| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,024.0 |
1.0 |
0.0% |
2,953.0 |
| High |
3,050.0 |
3,025.0 |
-25.0 |
-0.8% |
3,029.0 |
| Low |
3,013.0 |
3,002.0 |
-11.0 |
-0.4% |
2,946.0 |
| Close |
3,035.0 |
3,006.0 |
-29.0 |
-1.0% |
3,020.0 |
| Range |
37.0 |
23.0 |
-14.0 |
-37.8% |
83.0 |
| ATR |
35.8 |
35.6 |
-0.2 |
-0.6% |
0.0 |
| Volume |
889,865 |
677,834 |
-212,031 |
-23.8% |
4,360,433 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,080.0 |
3,066.0 |
3,018.7 |
|
| R3 |
3,057.0 |
3,043.0 |
3,012.3 |
|
| R2 |
3,034.0 |
3,034.0 |
3,010.2 |
|
| R1 |
3,020.0 |
3,020.0 |
3,008.1 |
3,015.5 |
| PP |
3,011.0 |
3,011.0 |
3,011.0 |
3,008.8 |
| S1 |
2,997.0 |
2,997.0 |
3,003.9 |
2,992.5 |
| S2 |
2,988.0 |
2,988.0 |
3,001.8 |
|
| S3 |
2,965.0 |
2,974.0 |
2,999.7 |
|
| S4 |
2,942.0 |
2,951.0 |
2,993.4 |
|
|
| 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% |
28.6 |
1.0% |
36% |
False |
False |
737,425 |
| 10 |
3,050.0 |
2,908.0 |
142.0 |
4.7% |
32.6 |
1.1% |
69% |
False |
False |
786,479 |
| 20 |
3,050.0 |
2,863.0 |
187.0 |
6.2% |
33.5 |
1.1% |
76% |
False |
False |
853,764 |
| 40 |
3,050.0 |
2,699.0 |
351.0 |
11.7% |
33.7 |
1.1% |
87% |
False |
False |
660,612 |
| 60 |
3,050.0 |
2,699.0 |
351.0 |
11.7% |
33.7 |
1.1% |
87% |
False |
False |
440,645 |
| 80 |
3,050.0 |
2,523.0 |
527.0 |
17.5% |
33.2 |
1.1% |
92% |
False |
False |
330,591 |
| 100 |
3,050.0 |
2,481.0 |
569.0 |
18.9% |
35.2 |
1.2% |
92% |
False |
False |
264,527 |
| 120 |
3,050.0 |
2,481.0 |
569.0 |
18.9% |
33.9 |
1.1% |
92% |
False |
False |
220,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,122.8 |
|
2.618 |
3,085.2 |
|
1.618 |
3,062.2 |
|
1.000 |
3,048.0 |
|
0.618 |
3,039.2 |
|
HIGH |
3,025.0 |
|
0.618 |
3,016.2 |
|
0.500 |
3,013.5 |
|
0.382 |
3,010.8 |
|
LOW |
3,002.0 |
|
0.618 |
2,987.8 |
|
1.000 |
2,979.0 |
|
1.618 |
2,964.8 |
|
2.618 |
2,941.8 |
|
4.250 |
2,904.3 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,013.5 |
3,026.0 |
| PP |
3,011.0 |
3,019.3 |
| S1 |
3,008.5 |
3,012.7 |
|