| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,683.00 |
1,668.00 |
-15.00 |
-0.9% |
1,675.00 |
| High |
1,684.75 |
1,686.00 |
1.25 |
0.1% |
1,692.25 |
| Low |
1,663.25 |
1,667.50 |
4.25 |
0.3% |
1,663.25 |
| Close |
1,669.75 |
1,684.75 |
15.00 |
0.9% |
1,684.75 |
| Range |
21.50 |
18.50 |
-3.00 |
-14.0% |
29.00 |
| ATR |
16.70 |
16.83 |
0.13 |
0.8% |
0.00 |
| Volume |
2,263,290 |
1,512,965 |
-750,325 |
-33.2% |
9,393,326 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,735.00 |
1,728.25 |
1,695.00 |
|
| R3 |
1,716.50 |
1,709.75 |
1,689.75 |
|
| R2 |
1,698.00 |
1,698.00 |
1,688.25 |
|
| R1 |
1,691.25 |
1,691.25 |
1,686.50 |
1,694.50 |
| PP |
1,679.50 |
1,679.50 |
1,679.50 |
1,681.00 |
| S1 |
1,672.75 |
1,672.75 |
1,683.00 |
1,676.00 |
| S2 |
1,661.00 |
1,661.00 |
1,681.25 |
|
| S3 |
1,642.50 |
1,654.25 |
1,679.75 |
|
| S4 |
1,624.00 |
1,635.75 |
1,674.50 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,767.00 |
1,755.00 |
1,700.75 |
|
| R3 |
1,738.00 |
1,726.00 |
1,692.75 |
|
| R2 |
1,709.00 |
1,709.00 |
1,690.00 |
|
| R1 |
1,697.00 |
1,697.00 |
1,687.50 |
1,703.00 |
| PP |
1,680.00 |
1,680.00 |
1,680.00 |
1,683.00 |
| S1 |
1,668.00 |
1,668.00 |
1,682.00 |
1,674.00 |
| S2 |
1,651.00 |
1,651.00 |
1,679.50 |
|
| S3 |
1,622.00 |
1,639.00 |
1,676.75 |
|
| S4 |
1,593.00 |
1,610.00 |
1,668.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,692.25 |
1,663.25 |
29.00 |
1.7% |
18.00 |
1.1% |
74% |
False |
False |
1,878,665 |
| 10 |
1,707.50 |
1,663.25 |
44.25 |
2.6% |
16.00 |
0.9% |
49% |
False |
False |
1,710,538 |
| 20 |
1,726.75 |
1,645.75 |
81.00 |
4.8% |
15.75 |
0.9% |
48% |
False |
False |
1,442,084 |
| 40 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
16.25 |
1.0% |
61% |
False |
False |
727,063 |
| 60 |
1,726.75 |
1,618.25 |
108.50 |
6.4% |
15.00 |
0.9% |
61% |
False |
False |
485,782 |
| 80 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.00 |
1.0% |
77% |
False |
False |
365,228 |
| 100 |
1,726.75 |
1,547.25 |
179.50 |
10.7% |
17.50 |
1.0% |
77% |
False |
False |
292,266 |
| 120 |
1,726.75 |
1,519.50 |
207.25 |
12.3% |
16.75 |
1.0% |
80% |
False |
False |
243,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,764.50 |
|
2.618 |
1,734.50 |
|
1.618 |
1,716.00 |
|
1.000 |
1,704.50 |
|
0.618 |
1,697.50 |
|
HIGH |
1,686.00 |
|
0.618 |
1,679.00 |
|
0.500 |
1,676.75 |
|
0.382 |
1,674.50 |
|
LOW |
1,667.50 |
|
0.618 |
1,656.00 |
|
1.000 |
1,649.00 |
|
1.618 |
1,637.50 |
|
2.618 |
1,619.00 |
|
4.250 |
1,589.00 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,682.00 |
1,682.25 |
| PP |
1,679.50 |
1,680.00 |
| S1 |
1,676.75 |
1,677.50 |
|