| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
15,401.32 |
15,394.22 |
-7.10 |
0.0% |
15,231.33 |
| High |
15,410.18 |
15,518.10 |
107.92 |
0.7% |
15,412.97 |
| Low |
15,362.66 |
15,394.22 |
31.56 |
0.2% |
15,136.38 |
| Close |
15,392.20 |
15,467.66 |
75.46 |
0.5% |
15,399.65 |
| Range |
47.52 |
123.88 |
76.36 |
160.7% |
276.59 |
| ATR |
140.51 |
139.46 |
-1.04 |
-0.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,831.63 |
15,773.53 |
15,535.79 |
|
| R3 |
15,707.75 |
15,649.65 |
15,501.73 |
|
| R2 |
15,583.87 |
15,583.87 |
15,490.37 |
|
| R1 |
15,525.77 |
15,525.77 |
15,479.02 |
15,554.82 |
| PP |
15,459.99 |
15,459.99 |
15,459.99 |
15,474.52 |
| S1 |
15,401.89 |
15,401.89 |
15,456.30 |
15,430.94 |
| S2 |
15,336.11 |
15,336.11 |
15,444.95 |
|
| S3 |
15,212.23 |
15,278.01 |
15,433.59 |
|
| S4 |
15,088.35 |
15,154.13 |
15,399.53 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,146.10 |
16,049.47 |
15,551.77 |
|
| R3 |
15,869.51 |
15,772.88 |
15,475.71 |
|
| R2 |
15,592.92 |
15,592.92 |
15,450.36 |
|
| R1 |
15,496.29 |
15,496.29 |
15,425.00 |
15,544.61 |
| PP |
15,316.33 |
15,316.33 |
15,316.33 |
15,340.49 |
| S1 |
15,219.70 |
15,219.70 |
15,374.30 |
15,268.02 |
| S2 |
15,039.74 |
15,039.74 |
15,348.94 |
|
| S3 |
14,763.15 |
14,943.11 |
15,323.59 |
|
| S4 |
14,486.56 |
14,666.52 |
15,247.53 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
15,518.10 |
15,170.70 |
347.40 |
2.2% |
122.62 |
0.8% |
85% |
True |
False |
|
| 10 |
15,518.10 |
14,719.43 |
798.67 |
5.2% |
151.67 |
1.0% |
94% |
True |
False |
|
| 20 |
15,518.10 |
14,719.43 |
798.67 |
5.2% |
142.92 |
0.9% |
94% |
True |
False |
|
| 40 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
135.96 |
0.9% |
76% |
False |
False |
|
| 60 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
130.94 |
0.8% |
76% |
False |
False |
|
| 80 |
15,709.58 |
14,719.43 |
990.15 |
6.4% |
125.73 |
0.8% |
76% |
False |
False |
|
| 100 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
138.99 |
0.9% |
79% |
False |
False |
|
| 120 |
15,709.58 |
14,551.27 |
1,158.31 |
7.5% |
137.65 |
0.9% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,044.59 |
|
2.618 |
15,842.42 |
|
1.618 |
15,718.54 |
|
1.000 |
15,641.98 |
|
0.618 |
15,594.66 |
|
HIGH |
15,518.10 |
|
0.618 |
15,470.78 |
|
0.500 |
15,456.16 |
|
0.382 |
15,441.54 |
|
LOW |
15,394.22 |
|
0.618 |
15,317.66 |
|
1.000 |
15,270.34 |
|
1.618 |
15,193.78 |
|
2.618 |
15,069.90 |
|
4.250 |
14,867.73 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
15,463.83 |
15,451.76 |
| PP |
15,459.99 |
15,435.86 |
| S1 |
15,456.16 |
15,419.96 |
|