| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,753.5 |
8,801.5 |
48.0 |
0.5% |
8,599.0 |
| High |
8,821.0 |
8,867.0 |
46.0 |
0.5% |
8,750.0 |
| Low |
8,746.0 |
8,785.0 |
39.0 |
0.4% |
8,498.0 |
| Close |
8,810.5 |
8,842.5 |
32.0 |
0.4% |
8,720.5 |
| Range |
75.0 |
82.0 |
7.0 |
9.3% |
252.0 |
| ATR |
101.0 |
99.6 |
-1.4 |
-1.3% |
0.0 |
| Volume |
92,571 |
83,688 |
-8,883 |
-9.6% |
440,454 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,077.5 |
9,042.0 |
8,887.6 |
|
| R3 |
8,995.5 |
8,960.0 |
8,865.1 |
|
| R2 |
8,913.5 |
8,913.5 |
8,857.5 |
|
| R1 |
8,878.0 |
8,878.0 |
8,850.0 |
8,895.8 |
| PP |
8,831.5 |
8,831.5 |
8,831.5 |
8,840.4 |
| S1 |
8,796.0 |
8,796.0 |
8,835.0 |
8,813.8 |
| S2 |
8,749.5 |
8,749.5 |
8,827.5 |
|
| S3 |
8,667.5 |
8,714.0 |
8,820.0 |
|
| S4 |
8,585.5 |
8,632.0 |
8,797.4 |
|
|
| 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 |
8,867.0 |
8,551.0 |
316.0 |
3.6% |
97.3 |
1.1% |
92% |
True |
False |
81,497 |
| 10 |
8,867.0 |
8,498.0 |
369.0 |
4.2% |
92.3 |
1.0% |
93% |
True |
False |
87,871 |
| 20 |
8,867.0 |
8,498.0 |
369.0 |
4.2% |
85.1 |
1.0% |
93% |
True |
False |
88,669 |
| 40 |
8,867.0 |
8,095.0 |
772.0 |
8.7% |
92.7 |
1.0% |
97% |
True |
False |
51,437 |
| 60 |
8,867.0 |
8,095.0 |
772.0 |
8.7% |
91.0 |
1.0% |
97% |
True |
False |
34,350 |
| 80 |
8,867.0 |
7,748.5 |
1,118.5 |
12.6% |
93.7 |
1.1% |
98% |
True |
False |
25,800 |
| 100 |
8,867.0 |
7,700.0 |
1,167.0 |
13.2% |
101.1 |
1.1% |
98% |
True |
False |
20,656 |
| 120 |
8,867.0 |
7,700.0 |
1,167.0 |
13.2% |
99.0 |
1.1% |
98% |
True |
False |
17,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,215.5 |
|
2.618 |
9,081.7 |
|
1.618 |
8,999.7 |
|
1.000 |
8,949.0 |
|
0.618 |
8,917.7 |
|
HIGH |
8,867.0 |
|
0.618 |
8,835.7 |
|
0.500 |
8,826.0 |
|
0.382 |
8,816.3 |
|
LOW |
8,785.0 |
|
0.618 |
8,734.3 |
|
1.000 |
8,703.0 |
|
1.618 |
8,652.3 |
|
2.618 |
8,570.3 |
|
4.250 |
8,436.5 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,837.0 |
8,819.2 |
| PP |
8,831.5 |
8,795.8 |
| S1 |
8,826.0 |
8,772.5 |
|