| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
5,135.0 |
5,118.0 |
-17.0 |
-0.3% |
5,270.0 |
| High |
5,153.0 |
5,152.0 |
-1.0 |
0.0% |
5,271.0 |
| Low |
5,118.0 |
5,106.0 |
-12.0 |
-0.2% |
5,191.0 |
| Close |
5,142.0 |
5,140.0 |
-2.0 |
0.0% |
5,205.0 |
| Range |
35.0 |
46.0 |
11.0 |
31.4% |
80.0 |
| ATR |
47.2 |
47.1 |
-0.1 |
-0.2% |
0.0 |
| Volume |
22,207 |
15,792 |
-6,415 |
-28.9% |
107,903 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,270.7 |
5,251.3 |
5,165.3 |
|
| R3 |
5,224.7 |
5,205.3 |
5,152.7 |
|
| R2 |
5,178.7 |
5,178.7 |
5,148.4 |
|
| R1 |
5,159.3 |
5,159.3 |
5,144.2 |
5,169.0 |
| PP |
5,132.7 |
5,132.7 |
5,132.7 |
5,137.5 |
| S1 |
5,113.3 |
5,113.3 |
5,135.8 |
5,123.0 |
| S2 |
5,086.7 |
5,086.7 |
5,131.6 |
|
| S3 |
5,040.7 |
5,067.3 |
5,127.4 |
|
| S4 |
4,994.7 |
5,021.3 |
5,114.7 |
|
|
| 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 |
5,106.0 |
153.0 |
3.0% |
50.8 |
1.0% |
22% |
False |
True |
19,337 |
| 10 |
5,322.0 |
5,106.0 |
216.0 |
4.2% |
46.9 |
0.9% |
16% |
False |
True |
20,111 |
| 20 |
5,322.0 |
5,106.0 |
216.0 |
4.2% |
40.1 |
0.8% |
16% |
False |
True |
29,843 |
| 40 |
5,322.0 |
5,000.0 |
322.0 |
6.3% |
30.8 |
0.6% |
43% |
False |
False |
15,083 |
| 60 |
5,322.0 |
4,927.0 |
395.0 |
7.7% |
27.2 |
0.5% |
54% |
False |
False |
10,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,347.5 |
|
2.618 |
5,272.4 |
|
1.618 |
5,226.4 |
|
1.000 |
5,198.0 |
|
0.618 |
5,180.4 |
|
HIGH |
5,152.0 |
|
0.618 |
5,134.4 |
|
0.500 |
5,129.0 |
|
0.382 |
5,123.6 |
|
LOW |
5,106.0 |
|
0.618 |
5,077.6 |
|
1.000 |
5,060.0 |
|
1.618 |
5,031.6 |
|
2.618 |
4,985.6 |
|
4.250 |
4,910.5 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,136.3 |
5,165.0 |
| PP |
5,132.7 |
5,156.7 |
| S1 |
5,129.0 |
5,148.3 |
|