| 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 |
9,023.5 |
8,990.0 |
-33.5 |
-0.4% |
8,872.0 |
| High |
9,032.0 |
9,042.5 |
10.5 |
0.1% |
9,012.5 |
| Low |
8,952.5 |
8,963.5 |
11.0 |
0.1% |
8,836.5 |
| Close |
8,986.0 |
9,021.0 |
35.0 |
0.4% |
8,989.0 |
| Range |
79.5 |
79.0 |
-0.5 |
-0.6% |
176.0 |
| ATR |
89.8 |
89.0 |
-0.8 |
-0.9% |
0.0 |
| Volume |
71,648 |
94,707 |
23,059 |
32.2% |
365,858 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,246.0 |
9,212.5 |
9,064.5 |
|
| R3 |
9,167.0 |
9,133.5 |
9,042.7 |
|
| R2 |
9,088.0 |
9,088.0 |
9,035.5 |
|
| R1 |
9,054.5 |
9,054.5 |
9,028.2 |
9,071.3 |
| PP |
9,009.0 |
9,009.0 |
9,009.0 |
9,017.4 |
| S1 |
8,975.5 |
8,975.5 |
9,013.8 |
8,992.3 |
| S2 |
8,930.0 |
8,930.0 |
9,006.5 |
|
| S3 |
8,851.0 |
8,896.5 |
8,999.3 |
|
| S4 |
8,772.0 |
8,817.5 |
8,977.6 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,474.0 |
9,407.5 |
9,085.8 |
|
| R3 |
9,298.0 |
9,231.5 |
9,037.4 |
|
| R2 |
9,122.0 |
9,122.0 |
9,021.3 |
|
| R1 |
9,055.5 |
9,055.5 |
9,005.1 |
9,088.8 |
| PP |
8,946.0 |
8,946.0 |
8,946.0 |
8,962.6 |
| S1 |
8,879.5 |
8,879.5 |
8,972.9 |
8,912.8 |
| S2 |
8,770.0 |
8,770.0 |
8,956.7 |
|
| S3 |
8,594.0 |
8,703.5 |
8,940.6 |
|
| S4 |
8,418.0 |
8,527.5 |
8,892.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,042.5 |
8,899.5 |
143.0 |
1.6% |
63.5 |
0.7% |
85% |
True |
False |
76,413 |
| 10 |
9,042.5 |
8,766.5 |
276.0 |
3.1% |
73.2 |
0.8% |
92% |
True |
False |
76,351 |
| 20 |
9,042.5 |
8,498.0 |
544.5 |
6.0% |
83.7 |
0.9% |
96% |
True |
False |
81,934 |
| 40 |
9,042.5 |
8,103.5 |
939.0 |
10.4% |
83.0 |
0.9% |
98% |
True |
False |
68,368 |
| 60 |
9,042.5 |
8,095.0 |
947.5 |
10.5% |
87.0 |
1.0% |
98% |
True |
False |
45,656 |
| 80 |
9,042.5 |
8,007.0 |
1,035.5 |
11.5% |
86.8 |
1.0% |
98% |
True |
False |
34,279 |
| 100 |
9,042.5 |
7,700.0 |
1,342.5 |
14.9% |
95.7 |
1.1% |
98% |
True |
False |
27,449 |
| 120 |
9,042.5 |
7,700.0 |
1,342.5 |
14.9% |
98.3 |
1.1% |
98% |
True |
False |
22,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,378.3 |
|
2.618 |
9,249.3 |
|
1.618 |
9,170.3 |
|
1.000 |
9,121.5 |
|
0.618 |
9,091.3 |
|
HIGH |
9,042.5 |
|
0.618 |
9,012.3 |
|
0.500 |
9,003.0 |
|
0.382 |
8,993.7 |
|
LOW |
8,963.5 |
|
0.618 |
8,914.7 |
|
1.000 |
8,884.5 |
|
1.618 |
8,835.7 |
|
2.618 |
8,756.7 |
|
4.250 |
8,627.8 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,015.0 |
9,010.5 |
| PP |
9,009.0 |
9,000.0 |
| S1 |
9,003.0 |
8,989.5 |
|