| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,047.0 |
3,019.0 |
-28.0 |
-0.9% |
3,028.0 |
| High |
3,066.0 |
3,069.0 |
3.0 |
0.1% |
3,050.0 |
| Low |
3,021.0 |
3,018.0 |
-3.0 |
-0.1% |
3,002.0 |
| Close |
3,033.0 |
3,059.0 |
26.0 |
0.9% |
3,026.0 |
| Range |
45.0 |
51.0 |
6.0 |
13.3% |
48.0 |
| ATR |
35.6 |
36.7 |
1.1 |
3.1% |
0.0 |
| Volume |
948,284 |
653,663 |
-294,621 |
-31.1% |
3,508,580 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.7 |
3,181.3 |
3,087.1 |
|
| R3 |
3,150.7 |
3,130.3 |
3,073.0 |
|
| R2 |
3,099.7 |
3,099.7 |
3,068.4 |
|
| R1 |
3,079.3 |
3,079.3 |
3,063.7 |
3,089.5 |
| PP |
3,048.7 |
3,048.7 |
3,048.7 |
3,053.8 |
| S1 |
3,028.3 |
3,028.3 |
3,054.3 |
3,038.5 |
| S2 |
2,997.7 |
2,997.7 |
3,049.7 |
|
| S3 |
2,946.7 |
2,977.3 |
3,045.0 |
|
| S4 |
2,895.7 |
2,926.3 |
3,031.0 |
|
|
| 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 |
3,069.0 |
3,002.0 |
67.0 |
2.2% |
39.4 |
1.3% |
85% |
True |
False |
738,862 |
| 10 |
3,069.0 |
3,001.0 |
68.0 |
2.2% |
32.7 |
1.1% |
85% |
True |
False |
723,236 |
| 20 |
3,069.0 |
2,880.0 |
189.0 |
6.2% |
34.4 |
1.1% |
95% |
True |
False |
804,830 |
| 40 |
3,069.0 |
2,748.0 |
321.0 |
10.5% |
33.5 |
1.1% |
97% |
True |
False |
770,732 |
| 60 |
3,069.0 |
2,699.0 |
370.0 |
12.1% |
34.4 |
1.1% |
97% |
True |
False |
514,969 |
| 80 |
3,069.0 |
2,634.0 |
435.0 |
14.2% |
32.6 |
1.1% |
98% |
True |
False |
386,345 |
| 100 |
3,069.0 |
2,481.0 |
588.0 |
19.2% |
34.8 |
1.1% |
98% |
True |
False |
309,138 |
| 120 |
3,069.0 |
2,481.0 |
588.0 |
19.2% |
34.8 |
1.1% |
98% |
True |
False |
257,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,285.8 |
|
2.618 |
3,202.5 |
|
1.618 |
3,151.5 |
|
1.000 |
3,120.0 |
|
0.618 |
3,100.5 |
|
HIGH |
3,069.0 |
|
0.618 |
3,049.5 |
|
0.500 |
3,043.5 |
|
0.382 |
3,037.5 |
|
LOW |
3,018.0 |
|
0.618 |
2,986.5 |
|
1.000 |
2,967.0 |
|
1.618 |
2,935.5 |
|
2.618 |
2,884.5 |
|
4.250 |
2,801.3 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,053.8 |
3,051.8 |
| PP |
3,048.7 |
3,044.7 |
| S1 |
3,043.5 |
3,037.5 |
|