| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,638.5 |
8,582.0 |
-56.5 |
-0.7% |
8,592.0 |
| High |
8,657.5 |
8,645.0 |
-12.5 |
-0.1% |
8,707.0 |
| Low |
8,575.0 |
8,573.0 |
-2.0 |
0.0% |
8,549.5 |
| Close |
8,598.5 |
8,624.5 |
26.0 |
0.3% |
8,624.5 |
| Range |
82.5 |
72.0 |
-10.5 |
-12.7% |
157.5 |
| ATR |
96.1 |
94.3 |
-1.7 |
-1.8% |
0.0 |
| Volume |
71,193 |
92,465 |
21,272 |
29.9% |
444,692 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,830.2 |
8,799.3 |
8,664.1 |
|
| R3 |
8,758.2 |
8,727.3 |
8,644.3 |
|
| R2 |
8,686.2 |
8,686.2 |
8,637.7 |
|
| R1 |
8,655.3 |
8,655.3 |
8,631.1 |
8,670.8 |
| PP |
8,614.2 |
8,614.2 |
8,614.2 |
8,621.9 |
| S1 |
8,583.3 |
8,583.3 |
8,617.9 |
8,598.8 |
| S2 |
8,542.2 |
8,542.2 |
8,611.3 |
|
| S3 |
8,470.2 |
8,511.3 |
8,604.7 |
|
| S4 |
8,398.2 |
8,439.3 |
8,584.9 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,099.5 |
9,019.5 |
8,711.1 |
|
| R3 |
8,942.0 |
8,862.0 |
8,667.8 |
|
| R2 |
8,784.5 |
8,784.5 |
8,653.4 |
|
| R1 |
8,704.5 |
8,704.5 |
8,638.9 |
8,744.5 |
| PP |
8,627.0 |
8,627.0 |
8,627.0 |
8,647.0 |
| S1 |
8,547.0 |
8,547.0 |
8,610.1 |
8,587.0 |
| S2 |
8,469.5 |
8,469.5 |
8,595.6 |
|
| S3 |
8,312.0 |
8,389.5 |
8,581.2 |
|
| S4 |
8,154.5 |
8,232.0 |
8,537.9 |
|
|
| 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% |
82.9 |
1.0% |
48% |
False |
False |
88,938 |
| 10 |
8,707.0 |
8,549.5 |
157.5 |
1.8% |
77.2 |
0.9% |
48% |
False |
False |
87,615 |
| 20 |
8,779.0 |
8,260.0 |
519.0 |
6.0% |
78.4 |
0.9% |
70% |
False |
False |
66,809 |
| 40 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
89.3 |
1.0% |
77% |
False |
False |
33,604 |
| 60 |
8,779.0 |
8,095.0 |
684.0 |
7.9% |
88.3 |
1.0% |
77% |
False |
False |
22,446 |
| 80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
97.8 |
1.1% |
86% |
False |
False |
16,873 |
| 100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.5% |
101.0 |
1.2% |
86% |
False |
False |
13,515 |
| 120 |
8,779.0 |
7,442.5 |
1,336.5 |
15.5% |
99.4 |
1.2% |
88% |
False |
False |
11,282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,951.0 |
|
2.618 |
8,833.5 |
|
1.618 |
8,761.5 |
|
1.000 |
8,717.0 |
|
0.618 |
8,689.5 |
|
HIGH |
8,645.0 |
|
0.618 |
8,617.5 |
|
0.500 |
8,609.0 |
|
0.382 |
8,600.5 |
|
LOW |
8,573.0 |
|
0.618 |
8,528.5 |
|
1.000 |
8,501.0 |
|
1.618 |
8,456.5 |
|
2.618 |
8,384.5 |
|
4.250 |
8,267.0 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,619.3 |
8,629.5 |
| PP |
8,614.2 |
8,627.8 |
| S1 |
8,609.0 |
8,626.2 |
|