| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,206.50 |
3,146.25 |
-60.25 |
-1.9% |
3,211.50 |
| High |
3,214.50 |
3,164.00 |
-50.50 |
-1.6% |
3,251.25 |
| Low |
3,144.25 |
3,110.75 |
-33.50 |
-1.1% |
3,178.25 |
| Close |
3,150.75 |
3,132.50 |
-18.25 |
-0.6% |
3,234.50 |
| Range |
70.25 |
53.25 |
-17.00 |
-24.2% |
73.00 |
| ATR |
37.81 |
38.92 |
1.10 |
2.9% |
0.00 |
| Volume |
418,005 |
441,570 |
23,565 |
5.6% |
1,336,682 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,295.50 |
3,267.25 |
3,161.75 |
|
| R3 |
3,242.25 |
3,214.00 |
3,147.25 |
|
| R2 |
3,189.00 |
3,189.00 |
3,142.25 |
|
| R1 |
3,160.75 |
3,160.75 |
3,137.50 |
3,148.25 |
| PP |
3,135.75 |
3,135.75 |
3,135.75 |
3,129.50 |
| S1 |
3,107.50 |
3,107.50 |
3,127.50 |
3,095.00 |
| S2 |
3,082.50 |
3,082.50 |
3,122.75 |
|
| S3 |
3,029.25 |
3,054.25 |
3,117.75 |
|
| S4 |
2,976.00 |
3,001.00 |
3,103.25 |
|
|
| 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 |
3,248.00 |
3,110.75 |
137.25 |
4.4% |
50.75 |
1.6% |
16% |
False |
True |
332,418 |
| 10 |
3,251.25 |
3,110.75 |
140.50 |
4.5% |
43.00 |
1.4% |
15% |
False |
True |
283,738 |
| 20 |
3,251.25 |
3,110.75 |
140.50 |
4.5% |
36.75 |
1.2% |
15% |
False |
True |
251,159 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.4% |
35.50 |
1.1% |
41% |
False |
False |
126,955 |
| 60 |
3,251.25 |
3,016.75 |
234.50 |
7.5% |
30.00 |
1.0% |
49% |
False |
False |
84,681 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
14.0% |
26.75 |
0.9% |
73% |
False |
False |
63,515 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
14.0% |
23.75 |
0.8% |
73% |
False |
False |
50,812 |
| 120 |
3,251.25 |
2,784.50 |
466.75 |
14.9% |
20.75 |
0.7% |
75% |
False |
False |
42,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,390.25 |
|
2.618 |
3,303.50 |
|
1.618 |
3,250.25 |
|
1.000 |
3,217.25 |
|
0.618 |
3,197.00 |
|
HIGH |
3,164.00 |
|
0.618 |
3,143.75 |
|
0.500 |
3,137.50 |
|
0.382 |
3,131.00 |
|
LOW |
3,110.75 |
|
0.618 |
3,077.75 |
|
1.000 |
3,057.50 |
|
1.618 |
3,024.50 |
|
2.618 |
2,971.25 |
|
4.250 |
2,884.50 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,137.50 |
3,171.75 |
| PP |
3,135.75 |
3,158.75 |
| S1 |
3,134.00 |
3,145.50 |
|