| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,042.9 |
1,065.1 |
22.2 |
2.1% |
1,071.1 |
| High |
1,068.3 |
1,083.8 |
15.5 |
1.5% |
1,083.8 |
| Low |
1,042.9 |
1,063.2 |
20.3 |
1.9% |
1,034.7 |
| Close |
1,066.3 |
1,083.0 |
16.7 |
1.6% |
1,083.0 |
| Range |
25.4 |
20.6 |
-4.8 |
-18.9% |
49.1 |
| ATR |
14.8 |
15.2 |
0.4 |
2.8% |
0.0 |
| Volume |
127,357 |
95,963 |
-31,394 |
-24.7% |
623,880 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,138.5 |
1,131.3 |
1,094.3 |
|
| R3 |
1,117.8 |
1,110.8 |
1,088.8 |
|
| R2 |
1,097.3 |
1,097.3 |
1,086.8 |
|
| R1 |
1,090.3 |
1,090.3 |
1,085.0 |
1,093.8 |
| PP |
1,076.8 |
1,076.8 |
1,076.8 |
1,078.5 |
| S1 |
1,069.5 |
1,069.5 |
1,081.0 |
1,073.0 |
| S2 |
1,056.0 |
1,056.0 |
1,079.3 |
|
| S3 |
1,035.5 |
1,049.0 |
1,077.3 |
|
| S4 |
1,014.8 |
1,028.3 |
1,071.8 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,214.5 |
1,197.8 |
1,110.0 |
|
| R3 |
1,165.3 |
1,148.8 |
1,096.5 |
|
| R2 |
1,116.3 |
1,116.3 |
1,092.0 |
|
| R1 |
1,099.8 |
1,099.8 |
1,087.5 |
1,108.0 |
| PP |
1,067.3 |
1,067.3 |
1,067.3 |
1,071.3 |
| S1 |
1,050.5 |
1,050.5 |
1,078.5 |
1,058.8 |
| S2 |
1,018.0 |
1,018.0 |
1,074.0 |
|
| S3 |
969.0 |
1,001.5 |
1,069.5 |
|
| S4 |
919.8 |
952.3 |
1,056.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,083.8 |
1,034.7 |
49.1 |
4.5% |
19.0 |
1.8% |
98% |
True |
False |
124,776 |
| 10 |
1,086.8 |
1,034.7 |
52.1 |
4.8% |
17.0 |
1.6% |
93% |
False |
False |
117,106 |
| 20 |
1,086.8 |
1,034.7 |
52.1 |
4.8% |
15.3 |
1.4% |
93% |
False |
False |
115,231 |
| 40 |
1,086.8 |
1,003.2 |
83.6 |
7.7% |
12.3 |
1.1% |
95% |
False |
False |
64,401 |
| 60 |
1,086.8 |
1,003.2 |
83.6 |
7.7% |
8.5 |
0.8% |
95% |
False |
False |
42,935 |
| 80 |
1,086.8 |
943.6 |
143.2 |
13.2% |
6.5 |
0.6% |
97% |
False |
False |
32,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,171.3 |
|
2.618 |
1,137.8 |
|
1.618 |
1,117.3 |
|
1.000 |
1,104.5 |
|
0.618 |
1,096.5 |
|
HIGH |
1,083.8 |
|
0.618 |
1,076.0 |
|
0.500 |
1,073.5 |
|
0.382 |
1,071.0 |
|
LOW |
1,063.3 |
|
0.618 |
1,050.5 |
|
1.000 |
1,042.5 |
|
1.618 |
1,029.8 |
|
2.618 |
1,009.3 |
|
4.250 |
975.8 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,079.8 |
1,075.0 |
| PP |
1,076.8 |
1,067.3 |
| S1 |
1,073.5 |
1,059.3 |
|