| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,592.0 |
8,627.5 |
35.5 |
0.4% |
8,683.0 |
| High |
8,616.0 |
8,707.0 |
91.0 |
1.1% |
8,704.0 |
| Low |
8,549.5 |
8,615.0 |
65.5 |
0.8% |
8,609.0 |
| Close |
8,589.0 |
8,681.0 |
92.0 |
1.1% |
8,664.0 |
| Range |
66.5 |
92.0 |
25.5 |
38.3% |
95.0 |
| ATR |
95.1 |
96.8 |
1.6 |
1.7% |
0.0 |
| Volume |
98,711 |
102,183 |
3,472 |
3.5% |
431,460 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,943.7 |
8,904.3 |
8,731.6 |
|
| R3 |
8,851.7 |
8,812.3 |
8,706.3 |
|
| R2 |
8,759.7 |
8,759.7 |
8,697.9 |
|
| R1 |
8,720.3 |
8,720.3 |
8,689.4 |
8,740.0 |
| PP |
8,667.7 |
8,667.7 |
8,667.7 |
8,677.5 |
| S1 |
8,628.3 |
8,628.3 |
8,672.6 |
8,648.0 |
| S2 |
8,575.7 |
8,575.7 |
8,664.1 |
|
| S3 |
8,483.7 |
8,536.3 |
8,655.7 |
|
| S4 |
8,391.7 |
8,444.3 |
8,630.4 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,944.0 |
8,899.0 |
8,716.3 |
|
| R3 |
8,849.0 |
8,804.0 |
8,690.1 |
|
| R2 |
8,754.0 |
8,754.0 |
8,681.4 |
|
| R1 |
8,709.0 |
8,709.0 |
8,672.7 |
8,684.0 |
| PP |
8,659.0 |
8,659.0 |
8,659.0 |
8,646.5 |
| S1 |
8,614.0 |
8,614.0 |
8,655.3 |
8,589.0 |
| S2 |
8,564.0 |
8,564.0 |
8,646.6 |
|
| S3 |
8,469.0 |
8,519.0 |
8,637.9 |
|
| S4 |
8,374.0 |
8,424.0 |
8,611.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,707.0 |
8,549.5 |
157.5 |
1.8% |
73.1 |
0.8% |
83% |
True |
False |
91,904 |
| 10 |
8,779.0 |
8,549.5 |
229.5 |
2.6% |
84.2 |
1.0% |
57% |
False |
False |
87,174 |
| 20 |
8,779.0 |
8,103.5 |
675.5 |
7.8% |
82.4 |
0.9% |
85% |
False |
False |
54,802 |
| 40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
88.6 |
1.0% |
86% |
False |
False |
27,518 |
| 60 |
8,779.0 |
8,007.0 |
772.0 |
8.9% |
87.9 |
1.0% |
87% |
False |
False |
18,394 |
| 80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
98.7 |
1.1% |
91% |
False |
False |
13,828 |
| 100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.2 |
1.2% |
91% |
False |
False |
11,079 |
| 120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.4% |
100.8 |
1.2% |
93% |
False |
False |
9,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,098.0 |
|
2.618 |
8,947.9 |
|
1.618 |
8,855.9 |
|
1.000 |
8,799.0 |
|
0.618 |
8,763.9 |
|
HIGH |
8,707.0 |
|
0.618 |
8,671.9 |
|
0.500 |
8,661.0 |
|
0.382 |
8,650.1 |
|
LOW |
8,615.0 |
|
0.618 |
8,558.1 |
|
1.000 |
8,523.0 |
|
1.618 |
8,466.1 |
|
2.618 |
8,374.1 |
|
4.250 |
8,224.0 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,674.3 |
8,663.4 |
| PP |
8,667.7 |
8,645.8 |
| S1 |
8,661.0 |
8,628.3 |
|