| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,201.25 |
3,224.00 |
22.75 |
0.7% |
3,211.50 |
| High |
3,239.50 |
3,232.75 |
-6.75 |
-0.2% |
3,251.25 |
| Low |
3,199.50 |
3,201.75 |
2.25 |
0.1% |
3,178.25 |
| Close |
3,234.50 |
3,205.00 |
-29.50 |
-0.9% |
3,234.50 |
| Range |
40.00 |
31.00 |
-9.00 |
-22.5% |
73.00 |
| ATR |
35.52 |
35.32 |
-0.20 |
-0.6% |
0.00 |
| Volume |
201,543 |
239,190 |
37,647 |
18.7% |
1,336,682 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,306.25 |
3,286.50 |
3,222.00 |
|
| R3 |
3,275.25 |
3,255.50 |
3,213.50 |
|
| R2 |
3,244.25 |
3,244.25 |
3,210.75 |
|
| R1 |
3,224.50 |
3,224.50 |
3,207.75 |
3,219.00 |
| PP |
3,213.25 |
3,213.25 |
3,213.25 |
3,210.25 |
| S1 |
3,193.50 |
3,193.50 |
3,202.25 |
3,188.00 |
| S2 |
3,182.25 |
3,182.25 |
3,199.25 |
|
| S3 |
3,151.25 |
3,162.50 |
3,196.50 |
|
| S4 |
3,120.25 |
3,131.50 |
3,188.00 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,440.25 |
3,410.50 |
3,274.75 |
|
| R3 |
3,367.25 |
3,337.50 |
3,254.50 |
|
| R2 |
3,294.25 |
3,294.25 |
3,248.00 |
|
| R1 |
3,264.50 |
3,264.50 |
3,241.25 |
3,279.50 |
| PP |
3,221.25 |
3,221.25 |
3,221.25 |
3,228.75 |
| S1 |
3,191.50 |
3,191.50 |
3,227.75 |
3,206.50 |
| S2 |
3,148.25 |
3,148.25 |
3,221.00 |
|
| S3 |
3,075.25 |
3,118.50 |
3,214.50 |
|
| S4 |
3,002.25 |
3,045.50 |
3,194.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,251.25 |
3,189.25 |
62.00 |
1.9% |
39.50 |
1.2% |
25% |
False |
False |
258,840 |
| 10 |
3,251.25 |
3,178.25 |
73.00 |
2.3% |
36.00 |
1.1% |
37% |
False |
False |
240,631 |
| 20 |
3,251.25 |
3,153.00 |
98.25 |
3.1% |
33.00 |
1.0% |
53% |
False |
False |
210,176 |
| 40 |
3,251.25 |
3,049.25 |
202.00 |
6.3% |
34.00 |
1.1% |
77% |
False |
False |
105,472 |
| 60 |
3,251.25 |
3,016.75 |
234.50 |
7.3% |
28.25 |
0.9% |
80% |
False |
False |
70,357 |
| 80 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
26.00 |
0.8% |
89% |
False |
False |
52,771 |
| 100 |
3,251.25 |
2,813.00 |
438.25 |
13.7% |
22.50 |
0.7% |
89% |
False |
False |
42,217 |
| 120 |
3,251.25 |
2,726.75 |
524.50 |
16.4% |
19.75 |
0.6% |
91% |
False |
False |
35,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,364.50 |
|
2.618 |
3,314.00 |
|
1.618 |
3,283.00 |
|
1.000 |
3,263.75 |
|
0.618 |
3,252.00 |
|
HIGH |
3,232.75 |
|
0.618 |
3,221.00 |
|
0.500 |
3,217.25 |
|
0.382 |
3,213.50 |
|
LOW |
3,201.75 |
|
0.618 |
3,182.50 |
|
1.000 |
3,170.75 |
|
1.618 |
3,151.50 |
|
2.618 |
3,120.50 |
|
4.250 |
3,070.00 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,217.25 |
3,218.50 |
| PP |
3,213.25 |
3,214.00 |
| S1 |
3,209.00 |
3,209.50 |
|