| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,036.0 |
3,017.0 |
-19.0 |
-0.6% |
3,028.0 |
| High |
3,040.0 |
3,045.0 |
5.0 |
0.2% |
3,050.0 |
| Low |
3,002.0 |
3,006.0 |
4.0 |
0.1% |
3,002.0 |
| Close |
3,015.0 |
3,042.0 |
27.0 |
0.9% |
3,026.0 |
| Range |
38.0 |
39.0 |
1.0 |
2.6% |
48.0 |
| ATR |
34.6 |
34.9 |
0.3 |
0.9% |
0.0 |
| Volume |
665,783 |
854,589 |
188,806 |
28.4% |
3,508,580 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.0 |
3,134.0 |
3,063.5 |
|
| R3 |
3,109.0 |
3,095.0 |
3,052.7 |
|
| R2 |
3,070.0 |
3,070.0 |
3,049.2 |
|
| R1 |
3,056.0 |
3,056.0 |
3,045.6 |
3,063.0 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,034.5 |
| S1 |
3,017.0 |
3,017.0 |
3,038.4 |
3,024.0 |
| S2 |
2,992.0 |
2,992.0 |
3,034.9 |
|
| S3 |
2,953.0 |
2,978.0 |
3,031.3 |
|
| S4 |
2,914.0 |
2,939.0 |
3,020.6 |
|
|
| 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 |
3,045.0 |
3,002.0 |
43.0 |
1.4% |
28.8 |
0.9% |
93% |
True |
False |
707,524 |
| 10 |
3,050.0 |
2,981.0 |
69.0 |
2.3% |
29.7 |
1.0% |
88% |
False |
False |
755,083 |
| 20 |
3,050.0 |
2,879.0 |
171.0 |
5.6% |
33.1 |
1.1% |
95% |
False |
False |
801,873 |
| 40 |
3,050.0 |
2,712.0 |
338.0 |
11.1% |
32.8 |
1.1% |
98% |
False |
False |
731,354 |
| 60 |
3,050.0 |
2,699.0 |
351.0 |
11.5% |
33.8 |
1.1% |
98% |
False |
False |
488,281 |
| 80 |
3,050.0 |
2,626.0 |
424.0 |
13.9% |
31.9 |
1.0% |
98% |
False |
False |
366,328 |
| 100 |
3,050.0 |
2,481.0 |
569.0 |
18.7% |
34.6 |
1.1% |
99% |
False |
False |
293,119 |
| 120 |
3,050.0 |
2,481.0 |
569.0 |
18.7% |
34.4 |
1.1% |
99% |
False |
False |
244,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,210.8 |
|
2.618 |
3,147.1 |
|
1.618 |
3,108.1 |
|
1.000 |
3,084.0 |
|
0.618 |
3,069.1 |
|
HIGH |
3,045.0 |
|
0.618 |
3,030.1 |
|
0.500 |
3,025.5 |
|
0.382 |
3,020.9 |
|
LOW |
3,006.0 |
|
0.618 |
2,981.9 |
|
1.000 |
2,967.0 |
|
1.618 |
2,942.9 |
|
2.618 |
2,903.9 |
|
4.250 |
2,840.3 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,036.5 |
3,035.8 |
| PP |
3,031.0 |
3,029.7 |
| S1 |
3,025.5 |
3,023.5 |
|