| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,307.50 |
3,344.75 |
37.25 |
1.1% |
3,205.00 |
| High |
3,348.00 |
3,362.25 |
14.25 |
0.4% |
3,348.00 |
| Low |
3,306.75 |
3,342.50 |
35.75 |
1.1% |
3,195.00 |
| Close |
3,342.00 |
3,354.00 |
12.00 |
0.4% |
3,342.00 |
| Range |
41.25 |
19.75 |
-21.50 |
-52.1% |
153.00 |
| ATR |
43.86 |
42.17 |
-1.69 |
-3.8% |
0.00 |
| Volume |
235,866 |
175,096 |
-60,770 |
-25.8% |
1,236,913 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,412.25 |
3,402.75 |
3,364.75 |
|
| R3 |
3,392.50 |
3,383.00 |
3,359.50 |
|
| R2 |
3,372.75 |
3,372.75 |
3,357.50 |
|
| R1 |
3,363.25 |
3,363.25 |
3,355.75 |
3,368.00 |
| PP |
3,353.00 |
3,353.00 |
3,353.00 |
3,355.25 |
| S1 |
3,343.50 |
3,343.50 |
3,352.25 |
3,348.25 |
| S2 |
3,333.25 |
3,333.25 |
3,350.50 |
|
| S3 |
3,313.50 |
3,323.75 |
3,348.50 |
|
| S4 |
3,293.75 |
3,304.00 |
3,343.25 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,754.00 |
3,701.00 |
3,426.25 |
|
| R3 |
3,601.00 |
3,548.00 |
3,384.00 |
|
| R2 |
3,448.00 |
3,448.00 |
3,370.00 |
|
| R1 |
3,395.00 |
3,395.00 |
3,356.00 |
3,421.50 |
| PP |
3,295.00 |
3,295.00 |
3,295.00 |
3,308.25 |
| S1 |
3,242.00 |
3,242.00 |
3,328.00 |
3,268.50 |
| S2 |
3,142.00 |
3,142.00 |
3,314.00 |
|
| S3 |
2,989.00 |
3,089.00 |
3,300.00 |
|
| S4 |
2,836.00 |
2,936.00 |
3,257.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,362.25 |
3,234.00 |
128.25 |
3.8% |
37.50 |
1.1% |
94% |
True |
False |
235,635 |
| 10 |
3,362.25 |
3,110.75 |
251.50 |
7.5% |
50.25 |
1.5% |
97% |
True |
False |
284,378 |
| 20 |
3,362.25 |
3,110.75 |
251.50 |
7.5% |
43.00 |
1.3% |
97% |
True |
False |
262,504 |
| 40 |
3,362.25 |
3,050.00 |
312.25 |
9.3% |
39.00 |
1.2% |
97% |
True |
False |
176,490 |
| 60 |
3,362.25 |
3,049.25 |
313.00 |
9.3% |
34.00 |
1.0% |
97% |
True |
False |
117,744 |
| 80 |
3,362.25 |
2,887.00 |
475.25 |
14.2% |
30.00 |
0.9% |
98% |
True |
False |
88,317 |
| 100 |
3,362.25 |
2,813.00 |
549.25 |
16.4% |
27.00 |
0.8% |
98% |
True |
False |
70,654 |
| 120 |
3,362.25 |
2,813.00 |
549.25 |
16.4% |
24.00 |
0.7% |
98% |
True |
False |
58,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,446.25 |
|
2.618 |
3,414.00 |
|
1.618 |
3,394.25 |
|
1.000 |
3,382.00 |
|
0.618 |
3,374.50 |
|
HIGH |
3,362.25 |
|
0.618 |
3,354.75 |
|
0.500 |
3,352.50 |
|
0.382 |
3,350.00 |
|
LOW |
3,342.50 |
|
0.618 |
3,330.25 |
|
1.000 |
3,322.75 |
|
1.618 |
3,310.50 |
|
2.618 |
3,290.75 |
|
4.250 |
3,258.50 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,353.50 |
3,339.00 |
| PP |
3,353.00 |
3,323.75 |
| S1 |
3,352.50 |
3,308.75 |
|