| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,211.50 |
3,221.25 |
9.75 |
0.3% |
3,222.75 |
| High |
3,223.25 |
3,251.25 |
28.00 |
0.9% |
3,237.00 |
| Low |
3,178.25 |
3,213.00 |
34.75 |
1.1% |
3,195.75 |
| Close |
3,209.00 |
3,245.50 |
36.50 |
1.1% |
3,223.00 |
| Range |
45.00 |
38.25 |
-6.75 |
-15.0% |
41.25 |
| ATR |
32.95 |
33.62 |
0.66 |
2.0% |
0.00 |
| Volume |
281,669 |
250,343 |
-31,326 |
-11.1% |
1,067,983 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,351.25 |
3,336.75 |
3,266.50 |
|
| R3 |
3,313.00 |
3,298.50 |
3,256.00 |
|
| R2 |
3,274.75 |
3,274.75 |
3,252.50 |
|
| R1 |
3,260.25 |
3,260.25 |
3,249.00 |
3,267.50 |
| PP |
3,236.50 |
3,236.50 |
3,236.50 |
3,240.25 |
| S1 |
3,222.00 |
3,222.00 |
3,242.00 |
3,229.25 |
| S2 |
3,198.25 |
3,198.25 |
3,238.50 |
|
| S3 |
3,160.00 |
3,183.75 |
3,235.00 |
|
| S4 |
3,121.75 |
3,145.50 |
3,224.50 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,342.25 |
3,324.00 |
3,245.75 |
|
| R3 |
3,301.00 |
3,282.75 |
3,234.25 |
|
| R2 |
3,259.75 |
3,259.75 |
3,230.50 |
|
| R1 |
3,241.50 |
3,241.50 |
3,226.75 |
3,250.50 |
| PP |
3,218.50 |
3,218.50 |
3,218.50 |
3,223.25 |
| S1 |
3,200.25 |
3,200.25 |
3,219.25 |
3,209.50 |
| S2 |
3,177.25 |
3,177.25 |
3,215.50 |
|
| S3 |
3,136.00 |
3,159.00 |
3,211.75 |
|
| S4 |
3,094.75 |
3,117.75 |
3,200.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,251.25 |
3,178.25 |
73.00 |
2.2% |
34.25 |
1.1% |
92% |
True |
False |
236,822 |
| 10 |
3,251.25 |
3,178.25 |
73.00 |
2.2% |
32.25 |
1.0% |
92% |
True |
False |
227,587 |
| 20 |
3,251.25 |
3,076.75 |
174.50 |
5.4% |
33.25 |
1.0% |
97% |
True |
False |
158,434 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.2% |
32.50 |
1.0% |
97% |
True |
False |
79,403 |
| 60 |
3,251.25 |
2,968.25 |
283.00 |
8.7% |
26.50 |
0.8% |
98% |
True |
False |
52,961 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
25.50 |
0.8% |
99% |
True |
False |
39,722 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
21.25 |
0.7% |
99% |
True |
False |
31,778 |
| 120 |
3,251.25 |
2,726.75 |
524.50 |
16.2% |
18.25 |
0.6% |
99% |
True |
False |
26,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,413.75 |
|
2.618 |
3,351.50 |
|
1.618 |
3,313.25 |
|
1.000 |
3,289.50 |
|
0.618 |
3,275.00 |
|
HIGH |
3,251.25 |
|
0.618 |
3,236.75 |
|
0.500 |
3,232.00 |
|
0.382 |
3,227.50 |
|
LOW |
3,213.00 |
|
0.618 |
3,189.25 |
|
1.000 |
3,174.75 |
|
1.618 |
3,151.00 |
|
2.618 |
3,112.75 |
|
4.250 |
3,050.50 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,241.00 |
3,235.25 |
| PP |
3,236.50 |
3,225.00 |
| S1 |
3,232.00 |
3,214.75 |
|