| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,530.0 |
6,539.5 |
9.5 |
0.1% |
6,425.0 |
| High |
6,556.5 |
6,583.0 |
26.5 |
0.4% |
6,491.0 |
| Low |
6,475.0 |
6,500.0 |
25.0 |
0.4% |
6,287.5 |
| Close |
6,536.5 |
6,543.5 |
7.0 |
0.1% |
6,457.5 |
| Range |
81.5 |
83.0 |
1.5 |
1.8% |
203.5 |
| ATR |
75.7 |
76.2 |
0.5 |
0.7% |
0.0 |
| Volume |
99,396 |
95,191 |
-4,205 |
-4.2% |
464,490 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,791.0 |
6,750.5 |
6,589.0 |
|
| R3 |
6,708.0 |
6,667.5 |
6,566.5 |
|
| R2 |
6,625.0 |
6,625.0 |
6,558.5 |
|
| R1 |
6,584.5 |
6,584.5 |
6,551.0 |
6,605.0 |
| PP |
6,542.0 |
6,542.0 |
6,542.0 |
6,552.5 |
| S1 |
6,501.5 |
6,501.5 |
6,536.0 |
6,522.0 |
| S2 |
6,459.0 |
6,459.0 |
6,528.5 |
|
| S3 |
6,376.0 |
6,418.5 |
6,520.5 |
|
| S4 |
6,293.0 |
6,335.5 |
6,498.0 |
|
|
| 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 |
6,583.0 |
6,405.0 |
178.0 |
2.7% |
76.5 |
1.2% |
78% |
True |
False |
91,215 |
| 10 |
6,583.0 |
6,287.5 |
295.5 |
4.5% |
79.0 |
1.2% |
87% |
True |
False |
93,543 |
| 20 |
6,605.5 |
6,287.5 |
318.0 |
4.9% |
70.5 |
1.1% |
81% |
False |
False |
91,242 |
| 40 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
68.0 |
1.0% |
72% |
False |
False |
68,820 |
| 60 |
6,643.0 |
6,287.5 |
355.5 |
5.4% |
64.0 |
1.0% |
72% |
False |
False |
45,937 |
| 80 |
6,643.0 |
6,095.0 |
548.0 |
8.4% |
61.0 |
0.9% |
82% |
False |
False |
34,481 |
| 100 |
6,643.0 |
5,951.5 |
691.5 |
10.6% |
54.5 |
0.8% |
86% |
False |
False |
27,596 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.5% |
45.5 |
0.7% |
78% |
False |
False |
23,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.0 |
|
2.618 |
6,800.5 |
|
1.618 |
6,717.5 |
|
1.000 |
6,666.0 |
|
0.618 |
6,634.5 |
|
HIGH |
6,583.0 |
|
0.618 |
6,551.5 |
|
0.500 |
6,541.5 |
|
0.382 |
6,531.5 |
|
LOW |
6,500.0 |
|
0.618 |
6,448.5 |
|
1.000 |
6,417.0 |
|
1.618 |
6,365.5 |
|
2.618 |
6,282.5 |
|
4.250 |
6,147.0 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,543.0 |
6,538.5 |
| PP |
6,542.0 |
6,534.0 |
| S1 |
6,541.5 |
6,529.0 |
|