| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,609.5 |
6,625.0 |
15.5 |
0.2% |
6,455.0 |
| High |
6,678.0 |
6,691.5 |
13.5 |
0.2% |
6,604.5 |
| Low |
6,587.0 |
6,619.0 |
32.0 |
0.5% |
6,433.5 |
| Close |
6,624.0 |
6,666.0 |
42.0 |
0.6% |
6,593.5 |
| Range |
91.0 |
72.5 |
-18.5 |
-20.3% |
171.0 |
| ATR |
76.3 |
76.0 |
-0.3 |
-0.4% |
0.0 |
| Volume |
100,618 |
81,479 |
-19,139 |
-19.0% |
459,547 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,843.5 |
6,706.0 |
|
| R3 |
6,804.0 |
6,771.0 |
6,686.0 |
|
| R2 |
6,731.5 |
6,731.5 |
6,679.5 |
|
| R1 |
6,698.5 |
6,698.5 |
6,672.5 |
6,715.0 |
| PP |
6,659.0 |
6,659.0 |
6,659.0 |
6,667.0 |
| S1 |
6,626.0 |
6,626.0 |
6,659.5 |
6,642.5 |
| S2 |
6,586.5 |
6,586.5 |
6,652.5 |
|
| S3 |
6,514.0 |
6,553.5 |
6,646.0 |
|
| S4 |
6,441.5 |
6,481.0 |
6,626.0 |
|
|
| 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 |
6,691.5 |
6,475.0 |
216.5 |
3.2% |
76.5 |
1.1% |
88% |
True |
False |
88,453 |
| 10 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
78.0 |
1.2% |
94% |
True |
False |
89,890 |
| 20 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
73.0 |
1.1% |
94% |
True |
False |
91,183 |
| 40 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
67.0 |
1.0% |
94% |
True |
False |
75,003 |
| 60 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
65.0 |
1.0% |
94% |
True |
False |
50,064 |
| 80 |
6,691.5 |
6,126.0 |
565.5 |
8.5% |
61.5 |
0.9% |
95% |
True |
False |
37,575 |
| 100 |
6,691.5 |
5,951.5 |
740.0 |
11.1% |
56.5 |
0.8% |
97% |
True |
False |
30,073 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.3% |
47.5 |
0.7% |
95% |
False |
False |
25,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,999.5 |
|
2.618 |
6,881.5 |
|
1.618 |
6,809.0 |
|
1.000 |
6,764.0 |
|
0.618 |
6,736.5 |
|
HIGH |
6,691.5 |
|
0.618 |
6,664.0 |
|
0.500 |
6,655.0 |
|
0.382 |
6,646.5 |
|
LOW |
6,619.0 |
|
0.618 |
6,574.0 |
|
1.000 |
6,546.5 |
|
1.618 |
6,501.5 |
|
2.618 |
6,429.0 |
|
4.250 |
6,311.0 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,662.5 |
6,651.0 |
| PP |
6,659.0 |
6,636.0 |
| S1 |
6,655.0 |
6,621.0 |
|