| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,048.6 |
1,042.9 |
-5.7 |
-0.5% |
1,065.3 |
| High |
1,051.1 |
1,068.3 |
17.2 |
1.6% |
1,086.8 |
| Low |
1,034.7 |
1,042.9 |
8.2 |
0.8% |
1,057.5 |
| Close |
1,041.1 |
1,066.3 |
25.2 |
2.4% |
1,075.5 |
| Range |
16.4 |
25.4 |
9.0 |
54.9% |
29.3 |
| ATR |
13.8 |
14.8 |
1.0 |
6.9% |
0.0 |
| Volume |
138,755 |
127,357 |
-11,398 |
-8.2% |
547,180 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,135.3 |
1,126.3 |
1,080.3 |
|
| R3 |
1,110.0 |
1,100.8 |
1,073.3 |
|
| R2 |
1,084.5 |
1,084.5 |
1,071.0 |
|
| R1 |
1,075.5 |
1,075.5 |
1,068.8 |
1,080.0 |
| PP |
1,059.3 |
1,059.3 |
1,059.3 |
1,061.5 |
| S1 |
1,050.0 |
1,050.0 |
1,064.0 |
1,054.5 |
| S2 |
1,033.8 |
1,033.8 |
1,061.8 |
|
| S3 |
1,008.3 |
1,024.8 |
1,059.3 |
|
| S4 |
983.0 |
999.3 |
1,052.3 |
|
|
| 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 |
1,078.3 |
1,034.7 |
43.6 |
4.1% |
17.5 |
1.6% |
72% |
False |
False |
122,227 |
| 10 |
1,086.8 |
1,034.7 |
52.1 |
4.9% |
16.0 |
1.5% |
61% |
False |
False |
115,162 |
| 20 |
1,086.8 |
1,034.7 |
52.1 |
4.9% |
14.8 |
1.4% |
61% |
False |
False |
116,667 |
| 40 |
1,086.8 |
1,003.2 |
83.6 |
7.8% |
11.8 |
1.1% |
75% |
False |
False |
62,002 |
| 60 |
1,086.8 |
1,003.2 |
83.6 |
7.8% |
8.3 |
0.8% |
75% |
False |
False |
41,335 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,176.3 |
|
2.618 |
1,134.8 |
|
1.618 |
1,109.5 |
|
1.000 |
1,093.8 |
|
0.618 |
1,084.0 |
|
HIGH |
1,068.3 |
|
0.618 |
1,058.5 |
|
0.500 |
1,055.5 |
|
0.382 |
1,052.5 |
|
LOW |
1,043.0 |
|
0.618 |
1,027.3 |
|
1.000 |
1,017.5 |
|
1.618 |
1,001.8 |
|
2.618 |
976.5 |
|
4.250 |
935.0 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,062.8 |
1,061.3 |
| PP |
1,059.3 |
1,056.5 |
| S1 |
1,055.5 |
1,051.5 |
|