| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
3,344.75 |
3,353.00 |
8.25 |
0.2% |
3,205.00 |
| High |
3,362.25 |
3,377.25 |
15.00 |
0.4% |
3,348.00 |
| Low |
3,342.50 |
3,338.00 |
-4.50 |
-0.1% |
3,195.00 |
| Close |
3,354.00 |
3,356.50 |
2.50 |
0.1% |
3,342.00 |
| Range |
19.75 |
39.25 |
19.50 |
98.7% |
153.00 |
| ATR |
42.17 |
41.96 |
-0.21 |
-0.5% |
0.00 |
| Volume |
175,096 |
330,951 |
155,855 |
89.0% |
1,236,913 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,475.00 |
3,455.00 |
3,378.00 |
|
| R3 |
3,435.75 |
3,415.75 |
3,367.25 |
|
| R2 |
3,396.50 |
3,396.50 |
3,363.75 |
|
| R1 |
3,376.50 |
3,376.50 |
3,360.00 |
3,386.50 |
| PP |
3,357.25 |
3,357.25 |
3,357.25 |
3,362.25 |
| S1 |
3,337.25 |
3,337.25 |
3,353.00 |
3,347.25 |
| S2 |
3,318.00 |
3,318.00 |
3,349.25 |
|
| S3 |
3,278.75 |
3,298.00 |
3,345.75 |
|
| S4 |
3,239.50 |
3,258.75 |
3,335.00 |
|
|
| 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 |
3,377.25 |
3,234.75 |
142.50 |
4.2% |
39.50 |
1.2% |
85% |
True |
False |
236,025 |
| 10 |
3,377.25 |
3,110.75 |
266.50 |
7.9% |
47.25 |
1.4% |
92% |
True |
False |
275,672 |
| 20 |
3,377.25 |
3,110.75 |
266.50 |
7.9% |
43.75 |
1.3% |
92% |
True |
False |
270,135 |
| 40 |
3,377.25 |
3,050.00 |
327.25 |
9.7% |
39.25 |
1.2% |
94% |
True |
False |
184,762 |
| 60 |
3,377.25 |
3,049.25 |
328.00 |
9.8% |
34.50 |
1.0% |
94% |
True |
False |
123,251 |
| 80 |
3,377.25 |
2,887.00 |
490.25 |
14.6% |
30.25 |
0.9% |
96% |
True |
False |
92,454 |
| 100 |
3,377.25 |
2,813.00 |
564.25 |
16.8% |
27.50 |
0.8% |
96% |
True |
False |
73,964 |
| 120 |
3,377.25 |
2,813.00 |
564.25 |
16.8% |
23.75 |
0.7% |
96% |
True |
False |
61,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,544.00 |
|
2.618 |
3,480.00 |
|
1.618 |
3,440.75 |
|
1.000 |
3,416.50 |
|
0.618 |
3,401.50 |
|
HIGH |
3,377.25 |
|
0.618 |
3,362.25 |
|
0.500 |
3,357.50 |
|
0.382 |
3,353.00 |
|
LOW |
3,338.00 |
|
0.618 |
3,313.75 |
|
1.000 |
3,298.75 |
|
1.618 |
3,274.50 |
|
2.618 |
3,235.25 |
|
4.250 |
3,171.25 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,357.50 |
3,351.75 |
| PP |
3,357.25 |
3,346.75 |
| S1 |
3,357.00 |
3,342.00 |
|