| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,260.25 |
3,307.50 |
47.25 |
1.4% |
3,205.00 |
| High |
3,310.50 |
3,348.00 |
37.50 |
1.1% |
3,348.00 |
| Low |
3,255.25 |
3,306.75 |
51.50 |
1.6% |
3,195.00 |
| Close |
3,301.00 |
3,342.00 |
41.00 |
1.2% |
3,342.00 |
| Range |
55.25 |
41.25 |
-14.00 |
-25.3% |
153.00 |
| ATR |
43.62 |
43.86 |
0.24 |
0.6% |
0.00 |
| Volume |
209,745 |
235,866 |
26,121 |
12.5% |
1,236,913 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,456.00 |
3,440.25 |
3,364.75 |
|
| R3 |
3,414.75 |
3,399.00 |
3,353.25 |
|
| R2 |
3,373.50 |
3,373.50 |
3,349.50 |
|
| R1 |
3,357.75 |
3,357.75 |
3,345.75 |
3,365.50 |
| PP |
3,332.25 |
3,332.25 |
3,332.25 |
3,336.25 |
| S1 |
3,316.50 |
3,316.50 |
3,338.25 |
3,324.50 |
| S2 |
3,291.00 |
3,291.00 |
3,334.50 |
|
| S3 |
3,249.75 |
3,275.25 |
3,330.75 |
|
| S4 |
3,208.50 |
3,234.00 |
3,319.25 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,754.00 |
3,701.00 |
3,426.25 |
|
| R3 |
3,601.00 |
3,548.00 |
3,384.00 |
|
| R2 |
3,448.00 |
3,448.00 |
3,370.00 |
|
| R1 |
3,395.00 |
3,395.00 |
3,356.00 |
3,421.50 |
| PP |
3,295.00 |
3,295.00 |
3,295.00 |
3,308.25 |
| S1 |
3,242.00 |
3,242.00 |
3,328.00 |
3,268.50 |
| S2 |
3,142.00 |
3,142.00 |
3,314.00 |
|
| S3 |
2,989.00 |
3,089.00 |
3,300.00 |
|
| S4 |
2,836.00 |
2,936.00 |
3,257.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,348.00 |
3,195.00 |
153.00 |
4.6% |
45.50 |
1.4% |
96% |
True |
False |
247,382 |
| 10 |
3,348.00 |
3,110.75 |
237.25 |
7.1% |
51.50 |
1.5% |
97% |
True |
False |
290,787 |
| 20 |
3,348.00 |
3,110.75 |
237.25 |
7.1% |
44.00 |
1.3% |
97% |
True |
False |
265,626 |
| 40 |
3,348.00 |
3,050.00 |
298.00 |
8.9% |
39.00 |
1.2% |
98% |
True |
False |
172,127 |
| 60 |
3,348.00 |
3,038.50 |
309.50 |
9.3% |
34.00 |
1.0% |
98% |
True |
False |
114,827 |
| 80 |
3,348.00 |
2,887.00 |
461.00 |
13.8% |
29.75 |
0.9% |
99% |
True |
False |
86,129 |
| 100 |
3,348.00 |
2,813.00 |
535.00 |
16.0% |
27.00 |
0.8% |
99% |
True |
False |
68,903 |
| 120 |
3,348.00 |
2,813.00 |
535.00 |
16.0% |
23.75 |
0.7% |
99% |
True |
False |
57,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,523.25 |
|
2.618 |
3,456.00 |
|
1.618 |
3,414.75 |
|
1.000 |
3,389.25 |
|
0.618 |
3,373.50 |
|
HIGH |
3,348.00 |
|
0.618 |
3,332.25 |
|
0.500 |
3,327.50 |
|
0.382 |
3,322.50 |
|
LOW |
3,306.75 |
|
0.618 |
3,281.25 |
|
1.000 |
3,265.50 |
|
1.618 |
3,240.00 |
|
2.618 |
3,198.75 |
|
4.250 |
3,131.50 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,337.00 |
3,325.00 |
| PP |
3,332.25 |
3,308.25 |
| S1 |
3,327.50 |
3,291.50 |
|