| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,915.0 |
2,913.0 |
-2.0 |
-0.1% |
2,911.0 |
| High |
2,922.0 |
2,918.0 |
-4.0 |
-0.1% |
2,926.0 |
| Low |
2,891.0 |
2,879.0 |
-12.0 |
-0.4% |
2,884.0 |
| Close |
2,908.0 |
2,892.0 |
-16.0 |
-0.6% |
2,907.0 |
| Range |
31.0 |
39.0 |
8.0 |
25.8% |
42.0 |
| ATR |
36.6 |
36.8 |
0.2 |
0.5% |
0.0 |
| Volume |
778,671 |
764,133 |
-14,538 |
-1.9% |
4,179,514 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,013.3 |
2,991.7 |
2,913.5 |
|
| R3 |
2,974.3 |
2,952.7 |
2,902.7 |
|
| R2 |
2,935.3 |
2,935.3 |
2,899.2 |
|
| R1 |
2,913.7 |
2,913.7 |
2,895.6 |
2,905.0 |
| PP |
2,896.3 |
2,896.3 |
2,896.3 |
2,892.0 |
| S1 |
2,874.7 |
2,874.7 |
2,888.4 |
2,866.0 |
| S2 |
2,857.3 |
2,857.3 |
2,884.9 |
|
| S3 |
2,818.3 |
2,835.7 |
2,881.3 |
|
| S4 |
2,779.3 |
2,796.7 |
2,870.6 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,031.7 |
3,011.3 |
2,930.1 |
|
| R3 |
2,989.7 |
2,969.3 |
2,918.6 |
|
| R2 |
2,947.7 |
2,947.7 |
2,914.7 |
|
| R1 |
2,927.3 |
2,927.3 |
2,910.9 |
2,916.5 |
| PP |
2,905.7 |
2,905.7 |
2,905.7 |
2,900.3 |
| S1 |
2,885.3 |
2,885.3 |
2,903.2 |
2,874.5 |
| S2 |
2,863.7 |
2,863.7 |
2,899.3 |
|
| S3 |
2,821.7 |
2,843.3 |
2,895.5 |
|
| S4 |
2,779.7 |
2,801.3 |
2,883.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
34.0 |
1.2% |
46% |
False |
False |
937,380 |
| 10 |
2,929.0 |
2,863.0 |
66.0 |
2.3% |
31.5 |
1.1% |
44% |
False |
False |
858,778 |
| 20 |
2,945.0 |
2,748.0 |
197.0 |
6.8% |
32.6 |
1.1% |
73% |
False |
False |
736,633 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
34.4 |
1.2% |
78% |
False |
False |
370,039 |
| 60 |
2,945.0 |
2,634.0 |
311.0 |
10.8% |
32.0 |
1.1% |
83% |
False |
False |
246,850 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.9 |
1.2% |
89% |
False |
False |
185,215 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
34.9 |
1.2% |
89% |
False |
False |
148,203 |
| 120 |
2,945.0 |
2,477.0 |
468.0 |
16.2% |
33.8 |
1.2% |
89% |
False |
False |
123,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,083.8 |
|
2.618 |
3,020.1 |
|
1.618 |
2,981.1 |
|
1.000 |
2,957.0 |
|
0.618 |
2,942.1 |
|
HIGH |
2,918.0 |
|
0.618 |
2,903.1 |
|
0.500 |
2,898.5 |
|
0.382 |
2,893.9 |
|
LOW |
2,879.0 |
|
0.618 |
2,854.9 |
|
1.000 |
2,840.0 |
|
1.618 |
2,815.9 |
|
2.618 |
2,776.9 |
|
4.250 |
2,713.3 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,898.5 |
2,902.5 |
| PP |
2,896.3 |
2,899.0 |
| S1 |
2,894.2 |
2,895.5 |
|