| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,004.0 |
3,016.0 |
12.0 |
0.4% |
2,953.0 |
| High |
3,014.0 |
3,029.0 |
15.0 |
0.5% |
3,029.0 |
| Low |
2,981.0 |
3,001.0 |
20.0 |
0.7% |
2,946.0 |
| Close |
3,003.0 |
3,020.0 |
17.0 |
0.6% |
3,020.0 |
| Range |
33.0 |
28.0 |
-5.0 |
-15.2% |
83.0 |
| ATR |
37.5 |
36.8 |
-0.7 |
-1.8% |
0.0 |
| Volume |
916,497 |
601,465 |
-315,032 |
-34.4% |
4,360,433 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,100.7 |
3,088.3 |
3,035.4 |
|
| R3 |
3,072.7 |
3,060.3 |
3,027.7 |
|
| R2 |
3,044.7 |
3,044.7 |
3,025.1 |
|
| R1 |
3,032.3 |
3,032.3 |
3,022.6 |
3,038.5 |
| PP |
3,016.7 |
3,016.7 |
3,016.7 |
3,019.8 |
| S1 |
3,004.3 |
3,004.3 |
3,017.4 |
3,010.5 |
| S2 |
2,988.7 |
2,988.7 |
3,014.9 |
|
| S3 |
2,960.7 |
2,976.3 |
3,012.3 |
|
| S4 |
2,932.7 |
2,948.3 |
3,004.6 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,247.3 |
3,216.7 |
3,065.7 |
|
| R3 |
3,164.3 |
3,133.7 |
3,042.8 |
|
| R2 |
3,081.3 |
3,081.3 |
3,035.2 |
|
| R1 |
3,050.7 |
3,050.7 |
3,027.6 |
3,066.0 |
| PP |
2,998.3 |
2,998.3 |
2,998.3 |
3,006.0 |
| S1 |
2,967.7 |
2,967.7 |
3,012.4 |
2,983.0 |
| S2 |
2,915.3 |
2,915.3 |
3,004.8 |
|
| S3 |
2,832.3 |
2,884.7 |
2,997.2 |
|
| S4 |
2,749.3 |
2,801.7 |
2,974.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,029.0 |
2,946.0 |
83.0 |
2.7% |
31.4 |
1.0% |
89% |
True |
False |
872,086 |
| 10 |
3,029.0 |
2,880.0 |
149.0 |
4.9% |
34.9 |
1.2% |
94% |
True |
False |
870,146 |
| 20 |
3,029.0 |
2,863.0 |
166.0 |
5.5% |
33.9 |
1.1% |
95% |
True |
False |
857,701 |
| 40 |
3,029.0 |
2,699.0 |
330.0 |
10.9% |
35.4 |
1.2% |
97% |
True |
False |
606,486 |
| 60 |
3,029.0 |
2,699.0 |
330.0 |
10.9% |
33.5 |
1.1% |
97% |
True |
False |
404,502 |
| 80 |
3,029.0 |
2,523.0 |
506.0 |
16.8% |
33.9 |
1.1% |
98% |
True |
False |
303,498 |
| 100 |
3,029.0 |
2,481.0 |
548.0 |
18.1% |
35.5 |
1.2% |
98% |
True |
False |
242,852 |
| 120 |
3,029.0 |
2,481.0 |
548.0 |
18.1% |
33.9 |
1.1% |
98% |
True |
False |
202,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,148.0 |
|
2.618 |
3,102.3 |
|
1.618 |
3,074.3 |
|
1.000 |
3,057.0 |
|
0.618 |
3,046.3 |
|
HIGH |
3,029.0 |
|
0.618 |
3,018.3 |
|
0.500 |
3,015.0 |
|
0.382 |
3,011.7 |
|
LOW |
3,001.0 |
|
0.618 |
2,983.7 |
|
1.000 |
2,973.0 |
|
1.618 |
2,955.7 |
|
2.618 |
2,927.7 |
|
4.250 |
2,882.0 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,018.3 |
3,015.0 |
| PP |
3,016.7 |
3,010.0 |
| S1 |
3,015.0 |
3,005.0 |
|