| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,224.00 |
3,206.50 |
-17.50 |
-0.5% |
3,211.50 |
| High |
3,232.75 |
3,214.50 |
-18.25 |
-0.6% |
3,251.25 |
| Low |
3,201.75 |
3,144.25 |
-57.50 |
-1.8% |
3,178.25 |
| Close |
3,205.00 |
3,150.75 |
-54.25 |
-1.7% |
3,234.50 |
| Range |
31.00 |
70.25 |
39.25 |
126.6% |
73.00 |
| ATR |
35.32 |
37.81 |
2.50 |
7.1% |
0.00 |
| Volume |
239,190 |
418,005 |
178,815 |
74.8% |
1,336,682 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,380.50 |
3,336.00 |
3,189.50 |
|
| R3 |
3,310.25 |
3,265.75 |
3,170.00 |
|
| R2 |
3,240.00 |
3,240.00 |
3,163.75 |
|
| R1 |
3,195.50 |
3,195.50 |
3,157.25 |
3,182.50 |
| PP |
3,169.75 |
3,169.75 |
3,169.75 |
3,163.50 |
| S1 |
3,125.25 |
3,125.25 |
3,144.25 |
3,112.50 |
| S2 |
3,099.50 |
3,099.50 |
3,137.75 |
|
| S3 |
3,029.25 |
3,055.00 |
3,131.50 |
|
| S4 |
2,959.00 |
2,984.75 |
3,112.00 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,440.25 |
3,410.50 |
3,274.75 |
|
| R3 |
3,367.25 |
3,337.50 |
3,254.50 |
|
| R2 |
3,294.25 |
3,294.25 |
3,248.00 |
|
| R1 |
3,264.50 |
3,264.50 |
3,241.25 |
3,279.50 |
| PP |
3,221.25 |
3,221.25 |
3,221.25 |
3,228.75 |
| S1 |
3,191.50 |
3,191.50 |
3,227.75 |
3,206.50 |
| S2 |
3,148.25 |
3,148.25 |
3,221.00 |
|
| S3 |
3,075.25 |
3,118.50 |
3,214.50 |
|
| S4 |
3,002.25 |
3,045.50 |
3,194.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,251.00 |
3,144.25 |
106.75 |
3.4% |
46.00 |
1.5% |
6% |
False |
True |
292,373 |
| 10 |
3,251.25 |
3,144.25 |
107.00 |
3.4% |
40.25 |
1.3% |
6% |
False |
True |
264,597 |
| 20 |
3,251.25 |
3,144.25 |
107.00 |
3.4% |
35.50 |
1.1% |
6% |
False |
True |
230,622 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.4% |
35.25 |
1.1% |
50% |
False |
False |
115,921 |
| 60 |
3,251.25 |
3,016.75 |
234.50 |
7.4% |
29.25 |
0.9% |
57% |
False |
False |
77,324 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
13.9% |
26.50 |
0.8% |
77% |
False |
False |
57,996 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
13.9% |
23.25 |
0.7% |
77% |
False |
False |
46,397 |
| 120 |
3,251.25 |
2,755.50 |
495.75 |
15.7% |
20.25 |
0.6% |
80% |
False |
False |
38,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,513.00 |
|
2.618 |
3,398.50 |
|
1.618 |
3,328.25 |
|
1.000 |
3,284.75 |
|
0.618 |
3,258.00 |
|
HIGH |
3,214.50 |
|
0.618 |
3,187.75 |
|
0.500 |
3,179.50 |
|
0.382 |
3,171.00 |
|
LOW |
3,144.25 |
|
0.618 |
3,100.75 |
|
1.000 |
3,074.00 |
|
1.618 |
3,030.50 |
|
2.618 |
2,960.25 |
|
4.250 |
2,845.75 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,179.50 |
3,192.00 |
| PP |
3,169.75 |
3,178.25 |
| S1 |
3,160.25 |
3,164.50 |
|