| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
8,990.0 |
9,041.0 |
51.0 |
0.6% |
8,872.0 |
| High |
9,042.5 |
9,071.5 |
29.0 |
0.3% |
9,012.5 |
| Low |
8,963.5 |
8,982.0 |
18.5 |
0.2% |
8,836.5 |
| Close |
9,021.0 |
9,012.0 |
-9.0 |
-0.1% |
8,989.0 |
| Range |
79.0 |
89.5 |
10.5 |
13.3% |
176.0 |
| ATR |
89.0 |
89.0 |
0.0 |
0.0% |
0.0 |
| Volume |
94,707 |
93,775 |
-932 |
-1.0% |
365,858 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,290.3 |
9,240.7 |
9,061.2 |
|
| R3 |
9,200.8 |
9,151.2 |
9,036.6 |
|
| R2 |
9,111.3 |
9,111.3 |
9,028.4 |
|
| R1 |
9,061.7 |
9,061.7 |
9,020.2 |
9,041.8 |
| PP |
9,021.8 |
9,021.8 |
9,021.8 |
9,011.9 |
| S1 |
8,972.2 |
8,972.2 |
9,003.8 |
8,952.3 |
| S2 |
8,932.3 |
8,932.3 |
8,995.6 |
|
| S3 |
8,842.8 |
8,882.7 |
8,987.4 |
|
| S4 |
8,753.3 |
8,793.2 |
8,962.8 |
|
|
| 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 |
9,071.5 |
8,936.5 |
135.0 |
1.5% |
74.2 |
0.8% |
56% |
True |
False |
80,785 |
| 10 |
9,071.5 |
8,766.5 |
305.0 |
3.4% |
73.9 |
0.8% |
80% |
True |
False |
77,360 |
| 20 |
9,071.5 |
8,498.0 |
573.5 |
6.4% |
83.1 |
0.9% |
90% |
True |
False |
82,615 |
| 40 |
9,071.5 |
8,171.0 |
900.5 |
10.0% |
82.3 |
0.9% |
93% |
True |
False |
70,701 |
| 60 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
87.7 |
1.0% |
94% |
True |
False |
47,217 |
| 80 |
9,071.5 |
8,095.0 |
976.5 |
10.8% |
86.7 |
1.0% |
94% |
True |
False |
35,449 |
| 100 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
95.3 |
1.1% |
96% |
True |
False |
28,386 |
| 120 |
9,071.5 |
7,700.0 |
1,371.5 |
15.2% |
98.5 |
1.1% |
96% |
True |
False |
23,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,451.9 |
|
2.618 |
9,305.8 |
|
1.618 |
9,216.3 |
|
1.000 |
9,161.0 |
|
0.618 |
9,126.8 |
|
HIGH |
9,071.5 |
|
0.618 |
9,037.3 |
|
0.500 |
9,026.8 |
|
0.382 |
9,016.2 |
|
LOW |
8,982.0 |
|
0.618 |
8,926.7 |
|
1.000 |
8,892.5 |
|
1.618 |
8,837.2 |
|
2.618 |
8,747.7 |
|
4.250 |
8,601.6 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,026.8 |
9,012.0 |
| PP |
9,021.8 |
9,012.0 |
| S1 |
9,016.9 |
9,012.0 |
|