| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,061.4 |
1,048.6 |
-12.8 |
-1.2% |
1,065.3 |
| High |
1,065.0 |
1,051.1 |
-13.9 |
-1.3% |
1,086.8 |
| Low |
1,043.0 |
1,034.7 |
-8.3 |
-0.8% |
1,057.5 |
| Close |
1,045.6 |
1,041.1 |
-4.5 |
-0.4% |
1,075.5 |
| Range |
22.0 |
16.4 |
-5.6 |
-25.5% |
29.3 |
| ATR |
13.7 |
13.8 |
0.2 |
1.4% |
0.0 |
| Volume |
159,352 |
138,755 |
-20,597 |
-12.9% |
547,180 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,091.5 |
1,082.8 |
1,050.0 |
|
| R3 |
1,075.0 |
1,066.3 |
1,045.5 |
|
| R2 |
1,058.8 |
1,058.8 |
1,044.0 |
|
| R1 |
1,050.0 |
1,050.0 |
1,042.5 |
1,046.0 |
| PP |
1,042.3 |
1,042.3 |
1,042.3 |
1,040.5 |
| S1 |
1,033.5 |
1,033.5 |
1,039.5 |
1,029.8 |
| S2 |
1,026.0 |
1,026.0 |
1,038.0 |
|
| S3 |
1,009.5 |
1,017.0 |
1,036.5 |
|
| S4 |
993.0 |
1,000.8 |
1,032.0 |
|
|
| 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 |
1,078.6 |
1,034.7 |
43.9 |
4.2% |
16.0 |
1.5% |
15% |
False |
True |
125,552 |
| 10 |
1,086.8 |
1,034.7 |
52.1 |
5.0% |
14.8 |
1.4% |
12% |
False |
True |
111,312 |
| 20 |
1,086.8 |
1,034.7 |
52.1 |
5.0% |
13.8 |
1.3% |
12% |
False |
True |
115,318 |
| 40 |
1,086.8 |
1,003.2 |
83.6 |
8.0% |
11.3 |
1.1% |
45% |
False |
False |
58,818 |
| 60 |
1,086.8 |
1,003.2 |
83.6 |
8.0% |
7.8 |
0.8% |
45% |
False |
False |
39,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,120.8 |
|
2.618 |
1,094.0 |
|
1.618 |
1,077.8 |
|
1.000 |
1,067.5 |
|
0.618 |
1,061.3 |
|
HIGH |
1,051.0 |
|
0.618 |
1,044.8 |
|
0.500 |
1,043.0 |
|
0.382 |
1,041.0 |
|
LOW |
1,034.8 |
|
0.618 |
1,024.5 |
|
1.000 |
1,018.3 |
|
1.618 |
1,008.3 |
|
2.618 |
991.8 |
|
4.250 |
965.0 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,043.0 |
1,053.3 |
| PP |
1,042.3 |
1,049.3 |
| S1 |
1,041.8 |
1,045.0 |
|