| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,586.0 |
6,609.5 |
23.5 |
0.4% |
6,455.0 |
| High |
6,604.5 |
6,678.0 |
73.5 |
1.1% |
6,604.5 |
| Low |
6,550.0 |
6,587.0 |
37.0 |
0.6% |
6,433.5 |
| Close |
6,593.5 |
6,624.0 |
30.5 |
0.5% |
6,593.5 |
| Range |
54.5 |
91.0 |
36.5 |
67.0% |
171.0 |
| ATR |
75.1 |
76.3 |
1.1 |
1.5% |
0.0 |
| Volume |
65,584 |
100,618 |
35,034 |
53.4% |
459,547 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,902.5 |
6,854.5 |
6,674.0 |
|
| R3 |
6,811.5 |
6,763.5 |
6,649.0 |
|
| R2 |
6,720.5 |
6,720.5 |
6,640.5 |
|
| R1 |
6,672.5 |
6,672.5 |
6,632.5 |
6,696.5 |
| PP |
6,629.5 |
6,629.5 |
6,629.5 |
6,642.0 |
| S1 |
6,581.5 |
6,581.5 |
6,615.5 |
6,605.5 |
| S2 |
6,538.5 |
6,538.5 |
6,607.5 |
|
| S3 |
6,447.5 |
6,490.5 |
6,599.0 |
|
| S4 |
6,356.5 |
6,399.5 |
6,574.0 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,057.0 |
6,996.0 |
6,687.5 |
|
| R3 |
6,886.0 |
6,825.0 |
6,640.5 |
|
| R2 |
6,715.0 |
6,715.0 |
6,625.0 |
|
| R1 |
6,654.0 |
6,654.0 |
6,609.0 |
6,684.5 |
| PP |
6,544.0 |
6,544.0 |
6,544.0 |
6,559.0 |
| S1 |
6,483.0 |
6,483.0 |
6,578.0 |
6,513.5 |
| S2 |
6,373.0 |
6,373.0 |
6,562.0 |
|
| S3 |
6,202.0 |
6,312.0 |
6,546.5 |
|
| S4 |
6,031.0 |
6,141.0 |
6,499.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,678.0 |
6,475.0 |
203.0 |
3.1% |
71.0 |
1.1% |
73% |
True |
False |
92,604 |
| 10 |
6,678.0 |
6,287.5 |
390.5 |
5.9% |
81.5 |
1.2% |
86% |
True |
False |
91,931 |
| 20 |
6,678.0 |
6,287.5 |
390.5 |
5.9% |
72.0 |
1.1% |
86% |
True |
False |
92,132 |
| 40 |
6,678.0 |
6,287.5 |
390.5 |
5.9% |
67.0 |
1.0% |
86% |
True |
False |
72,973 |
| 60 |
6,678.0 |
6,287.5 |
390.5 |
5.9% |
64.5 |
1.0% |
86% |
True |
False |
48,707 |
| 80 |
6,678.0 |
6,126.0 |
552.0 |
8.3% |
61.0 |
0.9% |
90% |
True |
False |
36,557 |
| 100 |
6,678.0 |
5,951.5 |
726.5 |
11.0% |
56.0 |
0.8% |
93% |
True |
False |
29,258 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
47.0 |
0.7% |
89% |
False |
False |
24,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,065.0 |
|
2.618 |
6,916.0 |
|
1.618 |
6,825.0 |
|
1.000 |
6,769.0 |
|
0.618 |
6,734.0 |
|
HIGH |
6,678.0 |
|
0.618 |
6,643.0 |
|
0.500 |
6,632.5 |
|
0.382 |
6,622.0 |
|
LOW |
6,587.0 |
|
0.618 |
6,531.0 |
|
1.000 |
6,496.0 |
|
1.618 |
6,440.0 |
|
2.618 |
6,349.0 |
|
4.250 |
6,200.0 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,632.5 |
6,612.5 |
| PP |
6,629.5 |
6,600.5 |
| S1 |
6,627.0 |
6,589.0 |
|