| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,979.0 |
2,988.0 |
9.0 |
0.3% |
2,903.0 |
| High |
2,999.0 |
3,014.0 |
15.0 |
0.5% |
2,976.0 |
| Low |
2,973.0 |
2,981.0 |
8.0 |
0.3% |
2,880.0 |
| Close |
2,994.0 |
3,006.0 |
12.0 |
0.4% |
2,962.0 |
| Range |
26.0 |
33.0 |
7.0 |
26.9% |
96.0 |
| ATR |
38.2 |
37.8 |
-0.4 |
-1.0% |
0.0 |
| Volume |
912,063 |
1,003,924 |
91,861 |
10.1% |
4,341,036 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,099.3 |
3,085.7 |
3,024.2 |
|
| R3 |
3,066.3 |
3,052.7 |
3,015.1 |
|
| R2 |
3,033.3 |
3,033.3 |
3,012.1 |
|
| R1 |
3,019.7 |
3,019.7 |
3,009.0 |
3,026.5 |
| PP |
3,000.3 |
3,000.3 |
3,000.3 |
3,003.8 |
| S1 |
2,986.7 |
2,986.7 |
3,003.0 |
2,993.5 |
| S2 |
2,967.3 |
2,967.3 |
3,000.0 |
|
| S3 |
2,934.3 |
2,953.7 |
2,996.9 |
|
| S4 |
2,901.3 |
2,920.7 |
2,987.9 |
|
|
| 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 |
3,014.0 |
2,908.0 |
106.0 |
3.5% |
36.6 |
1.2% |
92% |
True |
False |
835,533 |
| 10 |
3,014.0 |
2,879.0 |
135.0 |
4.5% |
36.7 |
1.2% |
94% |
True |
False |
871,188 |
| 20 |
3,014.0 |
2,863.0 |
151.0 |
5.0% |
34.1 |
1.1% |
95% |
True |
False |
881,779 |
| 40 |
3,014.0 |
2,699.0 |
315.0 |
10.5% |
35.8 |
1.2% |
97% |
True |
False |
568,606 |
| 60 |
3,014.0 |
2,699.0 |
315.0 |
10.5% |
33.5 |
1.1% |
97% |
True |
False |
379,206 |
| 80 |
3,014.0 |
2,523.0 |
491.0 |
16.3% |
34.5 |
1.1% |
98% |
True |
False |
284,527 |
| 100 |
3,014.0 |
2,481.0 |
533.0 |
17.7% |
35.6 |
1.2% |
98% |
True |
False |
227,673 |
| 120 |
3,014.0 |
2,481.0 |
533.0 |
17.7% |
33.8 |
1.1% |
98% |
True |
False |
189,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,154.3 |
|
2.618 |
3,100.4 |
|
1.618 |
3,067.4 |
|
1.000 |
3,047.0 |
|
0.618 |
3,034.4 |
|
HIGH |
3,014.0 |
|
0.618 |
3,001.4 |
|
0.500 |
2,997.5 |
|
0.382 |
2,993.6 |
|
LOW |
2,981.0 |
|
0.618 |
2,960.6 |
|
1.000 |
2,948.0 |
|
1.618 |
2,927.6 |
|
2.618 |
2,894.6 |
|
4.250 |
2,840.8 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,003.2 |
2,997.3 |
| PP |
3,000.3 |
2,988.7 |
| S1 |
2,997.5 |
2,980.0 |
|