| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,867.0 |
8,916.5 |
49.5 |
0.6% |
8,690.0 |
| High |
8,990.5 |
8,935.5 |
-55.0 |
-0.6% |
8,869.0 |
| Low |
8,849.0 |
8,899.5 |
50.5 |
0.6% |
8,678.0 |
| Close |
8,944.0 |
8,913.0 |
-31.0 |
-0.3% |
8,852.5 |
| Range |
141.5 |
36.0 |
-105.5 |
-74.6% |
191.0 |
| ATR |
95.8 |
92.1 |
-3.7 |
-3.8% |
0.0 |
| Volume |
81,615 |
71,916 |
-9,699 |
-11.9% |
422,218 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,024.0 |
9,004.5 |
8,932.8 |
|
| R3 |
8,988.0 |
8,968.5 |
8,922.9 |
|
| R2 |
8,952.0 |
8,952.0 |
8,919.6 |
|
| R1 |
8,932.5 |
8,932.5 |
8,916.3 |
8,924.3 |
| PP |
8,916.0 |
8,916.0 |
8,916.0 |
8,911.9 |
| S1 |
8,896.5 |
8,896.5 |
8,909.7 |
8,888.3 |
| S2 |
8,880.0 |
8,880.0 |
8,906.4 |
|
| S3 |
8,844.0 |
8,860.5 |
8,903.1 |
|
| S4 |
8,808.0 |
8,824.5 |
8,893.2 |
|
|
| 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% |
73.6 |
0.8% |
65% |
False |
False |
73,934 |
| 10 |
8,990.5 |
8,551.0 |
439.5 |
4.9% |
85.5 |
1.0% |
82% |
False |
False |
77,716 |
| 20 |
8,990.5 |
8,498.0 |
492.5 |
5.5% |
84.5 |
0.9% |
84% |
False |
False |
85,863 |
| 40 |
8,990.5 |
8,095.0 |
895.5 |
10.0% |
85.8 |
1.0% |
91% |
False |
False |
60,640 |
| 60 |
8,990.5 |
8,095.0 |
895.5 |
10.0% |
89.1 |
1.0% |
91% |
False |
False |
40,494 |
| 80 |
8,990.5 |
7,817.5 |
1,173.0 |
13.2% |
90.8 |
1.0% |
93% |
False |
False |
30,413 |
| 100 |
8,990.5 |
7,700.0 |
1,290.5 |
14.5% |
98.8 |
1.1% |
94% |
False |
False |
24,349 |
| 120 |
8,990.5 |
7,700.0 |
1,290.5 |
14.5% |
98.4 |
1.1% |
94% |
False |
False |
20,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,088.5 |
|
2.618 |
9,029.7 |
|
1.618 |
8,993.7 |
|
1.000 |
8,971.5 |
|
0.618 |
8,957.7 |
|
HIGH |
8,935.5 |
|
0.618 |
8,921.7 |
|
0.500 |
8,917.5 |
|
0.382 |
8,913.3 |
|
LOW |
8,899.5 |
|
0.618 |
8,877.3 |
|
1.000 |
8,863.5 |
|
1.618 |
8,841.3 |
|
2.618 |
8,805.3 |
|
4.250 |
8,746.5 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
8,917.5 |
8,913.5 |
| PP |
8,916.0 |
8,913.3 |
| S1 |
8,914.5 |
8,913.2 |
|