| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,706.25 |
1,694.25 |
-12.00 |
-0.7% |
1,676.75 |
| High |
1,709.75 |
1,717.00 |
7.25 |
0.4% |
1,700.25 |
| Low |
1,689.50 |
1,691.25 |
1.75 |
0.1% |
1,640.00 |
| Close |
1,692.00 |
1,713.25 |
21.25 |
1.3% |
1,699.00 |
| Range |
20.25 |
25.75 |
5.50 |
27.2% |
60.25 |
| ATR |
20.20 |
20.60 |
0.40 |
2.0% |
0.00 |
| Volume |
1,872,624 |
1,797,067 |
-75,557 |
-4.0% |
10,283,510 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,784.50 |
1,774.50 |
1,727.50 |
|
| R3 |
1,758.75 |
1,748.75 |
1,720.25 |
|
| R2 |
1,733.00 |
1,733.00 |
1,718.00 |
|
| R1 |
1,723.00 |
1,723.00 |
1,715.50 |
1,728.00 |
| PP |
1,707.25 |
1,707.25 |
1,707.25 |
1,709.50 |
| S1 |
1,697.25 |
1,697.25 |
1,711.00 |
1,702.25 |
| S2 |
1,681.50 |
1,681.50 |
1,708.50 |
|
| S3 |
1,655.75 |
1,671.50 |
1,706.25 |
|
| S4 |
1,630.00 |
1,645.75 |
1,699.00 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,860.50 |
1,840.00 |
1,732.25 |
|
| R3 |
1,800.25 |
1,779.75 |
1,715.50 |
|
| R2 |
1,740.00 |
1,740.00 |
1,710.00 |
|
| R1 |
1,719.50 |
1,719.50 |
1,704.50 |
1,729.75 |
| PP |
1,679.75 |
1,679.75 |
1,679.75 |
1,685.00 |
| S1 |
1,659.25 |
1,659.25 |
1,693.50 |
1,669.50 |
| S2 |
1,619.50 |
1,619.50 |
1,688.00 |
|
| S3 |
1,559.25 |
1,599.00 |
1,682.50 |
|
| S4 |
1,499.00 |
1,538.75 |
1,665.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,717.00 |
1,648.00 |
69.00 |
4.0% |
27.75 |
1.6% |
95% |
True |
False |
1,804,964 |
| 10 |
1,717.00 |
1,640.00 |
77.00 |
4.5% |
23.50 |
1.4% |
95% |
True |
False |
1,923,901 |
| 20 |
1,726.75 |
1,640.00 |
86.75 |
5.1% |
19.25 |
1.1% |
84% |
False |
False |
1,809,812 |
| 40 |
1,726.75 |
1,618.25 |
108.50 |
6.3% |
18.25 |
1.1% |
88% |
False |
False |
1,112,589 |
| 60 |
1,726.75 |
1,618.25 |
108.50 |
6.3% |
16.75 |
1.0% |
88% |
False |
False |
743,043 |
| 80 |
1,726.75 |
1,549.75 |
177.00 |
10.3% |
16.75 |
1.0% |
92% |
False |
False |
558,257 |
| 100 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
18.25 |
1.1% |
92% |
False |
False |
446,844 |
| 120 |
1,726.75 |
1,547.25 |
179.50 |
10.5% |
17.50 |
1.0% |
92% |
False |
False |
372,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,826.50 |
|
2.618 |
1,784.50 |
|
1.618 |
1,758.75 |
|
1.000 |
1,742.75 |
|
0.618 |
1,733.00 |
|
HIGH |
1,717.00 |
|
0.618 |
1,707.25 |
|
0.500 |
1,704.00 |
|
0.382 |
1,701.00 |
|
LOW |
1,691.25 |
|
0.618 |
1,675.25 |
|
1.000 |
1,665.50 |
|
1.618 |
1,649.50 |
|
2.618 |
1,623.75 |
|
4.250 |
1,581.75 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,710.25 |
1,708.50 |
| PP |
1,707.25 |
1,703.75 |
| S1 |
1,704.00 |
1,699.00 |
|