| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,699.5 |
6,717.0 |
17.5 |
0.3% |
6,609.5 |
| High |
6,709.5 |
6,722.5 |
13.0 |
0.2% |
6,709.5 |
| Low |
6,679.0 |
6,680.5 |
1.5 |
0.0% |
6,587.0 |
| Close |
6,697.0 |
6,706.5 |
9.5 |
0.1% |
6,697.0 |
| Range |
30.5 |
42.0 |
11.5 |
37.7% |
122.5 |
| ATR |
69.8 |
67.8 |
-2.0 |
-2.8% |
0.0 |
| Volume |
57,313 |
75,536 |
18,223 |
31.8% |
394,439 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,829.0 |
6,810.0 |
6,729.5 |
|
| R3 |
6,787.0 |
6,768.0 |
6,718.0 |
|
| R2 |
6,745.0 |
6,745.0 |
6,714.0 |
|
| R1 |
6,726.0 |
6,726.0 |
6,710.5 |
6,714.5 |
| PP |
6,703.0 |
6,703.0 |
6,703.0 |
6,697.5 |
| S1 |
6,684.0 |
6,684.0 |
6,702.5 |
6,672.5 |
| S2 |
6,661.0 |
6,661.0 |
6,699.0 |
|
| S3 |
6,619.0 |
6,642.0 |
6,695.0 |
|
| S4 |
6,577.0 |
6,600.0 |
6,683.5 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,032.0 |
6,987.0 |
6,764.5 |
|
| R3 |
6,909.5 |
6,864.5 |
6,730.5 |
|
| R2 |
6,787.0 |
6,787.0 |
6,719.5 |
|
| R1 |
6,742.0 |
6,742.0 |
6,708.0 |
6,764.5 |
| PP |
6,664.5 |
6,664.5 |
6,664.5 |
6,676.0 |
| S1 |
6,619.5 |
6,619.5 |
6,686.0 |
6,642.0 |
| S2 |
6,542.0 |
6,542.0 |
6,674.5 |
|
| S3 |
6,419.5 |
6,497.0 |
6,663.5 |
|
| S4 |
6,297.0 |
6,374.5 |
6,629.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,722.5 |
6,619.0 |
103.5 |
1.5% |
46.5 |
0.7% |
85% |
True |
False |
73,871 |
| 10 |
6,722.5 |
6,475.0 |
247.5 |
3.7% |
59.0 |
0.9% |
94% |
True |
False |
83,237 |
| 20 |
6,722.5 |
6,287.5 |
435.0 |
6.5% |
68.5 |
1.0% |
96% |
True |
False |
86,557 |
| 40 |
6,722.5 |
6,287.5 |
435.0 |
6.5% |
64.0 |
1.0% |
96% |
True |
False |
82,182 |
| 60 |
6,722.5 |
6,287.5 |
435.0 |
6.5% |
64.0 |
1.0% |
96% |
True |
False |
54,861 |
| 80 |
6,722.5 |
6,287.5 |
435.0 |
6.5% |
59.5 |
0.9% |
96% |
True |
False |
41,169 |
| 100 |
6,722.5 |
5,951.5 |
771.0 |
11.5% |
58.0 |
0.9% |
98% |
True |
False |
32,949 |
| 120 |
6,722.5 |
5,951.5 |
771.0 |
11.5% |
49.0 |
0.7% |
98% |
True |
False |
27,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,901.0 |
|
2.618 |
6,832.5 |
|
1.618 |
6,790.5 |
|
1.000 |
6,764.5 |
|
0.618 |
6,748.5 |
|
HIGH |
6,722.5 |
|
0.618 |
6,706.5 |
|
0.500 |
6,701.5 |
|
0.382 |
6,696.5 |
|
LOW |
6,680.5 |
|
0.618 |
6,654.5 |
|
1.000 |
6,638.5 |
|
1.618 |
6,612.5 |
|
2.618 |
6,570.5 |
|
4.250 |
6,502.0 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,705.0 |
6,701.0 |
| PP |
6,703.0 |
6,695.5 |
| S1 |
6,701.5 |
6,690.0 |
|