| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,625.0 |
6,660.5 |
35.5 |
0.5% |
6,455.0 |
| High |
6,691.5 |
6,668.5 |
-23.0 |
-0.3% |
6,604.5 |
| Low |
6,619.0 |
6,631.0 |
12.0 |
0.2% |
6,433.5 |
| Close |
6,666.0 |
6,639.5 |
-26.5 |
-0.4% |
6,593.5 |
| Range |
72.5 |
37.5 |
-35.0 |
-48.3% |
171.0 |
| ATR |
76.0 |
73.3 |
-2.8 |
-3.6% |
0.0 |
| Volume |
81,479 |
82,972 |
1,493 |
1.8% |
459,547 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.0 |
6,736.5 |
6,660.0 |
|
| R3 |
6,721.5 |
6,699.0 |
6,650.0 |
|
| R2 |
6,684.0 |
6,684.0 |
6,646.5 |
|
| R1 |
6,661.5 |
6,661.5 |
6,643.0 |
6,654.0 |
| PP |
6,646.5 |
6,646.5 |
6,646.5 |
6,642.5 |
| S1 |
6,624.0 |
6,624.0 |
6,636.0 |
6,616.5 |
| S2 |
6,609.0 |
6,609.0 |
6,632.5 |
|
| S3 |
6,571.5 |
6,586.5 |
6,629.0 |
|
| S4 |
6,534.0 |
6,549.0 |
6,619.0 |
|
|
| 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 |
6,500.0 |
191.5 |
2.9% |
67.5 |
1.0% |
73% |
False |
False |
85,168 |
| 10 |
6,691.5 |
6,312.5 |
379.0 |
5.7% |
76.5 |
1.1% |
86% |
False |
False |
87,021 |
| 20 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
72.0 |
1.1% |
87% |
False |
False |
92,107 |
| 40 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
67.0 |
1.0% |
87% |
False |
False |
77,073 |
| 60 |
6,691.5 |
6,287.5 |
404.0 |
6.1% |
65.5 |
1.0% |
87% |
False |
False |
51,447 |
| 80 |
6,691.5 |
6,126.0 |
565.5 |
8.5% |
61.5 |
0.9% |
91% |
False |
False |
38,612 |
| 100 |
6,691.5 |
5,951.5 |
740.0 |
11.1% |
57.0 |
0.9% |
93% |
False |
False |
30,902 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.4% |
47.5 |
0.7% |
91% |
False |
False |
25,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,828.0 |
|
2.618 |
6,766.5 |
|
1.618 |
6,729.0 |
|
1.000 |
6,706.0 |
|
0.618 |
6,691.5 |
|
HIGH |
6,668.5 |
|
0.618 |
6,654.0 |
|
0.500 |
6,650.0 |
|
0.382 |
6,645.5 |
|
LOW |
6,631.0 |
|
0.618 |
6,608.0 |
|
1.000 |
6,593.5 |
|
1.618 |
6,570.5 |
|
2.618 |
6,533.0 |
|
4.250 |
6,471.5 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,650.0 |
6,639.5 |
| PP |
6,646.5 |
6,639.5 |
| S1 |
6,643.0 |
6,639.0 |
|