| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
5,411.0 |
5,426.0 |
15.0 |
0.3% |
5,338.0 |
| High |
5,448.0 |
5,433.0 |
-15.0 |
-0.3% |
5,394.0 |
| Low |
5,408.0 |
5,396.0 |
-12.0 |
-0.2% |
5,329.0 |
| Close |
5,430.0 |
5,408.0 |
-22.0 |
-0.4% |
5,385.0 |
| Range |
40.0 |
37.0 |
-3.0 |
-7.5% |
65.0 |
| ATR |
45.5 |
44.9 |
-0.6 |
-1.3% |
0.0 |
| Volume |
26,197 |
23,006 |
-3,191 |
-12.2% |
91,954 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,523.3 |
5,502.7 |
5,428.4 |
|
| R3 |
5,486.3 |
5,465.7 |
5,418.2 |
|
| R2 |
5,449.3 |
5,449.3 |
5,414.8 |
|
| R1 |
5,428.7 |
5,428.7 |
5,411.4 |
5,420.5 |
| PP |
5,412.3 |
5,412.3 |
5,412.3 |
5,408.3 |
| S1 |
5,391.7 |
5,391.7 |
5,404.6 |
5,383.5 |
| S2 |
5,375.3 |
5,375.3 |
5,401.2 |
|
| S3 |
5,338.3 |
5,354.7 |
5,397.8 |
|
| S4 |
5,301.3 |
5,317.7 |
5,387.7 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,564.3 |
5,539.7 |
5,420.8 |
|
| R3 |
5,499.3 |
5,474.7 |
5,402.9 |
|
| R2 |
5,434.3 |
5,434.3 |
5,396.9 |
|
| R1 |
5,409.7 |
5,409.7 |
5,391.0 |
5,422.0 |
| PP |
5,369.3 |
5,369.3 |
5,369.3 |
5,375.5 |
| S1 |
5,344.7 |
5,344.7 |
5,379.0 |
5,357.0 |
| S2 |
5,304.3 |
5,304.3 |
5,373.1 |
|
| S3 |
5,239.3 |
5,279.7 |
5,367.1 |
|
| S4 |
5,174.3 |
5,214.7 |
5,349.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,448.0 |
5,341.0 |
107.0 |
2.0% |
35.2 |
0.7% |
63% |
False |
False |
21,174 |
| 10 |
5,448.0 |
5,214.0 |
234.0 |
4.3% |
34.6 |
0.6% |
83% |
False |
False |
20,371 |
| 20 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
39.0 |
0.7% |
88% |
False |
False |
19,630 |
| 40 |
5,448.0 |
5,106.0 |
342.0 |
6.3% |
35.5 |
0.7% |
88% |
False |
False |
22,063 |
| 60 |
5,448.0 |
4,963.0 |
485.0 |
9.0% |
32.4 |
0.6% |
92% |
False |
False |
14,741 |
| 80 |
5,448.0 |
4,845.0 |
603.0 |
11.2% |
27.4 |
0.5% |
93% |
False |
False |
11,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,590.3 |
|
2.618 |
5,529.9 |
|
1.618 |
5,492.9 |
|
1.000 |
5,470.0 |
|
0.618 |
5,455.9 |
|
HIGH |
5,433.0 |
|
0.618 |
5,418.9 |
|
0.500 |
5,414.5 |
|
0.382 |
5,410.1 |
|
LOW |
5,396.0 |
|
0.618 |
5,373.1 |
|
1.000 |
5,359.0 |
|
1.618 |
5,336.1 |
|
2.618 |
5,299.1 |
|
4.250 |
5,238.8 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,414.5 |
5,408.0 |
| PP |
5,412.3 |
5,408.0 |
| S1 |
5,410.2 |
5,408.0 |
|