| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,116.0 |
1,118.5 |
2.5 |
0.2% |
1,112.0 |
| High |
1,121.8 |
1,123.0 |
1.2 |
0.1% |
1,120.5 |
| Low |
1,110.8 |
1,100.3 |
-10.5 |
-0.9% |
1,103.2 |
| Close |
1,118.8 |
1,106.4 |
-12.4 |
-1.1% |
1,115.6 |
| Range |
11.0 |
22.7 |
11.7 |
106.4% |
17.3 |
| ATR |
13.2 |
13.9 |
0.7 |
5.1% |
0.0 |
| Volume |
85,665 |
130,577 |
44,912 |
52.4% |
451,565 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,178.0 |
1,165.0 |
1,119.0 |
|
| R3 |
1,155.3 |
1,142.3 |
1,112.8 |
|
| R2 |
1,132.5 |
1,132.5 |
1,110.5 |
|
| R1 |
1,119.5 |
1,119.5 |
1,108.5 |
1,114.8 |
| PP |
1,110.0 |
1,110.0 |
1,110.0 |
1,107.5 |
| S1 |
1,096.8 |
1,096.8 |
1,104.3 |
1,092.0 |
| S2 |
1,087.3 |
1,087.3 |
1,102.3 |
|
| S3 |
1,064.5 |
1,074.0 |
1,100.3 |
|
| S4 |
1,041.8 |
1,051.5 |
1,094.0 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.0 |
1,157.5 |
1,125.0 |
|
| R3 |
1,147.8 |
1,140.3 |
1,120.3 |
|
| R2 |
1,130.5 |
1,130.5 |
1,118.8 |
|
| R1 |
1,123.0 |
1,123.0 |
1,117.3 |
1,126.8 |
| PP |
1,113.0 |
1,113.0 |
1,113.0 |
1,115.0 |
| S1 |
1,105.8 |
1,105.8 |
1,114.0 |
1,109.5 |
| S2 |
1,095.8 |
1,095.8 |
1,112.5 |
|
| S3 |
1,078.5 |
1,088.5 |
1,110.8 |
|
| S4 |
1,061.3 |
1,071.0 |
1,106.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,123.0 |
1,100.3 |
22.7 |
2.1% |
12.8 |
1.1% |
27% |
True |
True |
89,191 |
| 10 |
1,123.0 |
1,082.8 |
40.2 |
3.6% |
12.3 |
1.1% |
59% |
True |
False |
93,586 |
| 20 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.8 |
1.3% |
81% |
True |
False |
104,476 |
| 40 |
1,123.0 |
1,009.6 |
113.4 |
10.2% |
13.8 |
1.2% |
85% |
True |
False |
95,289 |
| 60 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
11.3 |
1.0% |
86% |
True |
False |
63,575 |
| 80 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
8.5 |
0.8% |
86% |
True |
False |
47,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,219.5 |
|
2.618 |
1,182.5 |
|
1.618 |
1,159.8 |
|
1.000 |
1,145.8 |
|
0.618 |
1,137.0 |
|
HIGH |
1,123.0 |
|
0.618 |
1,114.3 |
|
0.500 |
1,111.8 |
|
0.382 |
1,109.0 |
|
LOW |
1,100.3 |
|
0.618 |
1,086.3 |
|
1.000 |
1,077.5 |
|
1.618 |
1,063.5 |
|
2.618 |
1,040.8 |
|
4.250 |
1,003.8 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,111.8 |
1,111.8 |
| PP |
1,110.0 |
1,110.0 |
| S1 |
1,108.3 |
1,108.3 |
|