| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,024.0 |
3,024.0 |
0.0 |
0.0% |
2,953.0 |
| High |
3,025.0 |
3,034.0 |
9.0 |
0.3% |
3,029.0 |
| Low |
3,002.0 |
3,014.0 |
12.0 |
0.4% |
2,946.0 |
| Close |
3,006.0 |
3,029.0 |
23.0 |
0.8% |
3,020.0 |
| Range |
23.0 |
20.0 |
-3.0 |
-13.0% |
83.0 |
| ATR |
35.6 |
35.1 |
-0.5 |
-1.5% |
0.0 |
| Volume |
677,834 |
767,421 |
89,587 |
13.2% |
4,360,433 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.7 |
3,077.3 |
3,040.0 |
|
| R3 |
3,065.7 |
3,057.3 |
3,034.5 |
|
| R2 |
3,045.7 |
3,045.7 |
3,032.7 |
|
| R1 |
3,037.3 |
3,037.3 |
3,030.8 |
3,041.5 |
| PP |
3,025.7 |
3,025.7 |
3,025.7 |
3,027.8 |
| S1 |
3,017.3 |
3,017.3 |
3,027.2 |
3,021.5 |
| S2 |
3,005.7 |
3,005.7 |
3,025.3 |
|
| S3 |
2,985.7 |
2,997.3 |
3,023.5 |
|
| S4 |
2,965.7 |
2,977.3 |
3,018.0 |
|
|
| 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 |
3,001.0 |
49.0 |
1.6% |
26.0 |
0.9% |
57% |
False |
False |
707,610 |
| 10 |
3,050.0 |
2,946.0 |
104.0 |
3.4% |
27.8 |
0.9% |
80% |
False |
False |
793,663 |
| 20 |
3,050.0 |
2,863.0 |
187.0 |
6.2% |
33.1 |
1.1% |
89% |
False |
False |
854,459 |
| 40 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.4 |
1.1% |
94% |
False |
False |
679,748 |
| 60 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.7 |
1.1% |
94% |
False |
False |
453,418 |
| 80 |
3,050.0 |
2,565.0 |
485.0 |
16.0% |
32.9 |
1.1% |
96% |
False |
False |
340,180 |
| 100 |
3,050.0 |
2,481.0 |
569.0 |
18.8% |
35.0 |
1.2% |
96% |
False |
False |
272,201 |
| 120 |
3,050.0 |
2,481.0 |
569.0 |
18.8% |
33.9 |
1.1% |
96% |
False |
False |
226,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,119.0 |
|
2.618 |
3,086.4 |
|
1.618 |
3,066.4 |
|
1.000 |
3,054.0 |
|
0.618 |
3,046.4 |
|
HIGH |
3,034.0 |
|
0.618 |
3,026.4 |
|
0.500 |
3,024.0 |
|
0.382 |
3,021.6 |
|
LOW |
3,014.0 |
|
0.618 |
3,001.6 |
|
1.000 |
2,994.0 |
|
1.618 |
2,981.6 |
|
2.618 |
2,961.6 |
|
4.250 |
2,929.0 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,027.3 |
3,028.0 |
| PP |
3,025.7 |
3,027.0 |
| S1 |
3,024.0 |
3,026.0 |
|