| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,074.6 |
1,089.2 |
14.6 |
1.4% |
1,071.1 |
| High |
1,088.8 |
1,090.2 |
1.4 |
0.1% |
1,083.8 |
| Low |
1,071.4 |
1,074.1 |
2.7 |
0.3% |
1,034.7 |
| Close |
1,087.1 |
1,077.3 |
-9.8 |
-0.9% |
1,083.0 |
| Range |
17.4 |
16.1 |
-1.3 |
-7.5% |
49.1 |
| ATR |
15.4 |
15.4 |
0.1 |
0.3% |
0.0 |
| Volume |
98,641 |
106,542 |
7,901 |
8.0% |
623,880 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,128.8 |
1,119.3 |
1,086.3 |
|
| R3 |
1,112.8 |
1,103.0 |
1,081.8 |
|
| R2 |
1,096.8 |
1,096.8 |
1,080.3 |
|
| R1 |
1,087.0 |
1,087.0 |
1,078.8 |
1,083.8 |
| PP |
1,080.5 |
1,080.5 |
1,080.5 |
1,079.0 |
| S1 |
1,070.8 |
1,070.8 |
1,075.8 |
1,067.8 |
| S2 |
1,064.5 |
1,064.5 |
1,074.3 |
|
| S3 |
1,048.3 |
1,054.8 |
1,072.8 |
|
| S4 |
1,032.3 |
1,038.8 |
1,068.5 |
|
|
| 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 |
1,090.2 |
1,034.7 |
55.5 |
5.2% |
19.3 |
1.8% |
77% |
True |
False |
113,451 |
| 10 |
1,090.2 |
1,034.7 |
55.5 |
5.2% |
17.0 |
1.6% |
77% |
True |
False |
115,075 |
| 20 |
1,090.2 |
1,034.7 |
55.5 |
5.2% |
15.5 |
1.4% |
77% |
True |
False |
111,952 |
| 40 |
1,090.2 |
1,003.2 |
87.0 |
8.1% |
12.8 |
1.2% |
85% |
True |
False |
69,530 |
| 60 |
1,090.2 |
1,003.2 |
87.0 |
8.1% |
9.3 |
0.8% |
85% |
True |
False |
46,354 |
| 80 |
1,090.2 |
955.7 |
134.5 |
12.5% |
6.8 |
0.6% |
90% |
True |
False |
34,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.5 |
|
2.618 |
1,132.3 |
|
1.618 |
1,116.3 |
|
1.000 |
1,106.3 |
|
0.618 |
1,100.3 |
|
HIGH |
1,090.3 |
|
0.618 |
1,084.0 |
|
0.500 |
1,082.3 |
|
0.382 |
1,080.3 |
|
LOW |
1,074.0 |
|
0.618 |
1,064.3 |
|
1.000 |
1,058.0 |
|
1.618 |
1,048.0 |
|
2.618 |
1,032.0 |
|
4.250 |
1,005.8 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,082.3 |
1,077.0 |
| PP |
1,080.5 |
1,077.0 |
| S1 |
1,079.0 |
1,076.8 |
|