| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
5,304.0 |
5,338.0 |
34.0 |
0.6% |
5,223.0 |
| High |
5,321.0 |
5,358.0 |
37.0 |
0.7% |
5,321.0 |
| Low |
5,285.0 |
5,329.0 |
44.0 |
0.8% |
5,176.0 |
| Close |
5,321.0 |
5,336.0 |
15.0 |
0.3% |
5,321.0 |
| Range |
36.0 |
29.0 |
-7.0 |
-19.4% |
145.0 |
| ATR |
48.6 |
47.7 |
-0.8 |
-1.7% |
0.0 |
| Volume |
18,912 |
16,883 |
-2,029 |
-10.7% |
98,473 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,428.0 |
5,411.0 |
5,352.0 |
|
| R3 |
5,399.0 |
5,382.0 |
5,344.0 |
|
| R2 |
5,370.0 |
5,370.0 |
5,341.3 |
|
| R1 |
5,353.0 |
5,353.0 |
5,338.7 |
5,347.0 |
| PP |
5,341.0 |
5,341.0 |
5,341.0 |
5,338.0 |
| S1 |
5,324.0 |
5,324.0 |
5,333.3 |
5,318.0 |
| S2 |
5,312.0 |
5,312.0 |
5,330.7 |
|
| S3 |
5,283.0 |
5,295.0 |
5,328.0 |
|
| S4 |
5,254.0 |
5,266.0 |
5,320.1 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,707.7 |
5,659.3 |
5,400.8 |
|
| R3 |
5,562.7 |
5,514.3 |
5,360.9 |
|
| R2 |
5,417.7 |
5,417.7 |
5,347.6 |
|
| R1 |
5,369.3 |
5,369.3 |
5,334.3 |
5,393.5 |
| PP |
5,272.7 |
5,272.7 |
5,272.7 |
5,284.8 |
| S1 |
5,224.3 |
5,224.3 |
5,307.7 |
5,248.5 |
| S2 |
5,127.7 |
5,127.7 |
5,294.4 |
|
| S3 |
4,982.7 |
5,079.3 |
5,281.1 |
|
| S4 |
4,837.7 |
4,934.3 |
5,241.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,358.0 |
5,214.0 |
144.0 |
2.7% |
32.2 |
0.6% |
85% |
True |
False |
19,174 |
| 10 |
5,358.0 |
5,106.0 |
252.0 |
4.7% |
36.8 |
0.7% |
91% |
True |
False |
19,405 |
| 20 |
5,358.0 |
5,106.0 |
252.0 |
4.7% |
42.2 |
0.8% |
91% |
True |
False |
19,662 |
| 40 |
5,358.0 |
5,052.0 |
306.0 |
5.7% |
34.2 |
0.6% |
93% |
True |
False |
18,974 |
| 60 |
5,358.0 |
4,963.0 |
395.0 |
7.4% |
31.1 |
0.6% |
94% |
True |
False |
12,684 |
| 80 |
5,358.0 |
4,698.0 |
660.0 |
12.4% |
25.9 |
0.5% |
97% |
True |
False |
9,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,481.3 |
|
2.618 |
5,433.9 |
|
1.618 |
5,404.9 |
|
1.000 |
5,387.0 |
|
0.618 |
5,375.9 |
|
HIGH |
5,358.0 |
|
0.618 |
5,346.9 |
|
0.500 |
5,343.5 |
|
0.382 |
5,340.1 |
|
LOW |
5,329.0 |
|
0.618 |
5,311.1 |
|
1.000 |
5,300.0 |
|
1.618 |
5,282.1 |
|
2.618 |
5,253.1 |
|
4.250 |
5,205.8 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,343.5 |
5,326.5 |
| PP |
5,341.0 |
5,317.0 |
| S1 |
5,338.5 |
5,307.5 |
|