| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
14,465 |
14,250 |
-215 |
-1.5% |
14,690 |
| High |
14,490 |
14,440 |
-50 |
-0.3% |
14,885 |
| Low |
14,125 |
14,230 |
105 |
0.7% |
14,125 |
| Close |
14,235 |
14,335 |
100 |
0.7% |
14,235 |
| Range |
365 |
210 |
-155 |
-42.5% |
760 |
| ATR |
294 |
288 |
-6 |
-2.0% |
0 |
| Volume |
11,561 |
6,113 |
-5,448 |
-47.1% |
54,281 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,965 |
14,860 |
14,451 |
|
| R3 |
14,755 |
14,650 |
14,393 |
|
| R2 |
14,545 |
14,545 |
14,374 |
|
| R1 |
14,440 |
14,440 |
14,354 |
14,493 |
| PP |
14,335 |
14,335 |
14,335 |
14,361 |
| S1 |
14,230 |
14,230 |
14,316 |
14,283 |
| S2 |
14,125 |
14,125 |
14,297 |
|
| S3 |
13,915 |
14,020 |
14,277 |
|
| S4 |
13,705 |
13,810 |
14,220 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,695 |
16,225 |
14,653 |
|
| R3 |
15,935 |
15,465 |
14,444 |
|
| R2 |
15,175 |
15,175 |
14,374 |
|
| R1 |
14,705 |
14,705 |
14,305 |
14,560 |
| PP |
14,415 |
14,415 |
14,415 |
14,343 |
| S1 |
13,945 |
13,945 |
14,165 |
13,800 |
| S2 |
13,655 |
13,655 |
14,096 |
|
| S3 |
12,895 |
13,185 |
14,026 |
|
| S4 |
12,135 |
12,425 |
13,817 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
14,885 |
14,125 |
760 |
5.3% |
307 |
2.1% |
28% |
False |
False |
10,880 |
| 10 |
14,885 |
14,125 |
760 |
5.3% |
266 |
1.9% |
28% |
False |
False |
10,049 |
| 20 |
14,885 |
13,785 |
1,100 |
7.7% |
296 |
2.1% |
50% |
False |
False |
12,375 |
| 40 |
14,965 |
13,490 |
1,475 |
10.3% |
297 |
2.1% |
57% |
False |
False |
12,245 |
| 60 |
14,965 |
13,240 |
1,725 |
12.0% |
272 |
1.9% |
63% |
False |
False |
8,200 |
| 80 |
15,125 |
13,240 |
1,885 |
13.1% |
234 |
1.6% |
58% |
False |
False |
6,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
15,333 |
|
2.618 |
14,990 |
|
1.618 |
14,780 |
|
1.000 |
14,650 |
|
0.618 |
14,570 |
|
HIGH |
14,440 |
|
0.618 |
14,360 |
|
0.500 |
14,335 |
|
0.382 |
14,310 |
|
LOW |
14,230 |
|
0.618 |
14,100 |
|
1.000 |
14,020 |
|
1.618 |
13,890 |
|
2.618 |
13,680 |
|
4.250 |
13,338 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
14,335 |
14,338 |
| PP |
14,335 |
14,337 |
| S1 |
14,335 |
14,336 |
|