| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,090.3 |
1,102.6 |
12.3 |
1.1% |
1,074.6 |
| High |
1,101.3 |
1,113.2 |
11.9 |
1.1% |
1,113.2 |
| Low |
1,082.8 |
1,101.4 |
18.6 |
1.7% |
1,071.4 |
| Close |
1,100.8 |
1,111.6 |
10.8 |
1.0% |
1,111.6 |
| Range |
18.5 |
11.8 |
-6.7 |
-36.2% |
41.8 |
| ATR |
15.5 |
15.3 |
-0.2 |
-1.4% |
0.0 |
| Volume |
90,601 |
104,469 |
13,868 |
15.3% |
497,649 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,144.3 |
1,139.8 |
1,118.0 |
|
| R3 |
1,132.3 |
1,127.8 |
1,114.8 |
|
| R2 |
1,120.5 |
1,120.5 |
1,113.8 |
|
| R1 |
1,116.0 |
1,116.0 |
1,112.8 |
1,118.3 |
| PP |
1,108.8 |
1,108.8 |
1,108.8 |
1,109.8 |
| S1 |
1,104.3 |
1,104.3 |
1,110.5 |
1,106.5 |
| S2 |
1,097.0 |
1,097.0 |
1,109.5 |
|
| S3 |
1,085.3 |
1,092.5 |
1,108.3 |
|
| S4 |
1,073.3 |
1,080.8 |
1,105.0 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.3 |
1,209.8 |
1,134.5 |
|
| R3 |
1,182.3 |
1,167.8 |
1,123.0 |
|
| R2 |
1,140.5 |
1,140.5 |
1,119.3 |
|
| R1 |
1,126.0 |
1,126.0 |
1,115.5 |
1,133.3 |
| PP |
1,098.8 |
1,098.8 |
1,098.8 |
1,102.3 |
| S1 |
1,084.3 |
1,084.3 |
1,107.8 |
1,091.5 |
| S2 |
1,057.0 |
1,057.0 |
1,104.0 |
|
| S3 |
1,015.3 |
1,042.5 |
1,100.0 |
|
| S4 |
973.3 |
1,000.8 |
1,088.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,113.2 |
1,071.4 |
41.8 |
3.8% |
15.0 |
1.4% |
96% |
True |
False |
99,529 |
| 10 |
1,113.2 |
1,034.7 |
78.5 |
7.1% |
17.0 |
1.5% |
98% |
True |
False |
112,152 |
| 20 |
1,113.2 |
1,034.7 |
78.5 |
7.1% |
15.5 |
1.4% |
98% |
True |
False |
107,357 |
| 40 |
1,113.2 |
1,003.2 |
110.0 |
9.9% |
13.5 |
1.2% |
99% |
True |
False |
76,842 |
| 60 |
1,113.2 |
1,003.2 |
110.0 |
9.9% |
9.8 |
0.9% |
99% |
True |
False |
51,229 |
| 80 |
1,113.2 |
981.6 |
131.6 |
11.8% |
7.5 |
0.7% |
99% |
True |
False |
38,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,163.3 |
|
2.618 |
1,144.0 |
|
1.618 |
1,132.3 |
|
1.000 |
1,125.0 |
|
0.618 |
1,120.5 |
|
HIGH |
1,113.3 |
|
0.618 |
1,108.8 |
|
0.500 |
1,107.3 |
|
0.382 |
1,106.0 |
|
LOW |
1,101.5 |
|
0.618 |
1,094.0 |
|
1.000 |
1,089.5 |
|
1.618 |
1,082.3 |
|
2.618 |
1,070.5 |
|
4.250 |
1,051.3 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,110.3 |
1,106.5 |
| PP |
1,108.8 |
1,101.5 |
| S1 |
1,107.3 |
1,096.5 |
|