| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,688.75 |
1,705.50 |
16.75 |
1.0% |
1,669.00 |
| High |
1,710.25 |
1,722.00 |
11.75 |
0.7% |
1,693.25 |
| Low |
1,685.00 |
1,700.25 |
15.25 |
0.9% |
1,633.50 |
| Close |
1,706.75 |
1,721.25 |
14.50 |
0.8% |
1,692.25 |
| Range |
25.25 |
21.75 |
-3.50 |
-13.9% |
59.75 |
| ATR |
19.71 |
19.85 |
0.15 |
0.7% |
0.00 |
| Volume |
5,730 |
5,114 |
-616 |
-10.8% |
33,980 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,779.75 |
1,772.25 |
1,733.25 |
|
| R3 |
1,758.00 |
1,750.50 |
1,727.25 |
|
| R2 |
1,736.25 |
1,736.25 |
1,725.25 |
|
| R1 |
1,728.75 |
1,728.75 |
1,723.25 |
1,732.50 |
| PP |
1,714.50 |
1,714.50 |
1,714.50 |
1,716.50 |
| S1 |
1,707.00 |
1,707.00 |
1,719.25 |
1,710.75 |
| S2 |
1,692.75 |
1,692.75 |
1,717.25 |
|
| S3 |
1,671.00 |
1,685.25 |
1,715.25 |
|
| S4 |
1,649.25 |
1,663.50 |
1,709.25 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,852.25 |
1,832.00 |
1,725.00 |
|
| R3 |
1,792.50 |
1,772.25 |
1,708.75 |
|
| R2 |
1,732.75 |
1,732.75 |
1,703.25 |
|
| R1 |
1,712.50 |
1,712.50 |
1,697.75 |
1,722.50 |
| PP |
1,673.00 |
1,673.00 |
1,673.00 |
1,678.00 |
| S1 |
1,652.75 |
1,652.75 |
1,686.75 |
1,663.00 |
| S2 |
1,613.25 |
1,613.25 |
1,681.25 |
|
| S3 |
1,553.50 |
1,593.00 |
1,675.75 |
|
| S4 |
1,493.75 |
1,533.25 |
1,659.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,722.00 |
1,666.75 |
55.25 |
3.2% |
23.75 |
1.4% |
99% |
True |
False |
5,470 |
| 10 |
1,722.00 |
1,633.50 |
88.50 |
5.1% |
22.75 |
1.3% |
99% |
True |
False |
5,787 |
| 20 |
1,722.00 |
1,633.50 |
88.50 |
5.1% |
19.00 |
1.1% |
99% |
True |
False |
4,990 |
| 40 |
1,722.00 |
1,613.00 |
109.00 |
6.3% |
17.00 |
1.0% |
99% |
True |
False |
2,579 |
| 60 |
1,722.00 |
1,613.00 |
109.00 |
6.3% |
15.00 |
0.9% |
99% |
True |
False |
1,736 |
| 80 |
1,722.00 |
1,560.75 |
161.25 |
9.4% |
14.25 |
0.8% |
100% |
True |
False |
1,326 |
| 100 |
1,722.00 |
1,542.25 |
179.75 |
10.4% |
14.75 |
0.9% |
100% |
True |
False |
1,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,814.50 |
|
2.618 |
1,779.00 |
|
1.618 |
1,757.25 |
|
1.000 |
1,743.75 |
|
0.618 |
1,735.50 |
|
HIGH |
1,722.00 |
|
0.618 |
1,713.75 |
|
0.500 |
1,711.00 |
|
0.382 |
1,708.50 |
|
LOW |
1,700.25 |
|
0.618 |
1,686.75 |
|
1.000 |
1,678.50 |
|
1.618 |
1,665.00 |
|
2.618 |
1,643.25 |
|
4.250 |
1,607.75 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,718.00 |
1,715.00 |
| PP |
1,714.50 |
1,709.00 |
| S1 |
1,711.00 |
1,703.00 |
|