| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,251.00 |
3,239.75 |
-11.25 |
-0.3% |
3,222.75 |
| High |
3,251.00 |
3,248.00 |
-3.00 |
-0.1% |
3,237.00 |
| Low |
3,221.00 |
3,189.25 |
-31.75 |
-1.0% |
3,195.75 |
| Close |
3,237.50 |
3,202.25 |
-35.25 |
-1.1% |
3,223.00 |
| Range |
30.00 |
58.75 |
28.75 |
95.8% |
41.25 |
| ATR |
33.36 |
35.17 |
1.81 |
5.4% |
0.00 |
| Volume |
241,342 |
361,785 |
120,443 |
49.9% |
1,067,983 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.50 |
3,354.50 |
3,234.50 |
|
| R3 |
3,330.75 |
3,295.75 |
3,218.50 |
|
| R2 |
3,272.00 |
3,272.00 |
3,213.00 |
|
| R1 |
3,237.00 |
3,237.00 |
3,207.75 |
3,225.00 |
| PP |
3,213.25 |
3,213.25 |
3,213.25 |
3,207.25 |
| S1 |
3,178.25 |
3,178.25 |
3,196.75 |
3,166.50 |
| S2 |
3,154.50 |
3,154.50 |
3,191.50 |
|
| S3 |
3,095.75 |
3,119.50 |
3,186.00 |
|
| S4 |
3,037.00 |
3,060.75 |
3,170.00 |
|
|
| 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% |
40.50 |
1.3% |
33% |
False |
False |
265,650 |
| 10 |
3,251.25 |
3,178.25 |
73.00 |
2.3% |
35.25 |
1.1% |
33% |
False |
False |
241,158 |
| 20 |
3,251.25 |
3,089.75 |
161.50 |
5.0% |
34.50 |
1.1% |
70% |
False |
False |
188,468 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.3% |
33.25 |
1.0% |
76% |
False |
False |
94,472 |
| 60 |
3,251.25 |
3,010.25 |
241.00 |
7.5% |
28.00 |
0.9% |
80% |
False |
False |
63,012 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
26.25 |
0.8% |
89% |
False |
False |
47,261 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
22.00 |
0.7% |
89% |
False |
False |
37,809 |
| 120 |
3,251.25 |
2,726.75 |
524.50 |
16.4% |
19.00 |
0.6% |
91% |
False |
False |
31,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,497.75 |
|
2.618 |
3,401.75 |
|
1.618 |
3,343.00 |
|
1.000 |
3,306.75 |
|
0.618 |
3,284.25 |
|
HIGH |
3,248.00 |
|
0.618 |
3,225.50 |
|
0.500 |
3,218.50 |
|
0.382 |
3,211.75 |
|
LOW |
3,189.25 |
|
0.618 |
3,153.00 |
|
1.000 |
3,130.50 |
|
1.618 |
3,094.25 |
|
2.618 |
3,035.50 |
|
4.250 |
2,939.50 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,218.50 |
3,220.25 |
| PP |
3,213.25 |
3,214.25 |
| S1 |
3,207.75 |
3,208.25 |
|