| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,111.4 |
1,110.4 |
-1.0 |
-0.1% |
1,074.6 |
| High |
1,111.7 |
1,118.3 |
6.6 |
0.6% |
1,113.2 |
| Low |
1,103.2 |
1,108.7 |
5.5 |
0.5% |
1,071.4 |
| Close |
1,109.6 |
1,117.1 |
7.5 |
0.7% |
1,111.6 |
| Range |
8.5 |
9.6 |
1.1 |
12.9% |
41.8 |
| ATR |
14.3 |
14.0 |
-0.3 |
-2.3% |
0.0 |
| Volume |
97,397 |
80,197 |
-17,200 |
-17.7% |
497,649 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,143.5 |
1,140.0 |
1,122.5 |
|
| R3 |
1,134.0 |
1,130.3 |
1,119.8 |
|
| R2 |
1,124.3 |
1,124.3 |
1,118.8 |
|
| R1 |
1,120.8 |
1,120.8 |
1,118.0 |
1,122.5 |
| PP |
1,114.8 |
1,114.8 |
1,114.8 |
1,115.5 |
| S1 |
1,111.0 |
1,111.0 |
1,116.3 |
1,113.0 |
| S2 |
1,105.0 |
1,105.0 |
1,115.3 |
|
| S3 |
1,095.5 |
1,101.5 |
1,114.5 |
|
| S4 |
1,086.0 |
1,092.0 |
1,111.8 |
|
|
| 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 |
1,101.4 |
19.1 |
1.7% |
10.3 |
0.9% |
82% |
False |
False |
95,900 |
| 10 |
1,120.5 |
1,063.2 |
57.3 |
5.1% |
13.5 |
1.2% |
94% |
False |
False |
96,864 |
| 20 |
1,120.5 |
1,034.7 |
85.8 |
7.7% |
14.8 |
1.3% |
96% |
False |
False |
106,013 |
| 40 |
1,120.5 |
1,003.2 |
117.3 |
10.5% |
13.5 |
1.2% |
97% |
False |
False |
86,217 |
| 60 |
1,120.5 |
1,003.2 |
117.3 |
10.5% |
10.3 |
0.9% |
97% |
False |
False |
57,479 |
| 80 |
1,120.5 |
993.6 |
126.9 |
11.4% |
7.8 |
0.7% |
97% |
False |
False |
43,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,159.0 |
|
2.618 |
1,143.5 |
|
1.618 |
1,133.8 |
|
1.000 |
1,128.0 |
|
0.618 |
1,124.3 |
|
HIGH |
1,118.3 |
|
0.618 |
1,114.8 |
|
0.500 |
1,113.5 |
|
0.382 |
1,112.3 |
|
LOW |
1,108.8 |
|
0.618 |
1,102.8 |
|
1.000 |
1,099.0 |
|
1.618 |
1,093.3 |
|
2.618 |
1,083.5 |
|
4.250 |
1,068.0 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,116.0 |
1,115.3 |
| PP |
1,114.8 |
1,113.5 |
| S1 |
1,113.5 |
1,111.8 |
|