| 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 |
1,283.9 |
1,281.8 |
-2.1 |
-0.2% |
1,310.0 |
| High |
1,290.0 |
1,324.3 |
34.3 |
2.7% |
1,331.0 |
| Low |
1,273.0 |
1,278.9 |
5.9 |
0.5% |
1,265.0 |
| Close |
1,283.6 |
1,324.3 |
40.7 |
3.2% |
1,269.6 |
| Range |
17.0 |
45.4 |
28.4 |
167.1% |
66.0 |
| ATR |
25.3 |
26.7 |
1.4 |
5.7% |
0.0 |
| Volume |
3,044 |
1,457 |
-1,587 |
-52.1% |
10,310 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,445.4 |
1,430.2 |
1,349.3 |
|
| R3 |
1,400.0 |
1,384.8 |
1,336.8 |
|
| R2 |
1,354.6 |
1,354.6 |
1,332.6 |
|
| R1 |
1,339.4 |
1,339.4 |
1,328.5 |
1,347.0 |
| PP |
1,309.2 |
1,309.2 |
1,309.2 |
1,313.0 |
| S1 |
1,294.0 |
1,294.0 |
1,320.1 |
1,301.6 |
| S2 |
1,263.8 |
1,263.8 |
1,316.0 |
|
| S3 |
1,218.4 |
1,248.6 |
1,311.8 |
|
| S4 |
1,173.0 |
1,203.2 |
1,299.3 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.5 |
1,444.1 |
1,305.9 |
|
| R3 |
1,420.5 |
1,378.1 |
1,287.8 |
|
| R2 |
1,354.5 |
1,354.5 |
1,281.7 |
|
| R1 |
1,312.1 |
1,312.1 |
1,275.7 |
1,300.3 |
| PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,282.7 |
| S1 |
1,246.1 |
1,246.1 |
1,263.6 |
1,234.3 |
| S2 |
1,222.5 |
1,222.5 |
1,257.5 |
|
| S3 |
1,156.5 |
1,180.1 |
1,251.5 |
|
| S4 |
1,090.5 |
1,114.1 |
1,233.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,324.3 |
1,255.0 |
69.3 |
5.2% |
28.4 |
2.1% |
100% |
True |
False |
1,787 |
| 10 |
1,331.0 |
1,255.0 |
76.0 |
5.7% |
23.8 |
1.8% |
91% |
False |
False |
1,714 |
| 20 |
1,369.6 |
1,255.0 |
114.6 |
8.7% |
24.8 |
1.9% |
60% |
False |
False |
1,149 |
| 40 |
1,430.2 |
1,255.0 |
175.2 |
13.2% |
23.6 |
1.8% |
40% |
False |
False |
923 |
| 60 |
1,430.2 |
1,255.0 |
175.2 |
13.2% |
21.5 |
1.6% |
40% |
False |
False |
848 |
| 80 |
1,430.2 |
1,194.4 |
235.8 |
17.8% |
20.6 |
1.6% |
55% |
False |
False |
1,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,517.3 |
|
2.618 |
1,443.2 |
|
1.618 |
1,397.8 |
|
1.000 |
1,369.7 |
|
0.618 |
1,352.4 |
|
HIGH |
1,324.3 |
|
0.618 |
1,307.0 |
|
0.500 |
1,301.6 |
|
0.382 |
1,296.2 |
|
LOW |
1,278.9 |
|
0.618 |
1,250.8 |
|
1.000 |
1,233.5 |
|
1.618 |
1,205.4 |
|
2.618 |
1,160.0 |
|
4.250 |
1,086.0 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,316.7 |
1,312.8 |
| PP |
1,309.2 |
1,301.2 |
| S1 |
1,301.6 |
1,289.7 |
|