| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,109.2 |
1,111.4 |
2.2 |
0.2% |
1,074.6 |
| High |
1,120.5 |
1,111.7 |
-8.8 |
-0.8% |
1,113.2 |
| Low |
1,107.6 |
1,103.2 |
-4.4 |
-0.4% |
1,071.4 |
| Close |
1,112.3 |
1,109.6 |
-2.7 |
-0.2% |
1,111.6 |
| Range |
12.9 |
8.5 |
-4.4 |
-34.1% |
41.8 |
| ATR |
14.7 |
14.3 |
-0.4 |
-2.7% |
0.0 |
| Volume |
114,936 |
97,397 |
-17,539 |
-15.3% |
497,649 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,133.8 |
1,130.3 |
1,114.3 |
|
| R3 |
1,125.3 |
1,121.8 |
1,112.0 |
|
| R2 |
1,116.8 |
1,116.8 |
1,111.3 |
|
| R1 |
1,113.3 |
1,113.3 |
1,110.5 |
1,110.8 |
| PP |
1,108.3 |
1,108.3 |
1,108.3 |
1,107.0 |
| S1 |
1,104.8 |
1,104.8 |
1,108.8 |
1,102.3 |
| S2 |
1,099.8 |
1,099.8 |
1,108.0 |
|
| S3 |
1,091.3 |
1,096.3 |
1,107.3 |
|
| S4 |
1,082.8 |
1,087.8 |
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 |
1,120.5 |
1,082.8 |
37.7 |
3.4% |
12.0 |
1.1% |
71% |
False |
False |
97,981 |
| 10 |
1,120.5 |
1,042.9 |
77.6 |
7.0% |
15.0 |
1.4% |
86% |
False |
False |
101,580 |
| 20 |
1,120.5 |
1,034.7 |
85.8 |
7.7% |
15.0 |
1.3% |
87% |
False |
False |
106,446 |
| 40 |
1,120.5 |
1,003.2 |
117.3 |
10.6% |
13.5 |
1.2% |
91% |
False |
False |
84,212 |
| 60 |
1,120.5 |
1,003.2 |
117.3 |
10.6% |
10.3 |
0.9% |
91% |
False |
False |
56,142 |
| 80 |
1,120.5 |
986.2 |
134.3 |
12.1% |
7.8 |
0.7% |
92% |
False |
False |
42,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,147.8 |
|
2.618 |
1,134.0 |
|
1.618 |
1,125.5 |
|
1.000 |
1,120.3 |
|
0.618 |
1,117.0 |
|
HIGH |
1,111.8 |
|
0.618 |
1,108.5 |
|
0.500 |
1,107.5 |
|
0.382 |
1,106.5 |
|
LOW |
1,103.3 |
|
0.618 |
1,098.0 |
|
1.000 |
1,094.8 |
|
1.618 |
1,089.5 |
|
2.618 |
1,081.0 |
|
4.250 |
1,067.0 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.0 |
1,111.8 |
| PP |
1,108.3 |
1,111.0 |
| S1 |
1,107.5 |
1,110.3 |
|