| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,406.0 |
6,425.0 |
19.0 |
0.3% |
6,440.0 |
| High |
6,449.0 |
6,425.5 |
-23.5 |
-0.4% |
6,461.0 |
| Low |
6,394.5 |
6,361.0 |
-33.5 |
-0.5% |
6,355.0 |
| Close |
6,425.5 |
6,403.0 |
-22.5 |
-0.4% |
6,425.5 |
| Range |
54.5 |
64.5 |
10.0 |
18.3% |
106.0 |
| ATR |
67.6 |
67.3 |
-0.2 |
-0.3% |
0.0 |
| Volume |
76,985 |
105,341 |
28,356 |
36.8% |
439,812 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,590.0 |
6,561.0 |
6,438.5 |
|
| R3 |
6,525.5 |
6,496.5 |
6,420.5 |
|
| R2 |
6,461.0 |
6,461.0 |
6,415.0 |
|
| R1 |
6,432.0 |
6,432.0 |
6,409.0 |
6,414.0 |
| PP |
6,396.5 |
6,396.5 |
6,396.5 |
6,387.5 |
| S1 |
6,367.5 |
6,367.5 |
6,397.0 |
6,350.0 |
| S2 |
6,332.0 |
6,332.0 |
6,391.0 |
|
| S3 |
6,267.5 |
6,303.0 |
6,385.5 |
|
| S4 |
6,203.0 |
6,238.5 |
6,367.5 |
|
|
| 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 |
1.7% |
65.0 |
1.0% |
45% |
False |
False |
88,496 |
| 10 |
6,562.5 |
6,355.0 |
207.5 |
3.2% |
62.0 |
1.0% |
23% |
False |
False |
92,333 |
| 20 |
6,643.0 |
6,355.0 |
288.0 |
4.5% |
59.0 |
0.9% |
17% |
False |
False |
98,847 |
| 40 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
62.0 |
1.0% |
22% |
False |
False |
50,006 |
| 60 |
6,643.0 |
6,337.0 |
306.0 |
4.8% |
58.5 |
0.9% |
22% |
False |
False |
33,411 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.8% |
58.0 |
0.9% |
65% |
False |
False |
25,077 |
| 100 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
48.0 |
0.7% |
60% |
False |
False |
20,066 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.8% |
40.0 |
0.6% |
60% |
False |
False |
16,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,699.5 |
|
2.618 |
6,594.5 |
|
1.618 |
6,530.0 |
|
1.000 |
6,490.0 |
|
0.618 |
6,465.5 |
|
HIGH |
6,425.5 |
|
0.618 |
6,401.0 |
|
0.500 |
6,393.0 |
|
0.382 |
6,385.5 |
|
LOW |
6,361.0 |
|
0.618 |
6,321.0 |
|
1.000 |
6,296.5 |
|
1.618 |
6,256.5 |
|
2.618 |
6,192.0 |
|
4.250 |
6,087.0 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,400.0 |
6,405.0 |
| PP |
6,396.5 |
6,404.5 |
| S1 |
6,393.0 |
6,403.5 |
|