| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,591.0 |
8,558.0 |
-33.0 |
-0.4% |
8,592.0 |
| High |
8,611.0 |
8,594.0 |
-17.0 |
-0.2% |
8,707.0 |
| Low |
8,522.5 |
8,498.0 |
-24.5 |
-0.3% |
8,549.5 |
| Close |
8,570.5 |
8,507.5 |
-63.0 |
-0.7% |
8,624.5 |
| Range |
88.5 |
96.0 |
7.5 |
8.5% |
157.5 |
| ATR |
95.2 |
95.3 |
0.1 |
0.1% |
0.0 |
| Volume |
97,853 |
117,140 |
19,287 |
19.7% |
444,692 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,821.2 |
8,760.3 |
8,560.3 |
|
| R3 |
8,725.2 |
8,664.3 |
8,533.9 |
|
| R2 |
8,629.2 |
8,629.2 |
8,525.1 |
|
| R1 |
8,568.3 |
8,568.3 |
8,516.3 |
8,550.8 |
| PP |
8,533.2 |
8,533.2 |
8,533.2 |
8,524.4 |
| S1 |
8,472.3 |
8,472.3 |
8,498.7 |
8,454.8 |
| S2 |
8,437.2 |
8,437.2 |
8,489.9 |
|
| S3 |
8,341.2 |
8,376.3 |
8,481.1 |
|
| S4 |
8,245.2 |
8,280.3 |
8,454.7 |
|
|
| 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 |
8,657.5 |
8,498.0 |
159.5 |
1.9% |
87.2 |
1.0% |
6% |
False |
True |
94,245 |
| 10 |
8,707.0 |
8,498.0 |
209.0 |
2.5% |
83.5 |
1.0% |
5% |
False |
True |
94,010 |
| 20 |
8,779.0 |
8,463.5 |
315.5 |
3.7% |
78.7 |
0.9% |
14% |
False |
False |
80,996 |
| 40 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
90.5 |
1.1% |
60% |
False |
False |
41,280 |
| 60 |
8,779.0 |
8,095.0 |
684.0 |
8.0% |
89.0 |
1.0% |
60% |
False |
False |
27,566 |
| 80 |
8,779.0 |
7,700.0 |
1,079.0 |
12.7% |
98.0 |
1.2% |
75% |
False |
False |
20,716 |
| 100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.7% |
101.4 |
1.2% |
75% |
False |
False |
16,585 |
| 120 |
8,779.0 |
7,675.0 |
1,104.0 |
13.0% |
98.5 |
1.2% |
75% |
False |
False |
13,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,002.0 |
|
2.618 |
8,845.3 |
|
1.618 |
8,749.3 |
|
1.000 |
8,690.0 |
|
0.618 |
8,653.3 |
|
HIGH |
8,594.0 |
|
0.618 |
8,557.3 |
|
0.500 |
8,546.0 |
|
0.382 |
8,534.7 |
|
LOW |
8,498.0 |
|
0.618 |
8,438.7 |
|
1.000 |
8,402.0 |
|
1.618 |
8,342.7 |
|
2.618 |
8,246.7 |
|
4.250 |
8,090.0 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,546.0 |
8,554.5 |
| PP |
8,533.2 |
8,538.8 |
| S1 |
8,520.3 |
8,523.2 |
|