| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,455.0 |
6,527.0 |
72.0 |
1.1% |
6,425.0 |
| High |
6,520.0 |
6,541.5 |
21.5 |
0.3% |
6,491.0 |
| Low |
6,433.5 |
6,496.0 |
62.5 |
1.0% |
6,287.5 |
| Close |
6,476.5 |
6,520.0 |
43.5 |
0.7% |
6,457.5 |
| Range |
86.5 |
45.5 |
-41.0 |
-47.4% |
203.5 |
| ATR |
76.1 |
75.3 |
-0.8 |
-1.0% |
0.0 |
| Volume |
97,145 |
102,231 |
5,086 |
5.2% |
464,490 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,655.5 |
6,633.5 |
6,545.0 |
|
| R3 |
6,610.0 |
6,588.0 |
6,532.5 |
|
| R2 |
6,564.5 |
6,564.5 |
6,528.5 |
|
| R1 |
6,542.5 |
6,542.5 |
6,524.0 |
6,531.0 |
| PP |
6,519.0 |
6,519.0 |
6,519.0 |
6,513.5 |
| S1 |
6,497.0 |
6,497.0 |
6,516.0 |
6,485.0 |
| S2 |
6,473.5 |
6,473.5 |
6,511.5 |
|
| S3 |
6,428.0 |
6,451.5 |
6,507.5 |
|
| S4 |
6,382.5 |
6,406.0 |
6,495.0 |
|
|
| 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 |
6,541.5 |
6,287.5 |
254.0 |
3.9% |
80.0 |
1.2% |
92% |
True |
False |
91,327 |
| 10 |
6,541.5 |
6,287.5 |
254.0 |
3.9% |
76.0 |
1.2% |
92% |
True |
False |
87,729 |
| 20 |
6,630.5 |
6,287.5 |
343.0 |
5.3% |
70.0 |
1.1% |
68% |
False |
False |
92,154 |
| 40 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
66.5 |
1.0% |
65% |
False |
False |
63,959 |
| 60 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
63.0 |
1.0% |
65% |
False |
False |
42,706 |
| 80 |
6,643.0 |
5,977.5 |
665.5 |
10.2% |
59.5 |
0.9% |
82% |
False |
False |
32,050 |
| 100 |
6,687.0 |
5,951.5 |
735.5 |
11.3% |
53.0 |
0.8% |
77% |
False |
False |
25,651 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
44.5 |
0.7% |
75% |
False |
False |
21,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,735.0 |
|
2.618 |
6,660.5 |
|
1.618 |
6,615.0 |
|
1.000 |
6,587.0 |
|
0.618 |
6,569.5 |
|
HIGH |
6,541.5 |
|
0.618 |
6,524.0 |
|
0.500 |
6,519.0 |
|
0.382 |
6,513.5 |
|
LOW |
6,496.0 |
|
0.618 |
6,468.0 |
|
1.000 |
6,450.5 |
|
1.618 |
6,422.5 |
|
2.618 |
6,377.0 |
|
4.250 |
6,302.5 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,519.5 |
6,504.5 |
| PP |
6,519.0 |
6,489.0 |
| S1 |
6,519.0 |
6,473.0 |
|