| 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 |
5,205.0 |
5,218.0 |
13.0 |
0.2% |
5,270.0 |
| High |
5,218.0 |
5,224.0 |
6.0 |
0.1% |
5,271.0 |
| Low |
5,191.0 |
5,137.0 |
-54.0 |
-1.0% |
5,191.0 |
| Close |
5,205.0 |
5,157.0 |
-48.0 |
-0.9% |
5,205.0 |
| Range |
27.0 |
87.0 |
60.0 |
222.2% |
80.0 |
| ATR |
44.8 |
47.8 |
3.0 |
6.7% |
0.0 |
| Volume |
18,734 |
20,406 |
1,672 |
8.9% |
107,903 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,433.7 |
5,382.3 |
5,204.9 |
|
| R3 |
5,346.7 |
5,295.3 |
5,180.9 |
|
| R2 |
5,259.7 |
5,259.7 |
5,173.0 |
|
| R1 |
5,208.3 |
5,208.3 |
5,165.0 |
5,190.5 |
| PP |
5,172.7 |
5,172.7 |
5,172.7 |
5,163.8 |
| S1 |
5,121.3 |
5,121.3 |
5,149.0 |
5,103.5 |
| S2 |
5,085.7 |
5,085.7 |
5,141.1 |
|
| S3 |
4,998.7 |
5,034.3 |
5,133.1 |
|
| S4 |
4,911.7 |
4,947.3 |
5,109.2 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,462.3 |
5,413.7 |
5,249.0 |
|
| R3 |
5,382.3 |
5,333.7 |
5,227.0 |
|
| R2 |
5,302.3 |
5,302.3 |
5,219.7 |
|
| R1 |
5,253.7 |
5,253.7 |
5,212.3 |
5,238.0 |
| PP |
5,222.3 |
5,222.3 |
5,222.3 |
5,214.5 |
| S1 |
5,173.7 |
5,173.7 |
5,197.7 |
5,158.0 |
| S2 |
5,142.3 |
5,142.3 |
5,190.3 |
|
| S3 |
5,062.3 |
5,093.7 |
5,183.0 |
|
| S4 |
4,982.3 |
5,013.7 |
5,161.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,259.0 |
5,137.0 |
122.0 |
2.4% |
50.0 |
1.0% |
16% |
False |
True |
19,859 |
| 10 |
5,322.0 |
5,137.0 |
185.0 |
3.6% |
47.5 |
0.9% |
11% |
False |
True |
19,919 |
| 20 |
5,322.0 |
5,137.0 |
185.0 |
3.6% |
37.6 |
0.7% |
11% |
False |
True |
28,081 |
| 40 |
5,322.0 |
5,000.0 |
322.0 |
6.2% |
30.0 |
0.6% |
49% |
False |
False |
14,148 |
| 60 |
5,322.0 |
4,927.0 |
395.0 |
7.7% |
25.9 |
0.5% |
58% |
False |
False |
9,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,593.8 |
|
2.618 |
5,451.8 |
|
1.618 |
5,364.8 |
|
1.000 |
5,311.0 |
|
0.618 |
5,277.8 |
|
HIGH |
5,224.0 |
|
0.618 |
5,190.8 |
|
0.500 |
5,180.5 |
|
0.382 |
5,170.2 |
|
LOW |
5,137.0 |
|
0.618 |
5,083.2 |
|
1.000 |
5,050.0 |
|
1.618 |
4,996.2 |
|
2.618 |
4,909.2 |
|
4.250 |
4,767.3 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,180.5 |
5,198.0 |
| PP |
5,172.7 |
5,184.3 |
| S1 |
5,164.8 |
5,170.7 |
|