| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
14,994.68 |
15,069.30 |
74.62 |
0.5% |
15,249.82 |
| High |
15,083.99 |
15,069.30 |
-14.69 |
-0.1% |
15,249.82 |
| Low |
14,972.33 |
14,920.83 |
-51.50 |
-0.3% |
14,947.03 |
| Close |
15,072.58 |
14,936.24 |
-136.34 |
-0.9% |
15,072.58 |
| Range |
111.66 |
148.47 |
36.81 |
33.0% |
302.79 |
| ATR |
130.83 |
132.32 |
1.49 |
1.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,420.87 |
15,327.02 |
15,017.90 |
|
| R3 |
15,272.40 |
15,178.55 |
14,977.07 |
|
| R2 |
15,123.93 |
15,123.93 |
14,963.46 |
|
| R1 |
15,030.08 |
15,030.08 |
14,949.85 |
15,002.77 |
| PP |
14,975.46 |
14,975.46 |
14,975.46 |
14,961.80 |
| S1 |
14,881.61 |
14,881.61 |
14,922.63 |
14,854.30 |
| S2 |
14,826.99 |
14,826.99 |
14,909.02 |
|
| S3 |
14,678.52 |
14,733.14 |
14,895.41 |
|
| S4 |
14,530.05 |
14,584.67 |
14,854.58 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,998.18 |
15,838.17 |
15,239.11 |
|
| R3 |
15,695.39 |
15,535.38 |
15,155.85 |
|
| R2 |
15,392.60 |
15,392.60 |
15,128.09 |
|
| R1 |
15,232.59 |
15,232.59 |
15,100.34 |
15,161.20 |
| PP |
15,089.81 |
15,089.81 |
15,089.81 |
15,054.12 |
| S1 |
14,929.80 |
14,929.80 |
15,044.82 |
14,858.41 |
| S2 |
14,787.02 |
14,787.02 |
15,017.07 |
|
| S3 |
14,484.23 |
14,627.01 |
14,989.31 |
|
| S4 |
14,181.44 |
14,324.22 |
14,906.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,208.40 |
14,920.83 |
287.57 |
1.9% |
135.27 |
0.9% |
5% |
False |
True |
|
| 10 |
15,433.75 |
14,920.83 |
512.92 |
3.4% |
128.38 |
0.9% |
3% |
False |
True |
|
| 20 |
15,709.58 |
14,920.83 |
788.75 |
5.3% |
125.35 |
0.8% |
2% |
False |
True |
|
| 40 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
126.82 |
0.8% |
19% |
False |
False |
|
| 60 |
15,709.58 |
14,760.41 |
949.17 |
6.4% |
118.54 |
0.8% |
19% |
False |
False |
|
| 80 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
131.11 |
0.9% |
33% |
False |
False |
|
| 100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.8% |
139.44 |
0.9% |
33% |
False |
False |
|
| 120 |
15,709.58 |
14,444.03 |
1,265.55 |
8.5% |
134.72 |
0.9% |
39% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,700.30 |
|
2.618 |
15,457.99 |
|
1.618 |
15,309.52 |
|
1.000 |
15,217.77 |
|
0.618 |
15,161.05 |
|
HIGH |
15,069.30 |
|
0.618 |
15,012.58 |
|
0.500 |
14,995.07 |
|
0.382 |
14,977.55 |
|
LOW |
14,920.83 |
|
0.618 |
14,829.08 |
|
1.000 |
14,772.36 |
|
1.618 |
14,680.61 |
|
2.618 |
14,532.14 |
|
4.250 |
14,289.83 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,995.07 |
15,024.03 |
| PP |
14,975.46 |
14,994.77 |
| S1 |
14,955.85 |
14,965.50 |
|