| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,065.1 |
1,074.6 |
9.5 |
0.9% |
1,071.1 |
| High |
1,083.8 |
1,088.8 |
5.0 |
0.5% |
1,083.8 |
| Low |
1,063.2 |
1,071.4 |
8.2 |
0.8% |
1,034.7 |
| Close |
1,083.0 |
1,087.1 |
4.1 |
0.4% |
1,083.0 |
| Range |
20.6 |
17.4 |
-3.2 |
-15.5% |
49.1 |
| ATR |
15.2 |
15.4 |
0.2 |
1.0% |
0.0 |
| Volume |
95,963 |
98,641 |
2,678 |
2.8% |
623,880 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,134.8 |
1,128.3 |
1,096.8 |
|
| R3 |
1,117.3 |
1,110.8 |
1,092.0 |
|
| R2 |
1,099.8 |
1,099.8 |
1,090.3 |
|
| R1 |
1,093.5 |
1,093.5 |
1,088.8 |
1,096.8 |
| PP |
1,082.5 |
1,082.5 |
1,082.5 |
1,084.0 |
| S1 |
1,076.0 |
1,076.0 |
1,085.5 |
1,079.3 |
| S2 |
1,065.0 |
1,065.0 |
1,084.0 |
|
| S3 |
1,047.8 |
1,058.8 |
1,082.3 |
|
| S4 |
1,030.3 |
1,041.3 |
1,077.5 |
|
|
| 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 |
1,088.8 |
1,034.7 |
54.1 |
5.0% |
20.3 |
1.9% |
97% |
True |
False |
124,013 |
| 10 |
1,088.8 |
1,034.7 |
54.1 |
5.0% |
17.3 |
1.6% |
97% |
True |
False |
114,972 |
| 20 |
1,088.8 |
1,034.7 |
54.1 |
5.0% |
15.5 |
1.4% |
97% |
True |
False |
112,556 |
| 40 |
1,088.8 |
1,003.2 |
85.6 |
7.9% |
12.8 |
1.2% |
98% |
True |
False |
66,867 |
| 60 |
1,088.8 |
1,003.2 |
85.6 |
7.9% |
8.8 |
0.8% |
98% |
True |
False |
44,579 |
| 80 |
1,088.8 |
953.2 |
135.6 |
12.5% |
6.8 |
0.6% |
99% |
True |
False |
33,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.8 |
|
2.618 |
1,134.3 |
|
1.618 |
1,117.0 |
|
1.000 |
1,106.3 |
|
0.618 |
1,099.5 |
|
HIGH |
1,088.8 |
|
0.618 |
1,082.3 |
|
0.500 |
1,080.0 |
|
0.382 |
1,078.0 |
|
LOW |
1,071.5 |
|
0.618 |
1,060.8 |
|
1.000 |
1,054.0 |
|
1.618 |
1,043.3 |
|
2.618 |
1,025.8 |
|
4.250 |
997.5 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,084.8 |
1,080.0 |
| PP |
1,082.5 |
1,073.0 |
| S1 |
1,080.0 |
1,065.8 |
|