
-0.6% |
0.0 |
| Volume |
926,484 |
912,063 |
-14,421 |
-1.6% |
4,341,036 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,066.7 |
3,056.3 |
3,008.3 |
|
| R3 |
3,040.7 |
3,030.3 |
3,001.2 |
|
| R2 |
3,014.7 |
3,014.7 |
2,998.8 |
|
| R1 |
3,004.3 |
3,004.3 |
2,996.4 |
3,009.5 |
| PP |
2,988.7 |
2,988.7 |
2,988.7 |
2,991.3 |
| S1 |
2,978.3 |
2,978.3 |
2,991.6 |
2,983.5 |
| S2 |
2,962.7 |
2,962.7 |
2,989.2 |
|
| S3 |
2,936.7 |
2,952.3 |
2,986.9 |
|
| S4 |
2,910.7 |
2,926.3 |
2,979.7 |
|
|
| 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 |
2,999.0 |
2,884.0 |
115.0 |
3.8% |
36.0 |
1.2% |
96% |
True |
False |
875,657 |
| 10 |
2,999.0 |
2,879.0 |
120.0 |
4.0% |
36.5 |
1.2% |
96% |
True |
False |
848,662 |
| 20 |
2,999.0 |
2,863.0 |
136.0 |
4.5% |
35.9 |
1.2% |
96% |
True |
False |
876,070 |
| 40 |
2,999.0 |
2,699.0 |
300.0 |
10.0% |
35.9 |
1.2% |
98% |
True |
False |
543,515 |
| 60 |
2,999.0 |
2,699.0 |
300.0 |
10.0% |
33.3 |
1.1% |
98% |
True |
False |
362,474 |
| 80 |
2,999.0 |
2,514.0 |
485.0 |
16.2% |
34.4 |
1.1% |
99% |
True |
False |
271,984 |
| 100 |
2,999.0 |
2,481.0 |
518.0 |
17.3% |
35.7 |
1.2% |
99% |
True |
False |
217,635 |
| 120 |
2,999.0 |
2,481.0 |
518.0 |
17.3% |
33.9 |
1.1% |
99% |
True |
False |
181,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,109.5 |
|
2.618 |
3,067.1 |
|
1.618 |
3,041.1 |
|
1.000 |
3,025.0 |
|
0.618 |
3,015.1 |
|
HIGH |
2,999.0 |
|
0.618 |
2,989.1 |
|
0.500 |
2,986.0 |
|
0.382 |
2,982.9 |
|
LOW |
2,973.0 |
|
0.618 |
2,956.9 |
|
1.000 |
2,947.0 |
|
1.618 |
2,930.9 |
|
2.618 |
2,904.9 |
|
4.250 |
2,862.5 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,991.3 |
2,986.8 |
| PP |
2,988.7 |
2,979.7 |
| S1 |
2,986.0 |
2,972.5 |
|