| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,951.0 |
9,023.5 |
72.5 |
0.8% |
8,872.0 |
| High |
9,012.5 |
9,032.0 |
19.5 |
0.2% |
9,012.5 |
| Low |
8,936.5 |
8,952.5 |
16.0 |
0.2% |
8,836.5 |
| Close |
8,989.0 |
8,986.0 |
-3.0 |
0.0% |
8,989.0 |
| Range |
76.0 |
79.5 |
3.5 |
4.6% |
176.0 |
| ATR |
90.6 |
89.8 |
-0.8 |
-0.9% |
0.0 |
| Volume |
69,112 |
71,648 |
2,536 |
3.7% |
365,858 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,228.7 |
9,186.8 |
9,029.7 |
|
| R3 |
9,149.2 |
9,107.3 |
9,007.9 |
|
| R2 |
9,069.7 |
9,069.7 |
9,000.6 |
|
| R1 |
9,027.8 |
9,027.8 |
8,993.3 |
9,009.0 |
| PP |
8,990.2 |
8,990.2 |
8,990.2 |
8,980.8 |
| S1 |
8,948.3 |
8,948.3 |
8,978.7 |
8,929.5 |
| S2 |
8,910.7 |
8,910.7 |
8,971.4 |
|
| S3 |
8,831.2 |
8,868.8 |
8,964.1 |
|
| S4 |
8,751.7 |
8,789.3 |
8,942.3 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,474.0 |
9,407.5 |
9,085.8 |
|
| R3 |
9,298.0 |
9,231.5 |
9,037.4 |
|
| R2 |
9,122.0 |
9,122.0 |
9,021.3 |
|
| R1 |
9,055.5 |
9,055.5 |
9,005.1 |
9,088.8 |
| PP |
8,946.0 |
8,946.0 |
8,946.0 |
8,962.6 |
| S1 |
8,879.5 |
8,879.5 |
8,972.9 |
8,912.8 |
| S2 |
8,770.0 |
8,770.0 |
8,956.7 |
|
| S3 |
8,594.0 |
8,703.5 |
8,940.6 |
|
| S4 |
8,418.0 |
8,527.5 |
8,892.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,032.0 |
8,849.0 |
183.0 |
2.0% |
76.0 |
0.8% |
75% |
True |
False |
73,795 |
| 10 |
9,032.0 |
8,746.0 |
286.0 |
3.2% |
72.8 |
0.8% |
84% |
True |
False |
76,137 |
| 20 |
9,032.0 |
8,498.0 |
534.0 |
5.9% |
84.3 |
0.9% |
91% |
True |
False |
82,307 |
| 40 |
9,032.0 |
8,103.5 |
928.5 |
10.3% |
84.2 |
0.9% |
95% |
True |
False |
66,010 |
| 60 |
9,032.0 |
8,095.0 |
937.0 |
10.4% |
88.3 |
1.0% |
95% |
True |
False |
44,080 |
| 80 |
9,032.0 |
8,007.0 |
1,025.0 |
11.4% |
86.8 |
1.0% |
96% |
True |
False |
33,100 |
| 100 |
9,032.0 |
7,700.0 |
1,332.0 |
14.8% |
96.1 |
1.1% |
97% |
True |
False |
26,502 |
| 120 |
9,032.0 |
7,700.0 |
1,332.0 |
14.8% |
98.4 |
1.1% |
97% |
True |
False |
22,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,369.9 |
|
2.618 |
9,240.1 |
|
1.618 |
9,160.6 |
|
1.000 |
9,111.5 |
|
0.618 |
9,081.1 |
|
HIGH |
9,032.0 |
|
0.618 |
9,001.6 |
|
0.500 |
8,992.3 |
|
0.382 |
8,982.9 |
|
LOW |
8,952.5 |
|
0.618 |
8,903.4 |
|
1.000 |
8,873.0 |
|
1.618 |
8,823.9 |
|
2.618 |
8,744.4 |
|
4.250 |
8,614.6 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,992.3 |
8,985.4 |
| PP |
8,990.2 |
8,984.8 |
| S1 |
8,988.1 |
8,984.3 |
|