| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,527.0 |
6,530.0 |
3.0 |
0.0% |
6,425.0 |
| High |
6,541.5 |
6,556.5 |
15.0 |
0.2% |
6,491.0 |
| Low |
6,496.0 |
6,475.0 |
-21.0 |
-0.3% |
6,287.5 |
| Close |
6,520.0 |
6,536.5 |
16.5 |
0.3% |
6,457.5 |
| Range |
45.5 |
81.5 |
36.0 |
79.1% |
203.5 |
| ATR |
75.3 |
75.7 |
0.4 |
0.6% |
0.0 |
| Volume |
102,231 |
99,396 |
-2,835 |
-2.8% |
464,490 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,767.0 |
6,733.5 |
6,581.5 |
|
| R3 |
6,685.5 |
6,652.0 |
6,559.0 |
|
| R2 |
6,604.0 |
6,604.0 |
6,551.5 |
|
| R1 |
6,570.5 |
6,570.5 |
6,544.0 |
6,587.0 |
| PP |
6,522.5 |
6,522.5 |
6,522.5 |
6,531.0 |
| S1 |
6,489.0 |
6,489.0 |
6,529.0 |
6,506.0 |
| S2 |
6,441.0 |
6,441.0 |
6,521.5 |
|
| S3 |
6,359.5 |
6,407.5 |
6,514.0 |
|
| S4 |
6,278.0 |
6,326.0 |
6,491.5 |
|
|
| 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 |
6,556.5 |
6,312.5 |
244.0 |
3.7% |
85.0 |
1.3% |
92% |
True |
False |
88,873 |
| 10 |
6,556.5 |
6,287.5 |
269.0 |
4.1% |
76.0 |
1.2% |
93% |
True |
False |
90,277 |
| 20 |
6,630.5 |
6,287.5 |
343.0 |
5.2% |
69.0 |
1.1% |
73% |
False |
False |
91,511 |
| 40 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
67.5 |
1.0% |
70% |
False |
False |
66,442 |
| 60 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
63.5 |
1.0% |
70% |
False |
False |
44,362 |
| 80 |
6,643.0 |
6,085.0 |
558.0 |
8.5% |
60.5 |
0.9% |
81% |
False |
False |
33,291 |
| 100 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
54.0 |
0.8% |
85% |
False |
False |
26,645 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.6% |
45.0 |
0.7% |
77% |
False |
False |
22,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,903.0 |
|
2.618 |
6,770.0 |
|
1.618 |
6,688.5 |
|
1.000 |
6,638.0 |
|
0.618 |
6,607.0 |
|
HIGH |
6,556.5 |
|
0.618 |
6,525.5 |
|
0.500 |
6,516.0 |
|
0.382 |
6,506.0 |
|
LOW |
6,475.0 |
|
0.618 |
6,424.5 |
|
1.000 |
6,393.5 |
|
1.618 |
6,343.0 |
|
2.618 |
6,261.5 |
|
4.250 |
6,128.5 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,529.5 |
6,522.5 |
| PP |
6,522.5 |
6,509.0 |
| S1 |
6,516.0 |
6,495.0 |
|