| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,717.0 |
6,706.5 |
-10.5 |
-0.2% |
6,609.5 |
| High |
6,722.5 |
6,765.5 |
43.0 |
0.6% |
6,709.5 |
| Low |
6,680.5 |
6,693.5 |
13.0 |
0.2% |
6,587.0 |
| Close |
6,706.5 |
6,754.0 |
47.5 |
0.7% |
6,697.0 |
| Range |
42.0 |
72.0 |
30.0 |
71.4% |
122.5 |
| ATR |
67.8 |
68.1 |
0.3 |
0.4% |
0.0 |
| Volume |
75,536 |
106,651 |
31,115 |
41.2% |
394,439 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,953.5 |
6,926.0 |
6,793.5 |
|
| R3 |
6,881.5 |
6,854.0 |
6,774.0 |
|
| R2 |
6,809.5 |
6,809.5 |
6,767.0 |
|
| R1 |
6,782.0 |
6,782.0 |
6,760.5 |
6,796.0 |
| PP |
6,737.5 |
6,737.5 |
6,737.5 |
6,744.5 |
| S1 |
6,710.0 |
6,710.0 |
6,747.5 |
6,724.0 |
| S2 |
6,665.5 |
6,665.5 |
6,741.0 |
|
| S3 |
6,593.5 |
6,638.0 |
6,734.0 |
|
| S4 |
6,521.5 |
6,566.0 |
6,714.5 |
|
|
| 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 |
6,765.5 |
6,631.0 |
134.5 |
2.0% |
46.5 |
0.7% |
91% |
True |
False |
78,905 |
| 10 |
6,765.5 |
6,475.0 |
290.5 |
4.3% |
61.5 |
0.9% |
96% |
True |
False |
83,679 |
| 20 |
6,765.5 |
6,287.5 |
478.0 |
7.1% |
69.0 |
1.0% |
98% |
True |
False |
85,704 |
| 40 |
6,765.5 |
6,287.5 |
478.0 |
7.1% |
63.5 |
0.9% |
98% |
True |
False |
84,836 |
| 60 |
6,765.5 |
6,287.5 |
478.0 |
7.1% |
64.0 |
0.9% |
98% |
True |
False |
56,638 |
| 80 |
6,765.5 |
6,287.5 |
478.0 |
7.1% |
60.0 |
0.9% |
98% |
True |
False |
42,501 |
| 100 |
6,765.5 |
5,951.5 |
814.0 |
12.1% |
58.5 |
0.9% |
99% |
True |
False |
34,015 |
| 120 |
6,765.5 |
5,951.5 |
814.0 |
12.1% |
49.5 |
0.7% |
99% |
True |
False |
28,350 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,071.5 |
|
2.618 |
6,954.0 |
|
1.618 |
6,882.0 |
|
1.000 |
6,837.5 |
|
0.618 |
6,810.0 |
|
HIGH |
6,765.5 |
|
0.618 |
6,738.0 |
|
0.500 |
6,729.5 |
|
0.382 |
6,721.0 |
|
LOW |
6,693.5 |
|
0.618 |
6,649.0 |
|
1.000 |
6,621.5 |
|
1.618 |
6,577.0 |
|
2.618 |
6,505.0 |
|
4.250 |
6,387.5 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,746.0 |
6,743.5 |
| PP |
6,737.5 |
6,733.0 |
| S1 |
6,729.5 |
6,722.0 |
|