| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,660.5 |
6,664.0 |
3.5 |
0.1% |
6,455.0 |
| High |
6,668.5 |
6,706.5 |
38.0 |
0.6% |
6,604.5 |
| Low |
6,631.0 |
6,657.0 |
26.0 |
0.4% |
6,433.5 |
| Close |
6,639.5 |
6,690.0 |
50.5 |
0.8% |
6,593.5 |
| Range |
37.5 |
49.5 |
12.0 |
32.0% |
171.0 |
| ATR |
73.3 |
72.8 |
-0.4 |
-0.6% |
0.0 |
| Volume |
82,972 |
72,057 |
-10,915 |
-13.2% |
459,547 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,833.0 |
6,811.0 |
6,717.0 |
|
| R3 |
6,783.5 |
6,761.5 |
6,703.5 |
|
| R2 |
6,734.0 |
6,734.0 |
6,699.0 |
|
| R1 |
6,712.0 |
6,712.0 |
6,694.5 |
6,723.0 |
| PP |
6,684.5 |
6,684.5 |
6,684.5 |
6,690.0 |
| S1 |
6,662.5 |
6,662.5 |
6,685.5 |
6,673.5 |
| S2 |
6,635.0 |
6,635.0 |
6,681.0 |
|
| S3 |
6,585.5 |
6,613.0 |
6,676.5 |
|
| S4 |
6,536.0 |
6,563.5 |
6,663.0 |
|
|
| 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 |
6,706.5 |
6,550.0 |
156.5 |
2.3% |
61.0 |
0.9% |
89% |
True |
False |
80,542 |
| 10 |
6,706.5 |
6,405.0 |
301.5 |
4.5% |
69.0 |
1.0% |
95% |
True |
False |
85,878 |
| 20 |
6,706.5 |
6,287.5 |
419.0 |
6.3% |
72.0 |
1.1% |
96% |
True |
False |
91,234 |
| 40 |
6,706.5 |
6,287.5 |
419.0 |
6.3% |
66.5 |
1.0% |
96% |
True |
False |
78,873 |
| 60 |
6,706.5 |
6,287.5 |
419.0 |
6.3% |
64.5 |
1.0% |
96% |
True |
False |
52,648 |
| 80 |
6,706.5 |
6,169.0 |
537.5 |
8.0% |
62.0 |
0.9% |
97% |
True |
False |
39,509 |
| 100 |
6,706.5 |
5,951.5 |
755.0 |
11.3% |
57.5 |
0.9% |
98% |
True |
False |
31,622 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.3% |
48.0 |
0.7% |
98% |
False |
False |
26,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,917.0 |
|
2.618 |
6,836.0 |
|
1.618 |
6,786.5 |
|
1.000 |
6,756.0 |
|
0.618 |
6,737.0 |
|
HIGH |
6,706.5 |
|
0.618 |
6,687.5 |
|
0.500 |
6,682.0 |
|
0.382 |
6,676.0 |
|
LOW |
6,657.0 |
|
0.618 |
6,626.5 |
|
1.000 |
6,607.5 |
|
1.618 |
6,577.0 |
|
2.618 |
6,527.5 |
|
4.250 |
6,446.5 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,687.0 |
6,681.0 |
| PP |
6,684.5 |
6,672.0 |
| S1 |
6,682.0 |
6,663.0 |
|