| 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 |
8,729.0 |
8,690.0 |
-39.0 |
-0.4% |
8,599.0 |
| High |
8,750.0 |
8,763.0 |
13.0 |
0.1% |
8,750.0 |
| Low |
8,698.5 |
8,678.0 |
-20.5 |
-0.2% |
8,498.0 |
| Close |
8,720.5 |
8,721.0 |
0.5 |
0.0% |
8,720.5 |
| Range |
51.5 |
85.0 |
33.5 |
65.0% |
252.0 |
| ATR |
102.3 |
101.0 |
-1.2 |
-1.2% |
0.0 |
| Volume |
65,757 |
98,345 |
32,588 |
49.6% |
440,454 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,975.7 |
8,933.3 |
8,767.8 |
|
| R3 |
8,890.7 |
8,848.3 |
8,744.4 |
|
| R2 |
8,805.7 |
8,805.7 |
8,736.6 |
|
| R1 |
8,763.3 |
8,763.3 |
8,728.8 |
8,784.5 |
| PP |
8,720.7 |
8,720.7 |
8,720.7 |
8,731.3 |
| S1 |
8,678.3 |
8,678.3 |
8,713.2 |
8,699.5 |
| S2 |
8,635.7 |
8,635.7 |
8,705.4 |
|
| S3 |
8,550.7 |
8,593.3 |
8,697.6 |
|
| S4 |
8,465.7 |
8,508.3 |
8,674.3 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,412.2 |
9,318.3 |
8,859.1 |
|
| R3 |
9,160.2 |
9,066.3 |
8,789.8 |
|
| R2 |
8,908.2 |
8,908.2 |
8,766.7 |
|
| R1 |
8,814.3 |
8,814.3 |
8,743.6 |
8,861.3 |
| PP |
8,656.2 |
8,656.2 |
8,656.2 |
8,679.6 |
| S1 |
8,562.3 |
8,562.3 |
8,697.4 |
8,609.3 |
| S2 |
8,404.2 |
8,404.2 |
8,674.3 |
|
| S3 |
8,152.2 |
8,310.3 |
8,651.2 |
|
| S4 |
7,900.2 |
8,058.3 |
8,581.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,763.0 |
8,498.0 |
265.0 |
3.0% |
102.8 |
1.2% |
84% |
True |
False |
89,244 |
| 10 |
8,763.0 |
8,498.0 |
265.0 |
3.0% |
95.9 |
1.1% |
84% |
True |
False |
88,478 |
| 20 |
8,779.0 |
8,498.0 |
281.0 |
3.2% |
87.5 |
1.0% |
79% |
False |
False |
86,297 |
| 40 |
8,779.0 |
8,095.0 |
684.0 |
7.8% |
92.5 |
1.1% |
92% |
False |
False |
47,042 |
| 60 |
8,779.0 |
8,095.0 |
684.0 |
7.8% |
90.8 |
1.0% |
92% |
False |
False |
31,416 |
| 80 |
8,779.0 |
7,725.0 |
1,054.0 |
12.1% |
95.3 |
1.1% |
94% |
False |
False |
23,602 |
| 100 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
101.9 |
1.2% |
95% |
False |
False |
18,895 |
| 120 |
8,779.0 |
7,700.0 |
1,079.0 |
12.4% |
99.0 |
1.1% |
95% |
False |
False |
15,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,124.3 |
|
2.618 |
8,985.5 |
|
1.618 |
8,900.5 |
|
1.000 |
8,848.0 |
|
0.618 |
8,815.5 |
|
HIGH |
8,763.0 |
|
0.618 |
8,730.5 |
|
0.500 |
8,720.5 |
|
0.382 |
8,710.5 |
|
LOW |
8,678.0 |
|
0.618 |
8,625.5 |
|
1.000 |
8,593.0 |
|
1.618 |
8,540.5 |
|
2.618 |
8,455.5 |
|
4.250 |
8,316.8 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,720.8 |
8,699.7 |
| PP |
8,720.7 |
8,678.3 |
| S1 |
8,720.5 |
8,657.0 |
|