| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,028.0 |
3,023.0 |
-5.0 |
-0.2% |
2,953.0 |
| High |
3,033.0 |
3,050.0 |
17.0 |
0.6% |
3,029.0 |
| Low |
3,011.0 |
3,013.0 |
2.0 |
0.1% |
2,946.0 |
| Close |
3,021.0 |
3,035.0 |
14.0 |
0.5% |
3,020.0 |
| Range |
22.0 |
37.0 |
15.0 |
68.2% |
83.0 |
| ATR |
35.7 |
35.8 |
0.1 |
0.3% |
0.0 |
| Volume |
601,465 |
889,865 |
288,400 |
47.9% |
4,360,433 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.7 |
3,126.3 |
3,055.4 |
|
| R3 |
3,106.7 |
3,089.3 |
3,045.2 |
|
| R2 |
3,069.7 |
3,069.7 |
3,041.8 |
|
| R1 |
3,052.3 |
3,052.3 |
3,038.4 |
3,061.0 |
| PP |
3,032.7 |
3,032.7 |
3,032.7 |
3,037.0 |
| S1 |
3,015.3 |
3,015.3 |
3,031.6 |
3,024.0 |
| S2 |
2,995.7 |
2,995.7 |
3,028.2 |
|
| S3 |
2,958.7 |
2,978.3 |
3,024.8 |
|
| S4 |
2,921.7 |
2,941.3 |
3,014.7 |
|
|
| 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 |
3,050.0 |
2,981.0 |
69.0 |
2.3% |
30.6 |
1.0% |
78% |
True |
False |
802,643 |
| 10 |
3,050.0 |
2,884.0 |
166.0 |
5.5% |
33.3 |
1.1% |
91% |
True |
False |
839,150 |
| 20 |
3,050.0 |
2,863.0 |
187.0 |
6.2% |
33.5 |
1.1% |
92% |
True |
False |
854,517 |
| 40 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
35.2 |
1.2% |
96% |
True |
False |
643,762 |
| 60 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.6 |
1.1% |
96% |
True |
False |
429,348 |
| 80 |
3,050.0 |
2,523.0 |
527.0 |
17.4% |
33.5 |
1.1% |
97% |
True |
False |
322,122 |
| 100 |
3,050.0 |
2,481.0 |
569.0 |
18.7% |
35.2 |
1.2% |
97% |
True |
False |
257,762 |
| 120 |
3,050.0 |
2,481.0 |
569.0 |
18.7% |
33.9 |
1.1% |
97% |
True |
False |
214,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.3 |
|
2.618 |
3,146.9 |
|
1.618 |
3,109.9 |
|
1.000 |
3,087.0 |
|
0.618 |
3,072.9 |
|
HIGH |
3,050.0 |
|
0.618 |
3,035.9 |
|
0.500 |
3,031.5 |
|
0.382 |
3,027.1 |
|
LOW |
3,013.0 |
|
0.618 |
2,990.1 |
|
1.000 |
2,976.0 |
|
1.618 |
2,953.1 |
|
2.618 |
2,916.1 |
|
4.250 |
2,855.8 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,033.8 |
3,031.8 |
| PP |
3,032.7 |
3,028.7 |
| S1 |
3,031.5 |
3,025.5 |
|