| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,016.0 |
3,028.0 |
12.0 |
0.4% |
2,953.0 |
| High |
3,029.0 |
3,033.0 |
4.0 |
0.1% |
3,029.0 |
| Low |
3,001.0 |
3,011.0 |
10.0 |
0.3% |
2,946.0 |
| Close |
3,020.0 |
3,021.0 |
1.0 |
0.0% |
3,020.0 |
| Range |
28.0 |
22.0 |
-6.0 |
-21.4% |
83.0 |
| ATR |
36.8 |
35.7 |
-1.1 |
-2.9% |
0.0 |
| Volume |
601,465 |
601,465 |
0 |
0.0% |
4,360,433 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,087.7 |
3,076.3 |
3,033.1 |
|
| R3 |
3,065.7 |
3,054.3 |
3,027.1 |
|
| R2 |
3,043.7 |
3,043.7 |
3,025.0 |
|
| R1 |
3,032.3 |
3,032.3 |
3,023.0 |
3,027.0 |
| PP |
3,021.7 |
3,021.7 |
3,021.7 |
3,019.0 |
| S1 |
3,010.3 |
3,010.3 |
3,019.0 |
3,005.0 |
| S2 |
2,999.7 |
2,999.7 |
3,017.0 |
|
| S3 |
2,977.7 |
2,988.3 |
3,015.0 |
|
| S4 |
2,955.7 |
2,966.3 |
3,008.9 |
|
|
| 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 |
3,033.0 |
2,973.0 |
60.0 |
2.0% |
28.4 |
0.9% |
80% |
True |
False |
807,082 |
| 10 |
3,033.0 |
2,881.0 |
152.0 |
5.0% |
33.5 |
1.1% |
92% |
True |
False |
843,817 |
| 20 |
3,033.0 |
2,863.0 |
170.0 |
5.6% |
32.9 |
1.1% |
93% |
True |
False |
852,710 |
| 40 |
3,033.0 |
2,699.0 |
334.0 |
11.1% |
34.9 |
1.2% |
96% |
True |
False |
621,519 |
| 60 |
3,033.0 |
2,699.0 |
334.0 |
11.1% |
33.4 |
1.1% |
96% |
True |
False |
414,519 |
| 80 |
3,033.0 |
2,523.0 |
510.0 |
16.9% |
33.6 |
1.1% |
98% |
True |
False |
311,013 |
| 100 |
3,033.0 |
2,481.0 |
552.0 |
18.3% |
35.3 |
1.2% |
98% |
True |
False |
248,864 |
| 120 |
3,033.0 |
2,481.0 |
552.0 |
18.3% |
33.7 |
1.1% |
98% |
True |
False |
207,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,126.5 |
|
2.618 |
3,090.6 |
|
1.618 |
3,068.6 |
|
1.000 |
3,055.0 |
|
0.618 |
3,046.6 |
|
HIGH |
3,033.0 |
|
0.618 |
3,024.6 |
|
0.500 |
3,022.0 |
|
0.382 |
3,019.4 |
|
LOW |
3,011.0 |
|
0.618 |
2,997.4 |
|
1.000 |
2,989.0 |
|
1.618 |
2,975.4 |
|
2.618 |
2,953.4 |
|
4.250 |
2,917.5 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,022.0 |
3,016.3 |
| PP |
3,021.7 |
3,011.7 |
| S1 |
3,021.3 |
3,007.0 |
|