| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,872.0 |
8,867.0 |
-5.0 |
-0.1% |
8,690.0 |
| High |
8,887.5 |
8,990.5 |
103.0 |
1.2% |
8,869.0 |
| Low |
8,836.5 |
8,849.0 |
12.5 |
0.1% |
8,678.0 |
| Close |
8,869.5 |
8,944.0 |
74.5 |
0.8% |
8,852.5 |
| Range |
51.0 |
141.5 |
90.5 |
177.5% |
191.0 |
| ATR |
92.3 |
95.8 |
3.5 |
3.8% |
0.0 |
| Volume |
68,529 |
81,615 |
13,086 |
19.1% |
422,218 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,352.3 |
9,289.7 |
9,021.8 |
|
| R3 |
9,210.8 |
9,148.2 |
8,982.9 |
|
| R2 |
9,069.3 |
9,069.3 |
8,969.9 |
|
| R1 |
9,006.7 |
9,006.7 |
8,957.0 |
9,038.0 |
| PP |
8,927.8 |
8,927.8 |
8,927.8 |
8,943.5 |
| S1 |
8,865.2 |
8,865.2 |
8,931.0 |
8,896.5 |
| S2 |
8,786.3 |
8,786.3 |
8,918.1 |
|
| S3 |
8,644.8 |
8,723.7 |
8,905.1 |
|
| S4 |
8,503.3 |
8,582.2 |
8,866.2 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,372.8 |
9,303.7 |
8,957.6 |
|
| R3 |
9,181.8 |
9,112.7 |
8,905.0 |
|
| R2 |
8,990.8 |
8,990.8 |
8,887.5 |
|
| R1 |
8,921.7 |
8,921.7 |
8,870.0 |
8,956.3 |
| PP |
8,799.8 |
8,799.8 |
8,799.8 |
8,817.1 |
| S1 |
8,730.7 |
8,730.7 |
8,835.0 |
8,765.3 |
| S2 |
8,608.8 |
8,608.8 |
8,817.5 |
|
| S3 |
8,417.8 |
8,539.7 |
8,800.0 |
|
| S4 |
8,226.8 |
8,348.7 |
8,747.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,990.5 |
8,766.5 |
224.0 |
2.5% |
82.8 |
0.9% |
79% |
True |
False |
76,289 |
| 10 |
8,990.5 |
8,498.0 |
492.5 |
5.5% |
91.5 |
1.0% |
91% |
True |
False |
82,238 |
| 20 |
8,990.5 |
8,498.0 |
492.5 |
5.5% |
86.1 |
1.0% |
91% |
True |
False |
85,806 |
| 40 |
8,990.5 |
8,095.0 |
895.5 |
10.0% |
88.3 |
1.0% |
95% |
True |
False |
58,853 |
| 60 |
8,990.5 |
8,095.0 |
895.5 |
10.0% |
90.0 |
1.0% |
95% |
True |
False |
39,297 |
| 80 |
8,990.5 |
7,748.5 |
1,242.0 |
13.9% |
91.8 |
1.0% |
96% |
True |
False |
29,516 |
| 100 |
8,990.5 |
7,700.0 |
1,290.5 |
14.4% |
99.5 |
1.1% |
96% |
True |
False |
23,631 |
| 120 |
8,990.5 |
7,700.0 |
1,290.5 |
14.4% |
98.7 |
1.1% |
96% |
True |
False |
19,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,591.9 |
|
2.618 |
9,360.9 |
|
1.618 |
9,219.4 |
|
1.000 |
9,132.0 |
|
0.618 |
9,077.9 |
|
HIGH |
8,990.5 |
|
0.618 |
8,936.4 |
|
0.500 |
8,919.8 |
|
0.382 |
8,903.1 |
|
LOW |
8,849.0 |
|
0.618 |
8,761.6 |
|
1.000 |
8,707.5 |
|
1.618 |
8,620.1 |
|
2.618 |
8,478.6 |
|
4.250 |
8,247.6 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,935.9 |
8,929.1 |
| PP |
8,927.8 |
8,914.2 |
| S1 |
8,919.8 |
8,899.3 |
|