| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
2,972.0 |
2,953.0 |
-19.0 |
-0.6% |
2,903.0 |
| High |
2,973.0 |
2,983.0 |
10.0 |
0.3% |
2,976.0 |
| Low |
2,954.0 |
2,946.0 |
-8.0 |
-0.3% |
2,880.0 |
| Close |
2,962.0 |
2,964.0 |
2.0 |
0.1% |
2,962.0 |
| Range |
19.0 |
37.0 |
18.0 |
94.7% |
96.0 |
| ATR |
38.5 |
38.4 |
-0.1 |
-0.3% |
0.0 |
| Volume |
639,620 |
926,484 |
286,864 |
44.8% |
4,341,036 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,075.3 |
3,056.7 |
2,984.4 |
|
| R3 |
3,038.3 |
3,019.7 |
2,974.2 |
|
| R2 |
3,001.3 |
3,001.3 |
2,970.8 |
|
| R1 |
2,982.7 |
2,982.7 |
2,967.4 |
2,992.0 |
| PP |
2,964.3 |
2,964.3 |
2,964.3 |
2,969.0 |
| S1 |
2,945.7 |
2,945.7 |
2,960.6 |
2,955.0 |
| S2 |
2,927.3 |
2,927.3 |
2,957.2 |
|
| S3 |
2,890.3 |
2,908.7 |
2,953.8 |
|
| S4 |
2,853.3 |
2,871.7 |
2,943.7 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.3 |
3,190.7 |
3,014.8 |
|
| R3 |
3,131.3 |
3,094.7 |
2,988.4 |
|
| R2 |
3,035.3 |
3,035.3 |
2,979.6 |
|
| R1 |
2,998.7 |
2,998.7 |
2,970.8 |
3,017.0 |
| PP |
2,939.3 |
2,939.3 |
2,939.3 |
2,948.5 |
| S1 |
2,902.7 |
2,902.7 |
2,953.2 |
2,921.0 |
| S2 |
2,843.3 |
2,843.3 |
2,944.4 |
|
| S3 |
2,747.3 |
2,806.7 |
2,935.6 |
|
| S4 |
2,651.3 |
2,710.7 |
2,909.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,983.0 |
2,881.0 |
102.0 |
3.4% |
38.6 |
1.3% |
81% |
True |
False |
880,551 |
| 10 |
2,983.0 |
2,879.0 |
104.0 |
3.5% |
37.8 |
1.3% |
82% |
True |
False |
853,712 |
| 20 |
2,983.0 |
2,863.0 |
120.0 |
4.0% |
35.7 |
1.2% |
84% |
True |
False |
888,442 |
| 40 |
2,983.0 |
2,699.0 |
284.0 |
9.6% |
36.1 |
1.2% |
93% |
True |
False |
520,722 |
| 60 |
2,983.0 |
2,699.0 |
284.0 |
9.6% |
33.2 |
1.1% |
93% |
True |
False |
347,274 |
| 80 |
2,983.0 |
2,481.0 |
502.0 |
16.9% |
34.7 |
1.2% |
96% |
True |
False |
260,599 |
| 100 |
2,983.0 |
2,481.0 |
502.0 |
16.9% |
35.6 |
1.2% |
96% |
True |
False |
208,515 |
| 120 |
2,983.0 |
2,481.0 |
502.0 |
16.9% |
33.8 |
1.1% |
96% |
True |
False |
173,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,140.3 |
|
2.618 |
3,079.9 |
|
1.618 |
3,042.9 |
|
1.000 |
3,020.0 |
|
0.618 |
3,005.9 |
|
HIGH |
2,983.0 |
|
0.618 |
2,968.9 |
|
0.500 |
2,964.5 |
|
0.382 |
2,960.1 |
|
LOW |
2,946.0 |
|
0.618 |
2,923.1 |
|
1.000 |
2,909.0 |
|
1.618 |
2,886.1 |
|
2.618 |
2,849.1 |
|
4.250 |
2,788.8 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,964.5 |
2,957.8 |
| PP |
2,964.3 |
2,951.7 |
| S1 |
2,964.2 |
2,945.5 |
|