| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,424.0 |
6,455.0 |
31.0 |
0.5% |
6,425.0 |
| High |
6,491.0 |
6,520.0 |
29.0 |
0.4% |
6,491.0 |
| Low |
6,405.0 |
6,433.5 |
28.5 |
0.4% |
6,287.5 |
| Close |
6,457.5 |
6,476.5 |
19.0 |
0.3% |
6,457.5 |
| Range |
86.0 |
86.5 |
0.5 |
0.6% |
203.5 |
| ATR |
75.3 |
76.1 |
0.8 |
1.1% |
0.0 |
| Volume |
62,112 |
97,145 |
35,033 |
56.4% |
464,490 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,736.0 |
6,693.0 |
6,524.0 |
|
| R3 |
6,649.5 |
6,606.5 |
6,500.5 |
|
| R2 |
6,563.0 |
6,563.0 |
6,492.5 |
|
| R1 |
6,520.0 |
6,520.0 |
6,484.5 |
6,541.5 |
| PP |
6,476.5 |
6,476.5 |
6,476.5 |
6,487.5 |
| S1 |
6,433.5 |
6,433.5 |
6,468.5 |
6,455.0 |
| S2 |
6,390.0 |
6,390.0 |
6,460.5 |
|
| S3 |
6,303.5 |
6,347.0 |
6,452.5 |
|
| S4 |
6,217.0 |
6,260.5 |
6,429.0 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.5 |
6,943.5 |
6,569.5 |
|
| R3 |
6,819.0 |
6,740.0 |
6,513.5 |
|
| R2 |
6,615.5 |
6,615.5 |
6,495.0 |
|
| R1 |
6,536.5 |
6,536.5 |
6,476.0 |
6,576.0 |
| PP |
6,412.0 |
6,412.0 |
6,412.0 |
6,432.0 |
| S1 |
6,333.0 |
6,333.0 |
6,439.0 |
6,372.5 |
| S2 |
6,208.5 |
6,208.5 |
6,420.0 |
|
| S3 |
6,005.0 |
6,129.5 |
6,401.5 |
|
| S4 |
5,801.5 |
5,926.0 |
6,345.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,520.0 |
6,287.5 |
232.5 |
3.6% |
92.0 |
1.4% |
81% |
True |
False |
91,258 |
| 10 |
6,520.0 |
6,287.5 |
232.5 |
3.6% |
78.5 |
1.2% |
81% |
True |
False |
89,877 |
| 20 |
6,630.5 |
6,287.5 |
343.0 |
5.3% |
70.5 |
1.1% |
55% |
False |
False |
97,531 |
| 40 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
66.5 |
1.0% |
53% |
False |
False |
61,404 |
| 60 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
62.5 |
1.0% |
53% |
False |
False |
41,002 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.7% |
60.5 |
0.9% |
76% |
False |
False |
30,773 |
| 100 |
6,687.0 |
5,951.5 |
735.5 |
11.4% |
52.5 |
0.8% |
71% |
False |
False |
24,628 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
44.0 |
0.7% |
69% |
False |
False |
20,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,887.5 |
|
2.618 |
6,746.5 |
|
1.618 |
6,660.0 |
|
1.000 |
6,606.5 |
|
0.618 |
6,573.5 |
|
HIGH |
6,520.0 |
|
0.618 |
6,487.0 |
|
0.500 |
6,477.0 |
|
0.382 |
6,466.5 |
|
LOW |
6,433.5 |
|
0.618 |
6,380.0 |
|
1.000 |
6,347.0 |
|
1.618 |
6,293.5 |
|
2.618 |
6,207.0 |
|
4.250 |
6,066.0 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,477.0 |
6,456.5 |
| PP |
6,476.5 |
6,436.5 |
| S1 |
6,476.5 |
6,416.0 |
|