| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,071.1 |
1,061.4 |
-9.7 |
-0.9% |
1,065.3 |
| High |
1,071.6 |
1,065.0 |
-6.6 |
-0.6% |
1,086.8 |
| Low |
1,061.0 |
1,043.0 |
-18.0 |
-1.7% |
1,057.5 |
| Close |
1,061.6 |
1,045.6 |
-16.0 |
-1.5% |
1,075.5 |
| Range |
10.6 |
22.0 |
11.4 |
107.5% |
29.3 |
| ATR |
13.0 |
13.7 |
0.6 |
4.9% |
0.0 |
| Volume |
102,453 |
159,352 |
56,899 |
55.5% |
547,180 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,117.3 |
1,103.5 |
1,057.8 |
|
| R3 |
1,095.3 |
1,081.5 |
1,051.8 |
|
| R2 |
1,073.3 |
1,073.3 |
1,049.8 |
|
| R1 |
1,059.5 |
1,059.5 |
1,047.5 |
1,055.3 |
| PP |
1,051.3 |
1,051.3 |
1,051.3 |
1,049.3 |
| S1 |
1,037.5 |
1,037.5 |
1,043.5 |
1,033.3 |
| S2 |
1,029.3 |
1,029.3 |
1,041.5 |
|
| S3 |
1,007.3 |
1,015.5 |
1,039.5 |
|
| S4 |
985.3 |
993.5 |
1,033.5 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.3 |
1,147.8 |
1,091.5 |
|
| R3 |
1,131.8 |
1,118.3 |
1,083.5 |
|
| R2 |
1,102.5 |
1,102.5 |
1,080.8 |
|
| R1 |
1,089.0 |
1,089.0 |
1,078.3 |
1,095.8 |
| PP |
1,073.3 |
1,073.3 |
1,073.3 |
1,076.8 |
| S1 |
1,059.8 |
1,059.8 |
1,072.8 |
1,066.5 |
| S2 |
1,044.0 |
1,044.0 |
1,070.3 |
|
| S3 |
1,014.8 |
1,030.5 |
1,067.5 |
|
| S4 |
985.3 |
1,001.3 |
1,059.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,084.8 |
1,043.0 |
41.8 |
4.0% |
15.0 |
1.4% |
6% |
False |
True |
116,700 |
| 10 |
1,086.8 |
1,043.0 |
43.8 |
4.2% |
14.3 |
1.4% |
6% |
False |
True |
107,259 |
| 20 |
1,086.8 |
1,043.0 |
43.8 |
4.2% |
13.5 |
1.3% |
6% |
False |
True |
109,505 |
| 40 |
1,086.8 |
1,003.2 |
83.6 |
8.0% |
10.8 |
1.0% |
51% |
False |
False |
55,349 |
| 60 |
1,086.8 |
1,003.2 |
83.6 |
8.0% |
7.5 |
0.7% |
51% |
False |
False |
36,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,158.5 |
|
2.618 |
1,122.5 |
|
1.618 |
1,100.5 |
|
1.000 |
1,087.0 |
|
0.618 |
1,078.5 |
|
HIGH |
1,065.0 |
|
0.618 |
1,056.5 |
|
0.500 |
1,054.0 |
|
0.382 |
1,051.5 |
|
LOW |
1,043.0 |
|
0.618 |
1,029.5 |
|
1.000 |
1,021.0 |
|
1.618 |
1,007.5 |
|
2.618 |
985.5 |
|
4.250 |
949.5 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,054.0 |
1,060.8 |
| PP |
1,051.3 |
1,055.8 |
| S1 |
1,048.5 |
1,050.5 |
|