| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,221.25 |
3,251.00 |
29.75 |
0.9% |
3,222.75 |
| High |
3,251.25 |
3,251.00 |
-0.25 |
0.0% |
3,237.00 |
| Low |
3,213.00 |
3,221.00 |
8.00 |
0.2% |
3,195.75 |
| Close |
3,245.50 |
3,237.50 |
-8.00 |
-0.2% |
3,223.00 |
| Range |
38.25 |
30.00 |
-8.25 |
-21.6% |
41.25 |
| ATR |
33.62 |
33.36 |
-0.26 |
-0.8% |
0.00 |
| Volume |
250,343 |
241,342 |
-9,001 |
-3.6% |
1,067,983 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,326.50 |
3,312.00 |
3,254.00 |
|
| R3 |
3,296.50 |
3,282.00 |
3,245.75 |
|
| R2 |
3,266.50 |
3,266.50 |
3,243.00 |
|
| R1 |
3,252.00 |
3,252.00 |
3,240.25 |
3,244.25 |
| PP |
3,236.50 |
3,236.50 |
3,236.50 |
3,232.50 |
| S1 |
3,222.00 |
3,222.00 |
3,234.75 |
3,214.25 |
| S2 |
3,206.50 |
3,206.50 |
3,232.00 |
|
| S3 |
3,176.50 |
3,192.00 |
3,229.25 |
|
| S4 |
3,146.50 |
3,162.00 |
3,221.00 |
|
|
| 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 |
2.3% |
35.25 |
1.1% |
81% |
False |
False |
235,058 |
| 10 |
3,251.25 |
3,178.25 |
73.00 |
2.3% |
30.75 |
0.9% |
81% |
False |
False |
226,222 |
| 20 |
3,251.25 |
3,089.75 |
161.50 |
5.0% |
32.25 |
1.0% |
91% |
False |
False |
170,418 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.2% |
32.25 |
1.0% |
93% |
False |
False |
85,431 |
| 60 |
3,251.25 |
2,990.25 |
261.00 |
8.1% |
27.00 |
0.8% |
95% |
False |
False |
56,983 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
25.75 |
0.8% |
97% |
False |
False |
42,739 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
13.5% |
21.50 |
0.7% |
97% |
False |
False |
34,191 |
| 120 |
3,251.25 |
2,726.75 |
524.50 |
16.2% |
18.50 |
0.6% |
97% |
False |
False |
28,493 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,378.50 |
|
2.618 |
3,329.50 |
|
1.618 |
3,299.50 |
|
1.000 |
3,281.00 |
|
0.618 |
3,269.50 |
|
HIGH |
3,251.00 |
|
0.618 |
3,239.50 |
|
0.500 |
3,236.00 |
|
0.382 |
3,232.50 |
|
LOW |
3,221.00 |
|
0.618 |
3,202.50 |
|
1.000 |
3,191.00 |
|
1.618 |
3,172.50 |
|
2.618 |
3,142.50 |
|
4.250 |
3,093.50 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,237.00 |
3,230.00 |
| PP |
3,236.50 |
3,222.25 |
| S1 |
3,236.00 |
3,214.75 |
|