| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,903.0 |
2,905.0 |
2.0 |
0.1% |
2,880.0 |
| High |
2,916.0 |
2,920.0 |
4.0 |
0.1% |
2,926.0 |
| Low |
2,880.0 |
2,881.0 |
1.0 |
0.0% |
2,863.0 |
| Close |
2,909.0 |
2,897.0 |
-12.0 |
-0.4% |
2,916.0 |
| Range |
36.0 |
39.0 |
3.0 |
8.3% |
63.0 |
| ATR |
36.9 |
37.1 |
0.1 |
0.4% |
0.0 |
| Volume |
864,764 |
936,533 |
71,769 |
8.3% |
4,273,047 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,016.3 |
2,995.7 |
2,918.5 |
|
| R3 |
2,977.3 |
2,956.7 |
2,907.7 |
|
| R2 |
2,938.3 |
2,938.3 |
2,904.2 |
|
| R1 |
2,917.7 |
2,917.7 |
2,900.6 |
2,908.5 |
| PP |
2,899.3 |
2,899.3 |
2,899.3 |
2,894.8 |
| S1 |
2,878.7 |
2,878.7 |
2,893.4 |
2,869.5 |
| S2 |
2,860.3 |
2,860.3 |
2,889.9 |
|
| S3 |
2,821.3 |
2,839.7 |
2,886.3 |
|
| S4 |
2,782.3 |
2,800.7 |
2,875.6 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,090.7 |
3,066.3 |
2,950.7 |
|
| R3 |
3,027.7 |
3,003.3 |
2,933.3 |
|
| R2 |
2,964.7 |
2,964.7 |
2,927.6 |
|
| R1 |
2,940.3 |
2,940.3 |
2,921.8 |
2,952.5 |
| PP |
2,901.7 |
2,901.7 |
2,901.7 |
2,907.8 |
| S1 |
2,877.3 |
2,877.3 |
2,910.2 |
2,889.5 |
| S2 |
2,838.7 |
2,838.7 |
2,904.5 |
|
| S3 |
2,775.7 |
2,814.3 |
2,898.7 |
|
| S4 |
2,712.7 |
2,751.3 |
2,881.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,925.0 |
2,879.0 |
46.0 |
1.6% |
37.0 |
1.3% |
39% |
False |
False |
821,668 |
| 10 |
2,926.0 |
2,863.0 |
63.0 |
2.2% |
33.7 |
1.2% |
54% |
False |
False |
869,884 |
| 20 |
2,945.0 |
2,832.0 |
113.0 |
3.9% |
32.8 |
1.1% |
58% |
False |
False |
844,504 |
| 40 |
2,945.0 |
2,699.0 |
246.0 |
8.5% |
35.0 |
1.2% |
80% |
False |
False |
434,113 |
| 60 |
2,945.0 |
2,634.0 |
311.0 |
10.7% |
32.7 |
1.1% |
85% |
False |
False |
289,506 |
| 80 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.0 |
1.2% |
90% |
False |
False |
217,281 |
| 100 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
35.3 |
1.2% |
90% |
False |
False |
173,855 |
| 120 |
2,945.0 |
2,481.0 |
464.0 |
16.0% |
33.9 |
1.2% |
90% |
False |
False |
144,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,085.8 |
|
2.618 |
3,022.1 |
|
1.618 |
2,983.1 |
|
1.000 |
2,959.0 |
|
0.618 |
2,944.1 |
|
HIGH |
2,920.0 |
|
0.618 |
2,905.1 |
|
0.500 |
2,900.5 |
|
0.382 |
2,895.9 |
|
LOW |
2,881.0 |
|
0.618 |
2,856.9 |
|
1.000 |
2,842.0 |
|
1.618 |
2,817.9 |
|
2.618 |
2,778.9 |
|
4.250 |
2,715.3 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,900.5 |
2,902.5 |
| PP |
2,899.3 |
2,900.7 |
| S1 |
2,898.2 |
2,898.8 |
|