| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,018.0 |
3,036.0 |
18.0 |
0.6% |
3,028.0 |
| High |
3,037.0 |
3,040.0 |
3.0 |
0.1% |
3,050.0 |
| Low |
3,013.0 |
3,002.0 |
-11.0 |
-0.4% |
3,002.0 |
| Close |
3,026.0 |
3,015.0 |
-11.0 |
-0.4% |
3,026.0 |
| Range |
24.0 |
38.0 |
14.0 |
58.3% |
48.0 |
| ATR |
34.3 |
34.6 |
0.3 |
0.8% |
0.0 |
| Volume |
571,995 |
665,783 |
93,788 |
16.4% |
3,508,580 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,133.0 |
3,112.0 |
3,035.9 |
|
| R3 |
3,095.0 |
3,074.0 |
3,025.5 |
|
| R2 |
3,057.0 |
3,057.0 |
3,022.0 |
|
| R1 |
3,036.0 |
3,036.0 |
3,018.5 |
3,027.5 |
| PP |
3,019.0 |
3,019.0 |
3,019.0 |
3,014.8 |
| S1 |
2,998.0 |
2,998.0 |
3,011.5 |
2,989.5 |
| S2 |
2,981.0 |
2,981.0 |
3,008.0 |
|
| S3 |
2,943.0 |
2,960.0 |
3,004.6 |
|
| S4 |
2,905.0 |
2,922.0 |
2,994.1 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,170.0 |
3,146.0 |
3,052.4 |
|
| R3 |
3,122.0 |
3,098.0 |
3,039.2 |
|
| R2 |
3,074.0 |
3,074.0 |
3,034.8 |
|
| R1 |
3,050.0 |
3,050.0 |
3,030.4 |
3,038.0 |
| PP |
3,026.0 |
3,026.0 |
3,026.0 |
3,020.0 |
| S1 |
3,002.0 |
3,002.0 |
3,021.6 |
2,990.0 |
| S2 |
2,978.0 |
2,978.0 |
3,017.2 |
|
| S3 |
2,930.0 |
2,954.0 |
3,012.8 |
|
| S4 |
2,882.0 |
2,906.0 |
2,999.6 |
|
|
| 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 |
3,002.0 |
48.0 |
1.6% |
28.4 |
0.9% |
27% |
False |
True |
714,579 |
| 10 |
3,050.0 |
2,973.0 |
77.0 |
2.6% |
28.4 |
0.9% |
55% |
False |
False |
760,831 |
| 20 |
3,050.0 |
2,879.0 |
171.0 |
5.7% |
33.1 |
1.1% |
80% |
False |
False |
807,271 |
| 40 |
3,050.0 |
2,712.0 |
338.0 |
11.2% |
33.1 |
1.1% |
90% |
False |
False |
710,490 |
| 60 |
3,050.0 |
2,699.0 |
351.0 |
11.6% |
33.5 |
1.1% |
90% |
False |
False |
474,039 |
| 80 |
3,050.0 |
2,600.0 |
450.0 |
14.9% |
32.1 |
1.1% |
92% |
False |
False |
355,647 |
| 100 |
3,050.0 |
2,481.0 |
569.0 |
18.9% |
34.4 |
1.1% |
94% |
False |
False |
284,574 |
| 120 |
3,050.0 |
2,481.0 |
569.0 |
18.9% |
34.1 |
1.1% |
94% |
False |
False |
237,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,201.5 |
|
2.618 |
3,139.5 |
|
1.618 |
3,101.5 |
|
1.000 |
3,078.0 |
|
0.618 |
3,063.5 |
|
HIGH |
3,040.0 |
|
0.618 |
3,025.5 |
|
0.500 |
3,021.0 |
|
0.382 |
3,016.5 |
|
LOW |
3,002.0 |
|
0.618 |
2,978.5 |
|
1.000 |
2,964.0 |
|
1.618 |
2,940.5 |
|
2.618 |
2,902.5 |
|
4.250 |
2,840.5 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,021.0 |
3,021.0 |
| PP |
3,019.0 |
3,019.0 |
| S1 |
3,017.0 |
3,017.0 |
|