| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,431.0 |
6,400.0 |
-31.0 |
-0.5% |
6,545.0 |
| High |
6,438.5 |
6,443.5 |
5.0 |
0.1% |
6,571.5 |
| Low |
6,355.0 |
6,390.0 |
35.0 |
0.6% |
6,457.0 |
| Close |
6,403.0 |
6,412.0 |
9.0 |
0.1% |
6,480.5 |
| Range |
83.5 |
53.5 |
-30.0 |
-35.9% |
114.5 |
| ATR |
69.7 |
68.6 |
-1.2 |
-1.7% |
0.0 |
| Volume |
73,913 |
62,527 |
-11,386 |
-15.4% |
451,306 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,575.5 |
6,547.5 |
6,441.5 |
|
| R3 |
6,522.0 |
6,494.0 |
6,426.5 |
|
| R2 |
6,468.5 |
6,468.5 |
6,422.0 |
|
| R1 |
6,440.5 |
6,440.5 |
6,417.0 |
6,454.5 |
| PP |
6,415.0 |
6,415.0 |
6,415.0 |
6,422.0 |
| S1 |
6,387.0 |
6,387.0 |
6,407.0 |
6,401.0 |
| S2 |
6,361.5 |
6,361.5 |
6,402.0 |
|
| S3 |
6,308.0 |
6,333.5 |
6,397.5 |
|
| S4 |
6,254.5 |
6,280.0 |
6,382.5 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,846.5 |
6,778.0 |
6,543.5 |
|
| R3 |
6,732.0 |
6,663.5 |
6,512.0 |
|
| R2 |
6,617.5 |
6,617.5 |
6,501.5 |
|
| R1 |
6,549.0 |
6,549.0 |
6,491.0 |
6,526.0 |
| PP |
6,503.0 |
6,503.0 |
6,503.0 |
6,491.5 |
| S1 |
6,434.5 |
6,434.5 |
6,470.0 |
6,411.5 |
| S2 |
6,388.5 |
6,388.5 |
6,459.5 |
|
| S3 |
6,274.0 |
6,320.0 |
6,449.0 |
|
| S4 |
6,159.5 |
6,205.5 |
6,417.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,548.0 |
6,355.0 |
193.0 |
3.0% |
68.0 |
1.1% |
30% |
False |
False |
97,309 |
| 10 |
6,605.5 |
6,355.0 |
250.5 |
3.9% |
62.0 |
1.0% |
23% |
False |
False |
88,940 |
| 20 |
6,643.0 |
6,355.0 |
288.0 |
4.5% |
59.5 |
0.9% |
20% |
False |
False |
90,721 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
61.0 |
1.0% |
25% |
False |
False |
45,515 |
| 60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
58.0 |
0.9% |
25% |
False |
False |
30,374 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
57.0 |
0.9% |
67% |
False |
False |
22,798 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
47.0 |
0.7% |
61% |
False |
False |
18,243 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
39.0 |
0.6% |
61% |
False |
False |
15,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,671.0 |
|
2.618 |
6,583.5 |
|
1.618 |
6,530.0 |
|
1.000 |
6,497.0 |
|
0.618 |
6,476.5 |
|
HIGH |
6,443.5 |
|
0.618 |
6,423.0 |
|
0.500 |
6,417.0 |
|
0.382 |
6,410.5 |
|
LOW |
6,390.0 |
|
0.618 |
6,357.0 |
|
1.000 |
6,336.5 |
|
1.618 |
6,303.5 |
|
2.618 |
6,250.0 |
|
4.250 |
6,162.5 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,417.0 |
6,410.5 |
| PP |
6,415.0 |
6,409.5 |
| S1 |
6,413.5 |
6,408.0 |
|