| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,390.25 |
3,380.00 |
-10.25 |
-0.3% |
3,344.75 |
| High |
3,401.75 |
3,394.00 |
-7.75 |
-0.2% |
3,392.75 |
| Low |
3,364.25 |
3,360.75 |
-3.50 |
-0.1% |
3,322.25 |
| Close |
3,392.25 |
3,369.00 |
-23.25 |
-0.7% |
3,373.75 |
| Range |
37.50 |
33.25 |
-4.25 |
-11.3% |
70.50 |
| ATR |
38.89 |
38.49 |
-0.40 |
-1.0% |
0.00 |
| Volume |
287,566 |
252,511 |
-35,055 |
-12.2% |
1,164,890 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,474.25 |
3,455.00 |
3,387.25 |
|
| R3 |
3,441.00 |
3,421.75 |
3,378.25 |
|
| R2 |
3,407.75 |
3,407.75 |
3,375.00 |
|
| R1 |
3,388.50 |
3,388.50 |
3,372.00 |
3,381.50 |
| PP |
3,374.50 |
3,374.50 |
3,374.50 |
3,371.00 |
| S1 |
3,355.25 |
3,355.25 |
3,366.00 |
3,348.25 |
| S2 |
3,341.25 |
3,341.25 |
3,363.00 |
|
| S3 |
3,308.00 |
3,322.00 |
3,359.75 |
|
| S4 |
3,274.75 |
3,288.75 |
3,350.75 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,574.50 |
3,544.50 |
3,412.50 |
|
| R3 |
3,504.00 |
3,474.00 |
3,393.25 |
|
| R2 |
3,433.50 |
3,433.50 |
3,386.75 |
|
| R1 |
3,403.50 |
3,403.50 |
3,380.25 |
3,418.50 |
| PP |
3,363.00 |
3,363.00 |
3,363.00 |
3,370.50 |
| S1 |
3,333.00 |
3,333.00 |
3,367.25 |
3,348.00 |
| S2 |
3,292.50 |
3,292.50 |
3,360.75 |
|
| S3 |
3,222.00 |
3,262.50 |
3,354.25 |
|
| S4 |
3,151.50 |
3,192.00 |
3,335.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,401.75 |
3,360.75 |
41.00 |
1.2% |
31.25 |
0.9% |
20% |
False |
True |
233,735 |
| 10 |
3,401.75 |
3,306.75 |
95.00 |
2.8% |
33.50 |
1.0% |
66% |
False |
False |
234,641 |
| 20 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
42.50 |
1.3% |
89% |
False |
False |
260,998 |
| 40 |
3,401.75 |
3,089.75 |
312.00 |
9.3% |
38.50 |
1.1% |
90% |
False |
False |
224,733 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.5% |
36.50 |
1.1% |
91% |
False |
False |
149,981 |
| 80 |
3,401.75 |
3,010.25 |
391.50 |
11.6% |
31.50 |
0.9% |
92% |
False |
False |
112,509 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
29.50 |
0.9% |
94% |
False |
False |
90,009 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
25.50 |
0.8% |
94% |
False |
False |
75,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,535.25 |
|
2.618 |
3,481.00 |
|
1.618 |
3,447.75 |
|
1.000 |
3,427.25 |
|
0.618 |
3,414.50 |
|
HIGH |
3,394.00 |
|
0.618 |
3,381.25 |
|
0.500 |
3,377.50 |
|
0.382 |
3,373.50 |
|
LOW |
3,360.75 |
|
0.618 |
3,340.25 |
|
1.000 |
3,327.50 |
|
1.618 |
3,307.00 |
|
2.618 |
3,273.75 |
|
4.250 |
3,219.50 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,377.50 |
3,381.25 |
| PP |
3,374.50 |
3,377.25 |
| S1 |
3,371.75 |
3,373.00 |
|