| 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 |
6,400.0 |
6,406.0 |
6.0 |
0.1% |
6,440.0 |
| High |
6,443.5 |
6,449.0 |
5.5 |
0.1% |
6,461.0 |
| Low |
6,390.0 |
6,394.5 |
4.5 |
0.1% |
6,355.0 |
| Close |
6,412.0 |
6,425.5 |
13.5 |
0.2% |
6,425.5 |
| Range |
53.5 |
54.5 |
1.0 |
1.9% |
106.0 |
| ATR |
68.6 |
67.6 |
-1.0 |
-1.5% |
0.0 |
| Volume |
62,527 |
76,985 |
14,458 |
23.1% |
439,812 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,586.5 |
6,560.5 |
6,455.5 |
|
| R3 |
6,532.0 |
6,506.0 |
6,440.5 |
|
| R2 |
6,477.5 |
6,477.5 |
6,435.5 |
|
| R1 |
6,451.5 |
6,451.5 |
6,430.5 |
6,464.5 |
| PP |
6,423.0 |
6,423.0 |
6,423.0 |
6,429.5 |
| S1 |
6,397.0 |
6,397.0 |
6,420.5 |
6,410.0 |
| S2 |
6,368.5 |
6,368.5 |
6,415.5 |
|
| S3 |
6,314.0 |
6,342.5 |
6,410.5 |
|
| S4 |
6,259.5 |
6,288.0 |
6,395.5 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,732.0 |
6,684.5 |
6,484.0 |
|
| R3 |
6,626.0 |
6,578.5 |
6,454.5 |
|
| R2 |
6,520.0 |
6,520.0 |
6,445.0 |
|
| R1 |
6,472.5 |
6,472.5 |
6,435.0 |
6,443.0 |
| PP |
6,414.0 |
6,414.0 |
6,414.0 |
6,399.0 |
| S1 |
6,366.5 |
6,366.5 |
6,416.0 |
6,337.0 |
| S2 |
6,308.0 |
6,308.0 |
6,406.0 |
|
| S3 |
6,202.0 |
6,260.5 |
6,396.5 |
|
| S4 |
6,096.0 |
6,154.5 |
6,367.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,461.0 |
6,355.0 |
106.0 |
1.6% |
61.0 |
0.9% |
67% |
False |
False |
87,962 |
| 10 |
6,571.5 |
6,355.0 |
216.5 |
3.4% |
61.5 |
1.0% |
33% |
False |
False |
89,111 |
| 20 |
6,643.0 |
6,355.0 |
288.0 |
4.5% |
58.5 |
0.9% |
24% |
False |
False |
94,239 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
61.5 |
1.0% |
29% |
False |
False |
47,438 |
| 60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
58.0 |
0.9% |
29% |
False |
False |
31,656 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
57.5 |
0.9% |
69% |
False |
False |
23,760 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
47.5 |
0.7% |
63% |
False |
False |
19,013 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
39.5 |
0.6% |
63% |
False |
False |
15,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,680.5 |
|
2.618 |
6,591.5 |
|
1.618 |
6,537.0 |
|
1.000 |
6,503.5 |
|
0.618 |
6,482.5 |
|
HIGH |
6,449.0 |
|
0.618 |
6,428.0 |
|
0.500 |
6,422.0 |
|
0.382 |
6,415.5 |
|
LOW |
6,394.5 |
|
0.618 |
6,361.0 |
|
1.000 |
6,340.0 |
|
1.618 |
6,306.5 |
|
2.618 |
6,252.0 |
|
4.250 |
6,163.0 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,424.0 |
6,417.5 |
| PP |
6,423.0 |
6,410.0 |
| S1 |
6,422.0 |
6,402.0 |
|