| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,066.7 |
1,071.1 |
4.4 |
0.4% |
1,065.3 |
| High |
1,078.3 |
1,071.6 |
-6.7 |
-0.6% |
1,086.8 |
| Low |
1,065.0 |
1,061.0 |
-4.0 |
-0.4% |
1,057.5 |
| Close |
1,075.5 |
1,061.6 |
-13.9 |
-1.3% |
1,075.5 |
| Range |
13.3 |
10.6 |
-2.7 |
-20.3% |
29.3 |
| ATR |
12.9 |
13.0 |
0.1 |
0.9% |
0.0 |
| Volume |
83,222 |
102,453 |
19,231 |
23.1% |
547,180 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,096.5 |
1,089.8 |
1,067.5 |
|
| R3 |
1,086.0 |
1,079.0 |
1,064.5 |
|
| R2 |
1,075.3 |
1,075.3 |
1,063.5 |
|
| R1 |
1,068.5 |
1,068.5 |
1,062.5 |
1,066.5 |
| PP |
1,064.8 |
1,064.8 |
1,064.8 |
1,063.8 |
| S1 |
1,057.8 |
1,057.8 |
1,060.8 |
1,056.0 |
| S2 |
1,054.3 |
1,054.3 |
1,059.8 |
|
| S3 |
1,043.5 |
1,047.3 |
1,058.8 |
|
| S4 |
1,033.0 |
1,036.8 |
1,055.8 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.3 |
1,147.8 |
1,091.5 |
|
| R3 |
1,131.8 |
1,118.3 |
1,083.5 |
|
| R2 |
1,102.5 |
1,102.5 |
1,080.8 |
|
| R1 |
1,089.0 |
1,089.0 |
1,078.3 |
1,095.8 |
| PP |
1,073.3 |
1,073.3 |
1,073.3 |
1,076.8 |
| S1 |
1,059.8 |
1,059.8 |
1,072.8 |
1,066.5 |
| S2 |
1,044.0 |
1,044.0 |
1,070.3 |
|
| S3 |
1,014.8 |
1,030.5 |
1,067.5 |
|
| S4 |
985.3 |
1,001.3 |
1,059.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,086.8 |
1,060.5 |
26.3 |
2.5% |
14.0 |
1.3% |
4% |
False |
False |
105,932 |
| 10 |
1,086.8 |
1,057.5 |
29.3 |
2.8% |
13.5 |
1.3% |
14% |
False |
False |
101,719 |
| 20 |
1,086.8 |
1,041.1 |
45.7 |
4.3% |
12.8 |
1.2% |
45% |
False |
False |
102,126 |
| 40 |
1,086.8 |
1,003.2 |
83.6 |
7.9% |
10.5 |
1.0% |
70% |
False |
False |
51,366 |
| 60 |
1,086.8 |
1,003.2 |
83.6 |
7.9% |
7.3 |
0.7% |
70% |
False |
False |
34,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,116.8 |
|
2.618 |
1,099.3 |
|
1.618 |
1,088.8 |
|
1.000 |
1,082.3 |
|
0.618 |
1,078.3 |
|
HIGH |
1,071.5 |
|
0.618 |
1,067.5 |
|
0.500 |
1,066.3 |
|
0.382 |
1,065.0 |
|
LOW |
1,061.0 |
|
0.618 |
1,054.5 |
|
1.000 |
1,050.5 |
|
1.618 |
1,043.8 |
|
2.618 |
1,033.3 |
|
4.250 |
1,016.0 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,066.3 |
1,069.5 |
| PP |
1,064.8 |
1,067.0 |
| S1 |
1,063.3 |
1,064.3 |
|