| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,801.5 |
8,831.0 |
29.5 |
0.3% |
8,599.0 |
| High |
8,867.0 |
8,845.0 |
-22.0 |
-0.2% |
8,750.0 |
| Low |
8,785.0 |
8,766.5 |
-18.5 |
-0.2% |
8,498.0 |
| Close |
8,842.5 |
8,811.5 |
-31.0 |
-0.4% |
8,720.5 |
| Range |
82.0 |
78.5 |
-3.5 |
-4.3% |
252.0 |
| ATR |
99.6 |
98.1 |
-1.5 |
-1.5% |
0.0 |
| Volume |
83,688 |
79,085 |
-4,603 |
-5.5% |
440,454 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,043.2 |
9,005.8 |
8,854.7 |
|
| R3 |
8,964.7 |
8,927.3 |
8,833.1 |
|
| R2 |
8,886.2 |
8,886.2 |
8,825.9 |
|
| R1 |
8,848.8 |
8,848.8 |
8,818.7 |
8,828.3 |
| PP |
8,807.7 |
8,807.7 |
8,807.7 |
8,797.4 |
| S1 |
8,770.3 |
8,770.3 |
8,804.3 |
8,749.8 |
| S2 |
8,729.2 |
8,729.2 |
8,797.1 |
|
| S3 |
8,650.7 |
8,691.8 |
8,789.9 |
|
| S4 |
8,572.2 |
8,613.3 |
8,768.3 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,412.2 |
9,318.3 |
8,859.1 |
|
| R3 |
9,160.2 |
9,066.3 |
8,789.8 |
|
| R2 |
8,908.2 |
8,908.2 |
8,766.7 |
|
| R1 |
8,814.3 |
8,814.3 |
8,743.6 |
8,861.3 |
| PP |
8,656.2 |
8,656.2 |
8,656.2 |
8,679.6 |
| S1 |
8,562.3 |
8,562.3 |
8,697.4 |
8,609.3 |
| S2 |
8,404.2 |
8,404.2 |
8,674.3 |
|
| S3 |
8,152.2 |
8,310.3 |
8,651.2 |
|
| S4 |
7,900.2 |
8,058.3 |
8,581.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,867.0 |
8,678.0 |
189.0 |
2.1% |
74.4 |
0.8% |
71% |
False |
False |
83,889 |
| 10 |
8,867.0 |
8,498.0 |
369.0 |
4.2% |
91.9 |
1.0% |
85% |
False |
False |
88,660 |
| 20 |
8,867.0 |
8,498.0 |
369.0 |
4.2% |
83.8 |
1.0% |
85% |
False |
False |
87,968 |
| 40 |
8,867.0 |
8,095.0 |
772.0 |
8.8% |
90.5 |
1.0% |
93% |
False |
False |
53,410 |
| 60 |
8,867.0 |
8,095.0 |
772.0 |
8.8% |
90.9 |
1.0% |
93% |
False |
False |
35,663 |
| 80 |
8,867.0 |
7,748.5 |
1,118.5 |
12.7% |
93.4 |
1.1% |
95% |
False |
False |
26,788 |
| 100 |
8,867.0 |
7,700.0 |
1,167.0 |
13.2% |
100.8 |
1.1% |
95% |
False |
False |
21,447 |
| 120 |
8,867.0 |
7,700.0 |
1,167.0 |
13.2% |
98.7 |
1.1% |
95% |
False |
False |
17,887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,178.6 |
|
2.618 |
9,050.5 |
|
1.618 |
8,972.0 |
|
1.000 |
8,923.5 |
|
0.618 |
8,893.5 |
|
HIGH |
8,845.0 |
|
0.618 |
8,815.0 |
|
0.500 |
8,805.8 |
|
0.382 |
8,796.5 |
|
LOW |
8,766.5 |
|
0.618 |
8,718.0 |
|
1.000 |
8,688.0 |
|
1.618 |
8,639.5 |
|
2.618 |
8,561.0 |
|
4.250 |
8,432.9 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,809.6 |
8,809.8 |
| PP |
8,807.7 |
8,808.2 |
| S1 |
8,805.8 |
8,806.5 |
|