| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,118.5 |
1,102.6 |
-15.9 |
-1.4% |
1,112.0 |
| High |
1,123.0 |
1,107.3 |
-15.7 |
-1.4% |
1,120.5 |
| Low |
1,100.3 |
1,094.3 |
-6.0 |
-0.5% |
1,103.2 |
| Close |
1,106.4 |
1,097.8 |
-8.6 |
-0.8% |
1,115.6 |
| Range |
22.7 |
13.0 |
-9.7 |
-42.7% |
17.3 |
| ATR |
13.9 |
13.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
130,577 |
109,738 |
-20,839 |
-16.0% |
451,565 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,138.8 |
1,131.3 |
1,105.0 |
|
| R3 |
1,125.8 |
1,118.3 |
1,101.5 |
|
| R2 |
1,112.8 |
1,112.8 |
1,100.3 |
|
| R1 |
1,105.3 |
1,105.3 |
1,099.0 |
1,102.5 |
| PP |
1,099.8 |
1,099.8 |
1,099.8 |
1,098.5 |
| S1 |
1,092.3 |
1,092.3 |
1,096.5 |
1,089.5 |
| S2 |
1,086.8 |
1,086.8 |
1,095.5 |
|
| S3 |
1,073.8 |
1,079.3 |
1,094.3 |
|
| S4 |
1,060.8 |
1,066.3 |
1,090.8 |
|
|
| 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 |
1,094.3 |
28.7 |
2.6% |
13.3 |
1.2% |
12% |
False |
True |
95,099 |
| 10 |
1,123.0 |
1,094.3 |
28.7 |
2.6% |
11.8 |
1.1% |
12% |
False |
True |
95,500 |
| 20 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.5 |
1.3% |
71% |
False |
False |
102,764 |
| 40 |
1,123.0 |
1,009.6 |
113.4 |
10.3% |
14.0 |
1.3% |
78% |
False |
False |
98,007 |
| 60 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
11.3 |
1.0% |
79% |
False |
False |
65,404 |
| 80 |
1,123.0 |
1,003.2 |
119.8 |
10.9% |
8.8 |
0.8% |
79% |
False |
False |
49,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,162.5 |
|
2.618 |
1,141.3 |
|
1.618 |
1,128.3 |
|
1.000 |
1,120.3 |
|
0.618 |
1,115.3 |
|
HIGH |
1,107.3 |
|
0.618 |
1,102.3 |
|
0.500 |
1,100.8 |
|
0.382 |
1,099.3 |
|
LOW |
1,094.3 |
|
0.618 |
1,086.3 |
|
1.000 |
1,081.3 |
|
1.618 |
1,073.3 |
|
2.618 |
1,060.3 |
|
4.250 |
1,039.0 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,100.8 |
1,108.8 |
| PP |
1,099.8 |
1,105.0 |
| S1 |
1,098.8 |
1,101.5 |
|