| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,102.6 |
1,112.0 |
9.4 |
0.9% |
1,074.6 |
| High |
1,113.2 |
1,116.2 |
3.0 |
0.3% |
1,113.2 |
| Low |
1,101.4 |
1,107.9 |
6.5 |
0.6% |
1,071.4 |
| Close |
1,111.6 |
1,109.1 |
-2.5 |
-0.2% |
1,111.6 |
| Range |
11.8 |
8.3 |
-3.5 |
-29.7% |
41.8 |
| ATR |
15.3 |
14.8 |
-0.5 |
-3.3% |
0.0 |
| Volume |
104,469 |
82,502 |
-21,967 |
-21.0% |
497,649 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,136.0 |
1,130.8 |
1,113.8 |
|
| R3 |
1,127.8 |
1,122.5 |
1,111.5 |
|
| R2 |
1,119.3 |
1,119.3 |
1,110.5 |
|
| R1 |
1,114.3 |
1,114.3 |
1,109.8 |
1,112.8 |
| PP |
1,111.0 |
1,111.0 |
1,111.0 |
1,110.3 |
| S1 |
1,106.0 |
1,106.0 |
1,108.3 |
1,104.3 |
| S2 |
1,102.8 |
1,102.8 |
1,107.5 |
|
| S3 |
1,094.5 |
1,097.8 |
1,106.8 |
|
| S4 |
1,086.3 |
1,089.3 |
1,104.5 |
|
|
| 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 |
1,116.2 |
1,074.1 |
42.1 |
3.8% |
13.3 |
1.2% |
83% |
True |
False |
96,302 |
| 10 |
1,116.2 |
1,034.7 |
81.5 |
7.3% |
16.8 |
1.5% |
91% |
True |
False |
110,157 |
| 20 |
1,116.2 |
1,034.7 |
81.5 |
7.3% |
15.3 |
1.4% |
91% |
True |
False |
105,938 |
| 40 |
1,116.2 |
1,003.2 |
113.0 |
10.2% |
13.5 |
1.2% |
94% |
True |
False |
78,904 |
| 60 |
1,116.2 |
1,003.2 |
113.0 |
10.2% |
10.0 |
0.9% |
94% |
True |
False |
52,604 |
| 80 |
1,116.2 |
982.6 |
133.6 |
12.0% |
7.5 |
0.7% |
95% |
True |
False |
39,454 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,151.5 |
|
2.618 |
1,138.0 |
|
1.618 |
1,129.8 |
|
1.000 |
1,124.5 |
|
0.618 |
1,121.3 |
|
HIGH |
1,116.3 |
|
0.618 |
1,113.0 |
|
0.500 |
1,112.0 |
|
0.382 |
1,111.0 |
|
LOW |
1,108.0 |
|
0.618 |
1,102.8 |
|
1.000 |
1,099.5 |
|
1.618 |
1,094.5 |
|
2.618 |
1,086.3 |
|
4.250 |
1,072.5 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,112.0 |
1,106.0 |
| PP |
1,111.0 |
1,102.8 |
| S1 |
1,110.0 |
1,099.5 |
|