| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,353.00 |
3,356.00 |
3.00 |
0.1% |
3,205.00 |
| High |
3,377.25 |
3,357.25 |
-20.00 |
-0.6% |
3,348.00 |
| Low |
3,338.00 |
3,322.25 |
-15.75 |
-0.5% |
3,195.00 |
| Close |
3,356.50 |
3,340.00 |
-16.50 |
-0.5% |
3,342.00 |
| Range |
39.25 |
35.00 |
-4.25 |
-10.8% |
153.00 |
| ATR |
41.96 |
41.47 |
-0.50 |
-1.2% |
0.00 |
| Volume |
330,951 |
244,371 |
-86,580 |
-26.2% |
1,236,913 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,444.75 |
3,427.50 |
3,359.25 |
|
| R3 |
3,409.75 |
3,392.50 |
3,349.50 |
|
| R2 |
3,374.75 |
3,374.75 |
3,346.50 |
|
| R1 |
3,357.50 |
3,357.50 |
3,343.25 |
3,348.50 |
| PP |
3,339.75 |
3,339.75 |
3,339.75 |
3,335.50 |
| S1 |
3,322.50 |
3,322.50 |
3,336.75 |
3,313.50 |
| S2 |
3,304.75 |
3,304.75 |
3,333.50 |
|
| S3 |
3,269.75 |
3,287.50 |
3,330.50 |
|
| S4 |
3,234.75 |
3,252.50 |
3,320.75 |
|
|
| 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 |
3,377.25 |
3,255.25 |
122.00 |
3.7% |
38.00 |
1.1% |
69% |
False |
False |
239,205 |
| 10 |
3,377.25 |
3,132.75 |
244.50 |
7.3% |
45.25 |
1.4% |
85% |
False |
False |
255,952 |
| 20 |
3,377.25 |
3,110.75 |
266.50 |
8.0% |
44.25 |
1.3% |
86% |
False |
False |
269,845 |
| 40 |
3,377.25 |
3,050.00 |
327.25 |
9.8% |
38.50 |
1.2% |
89% |
False |
False |
190,859 |
| 60 |
3,377.25 |
3,049.25 |
328.00 |
9.8% |
35.00 |
1.0% |
89% |
False |
False |
127,322 |
| 80 |
3,377.25 |
2,899.25 |
478.00 |
14.3% |
30.00 |
0.9% |
92% |
False |
False |
95,508 |
| 100 |
3,377.25 |
2,813.00 |
564.25 |
16.9% |
27.75 |
0.8% |
93% |
False |
False |
76,407 |
| 120 |
3,377.25 |
2,813.00 |
564.25 |
16.9% |
24.00 |
0.7% |
93% |
False |
False |
63,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,506.00 |
|
2.618 |
3,449.00 |
|
1.618 |
3,414.00 |
|
1.000 |
3,392.25 |
|
0.618 |
3,379.00 |
|
HIGH |
3,357.25 |
|
0.618 |
3,344.00 |
|
0.500 |
3,339.75 |
|
0.382 |
3,335.50 |
|
LOW |
3,322.25 |
|
0.618 |
3,300.50 |
|
1.000 |
3,287.25 |
|
1.618 |
3,265.50 |
|
2.618 |
3,230.50 |
|
4.250 |
3,173.50 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,340.00 |
3,349.75 |
| PP |
3,339.75 |
3,346.50 |
| S1 |
3,339.75 |
3,343.25 |
|