| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,670.00 |
1,672.75 |
2.75 |
0.2% |
1,698.75 |
| High |
1,674.00 |
1,685.25 |
11.25 |
0.7% |
1,700.50 |
| Low |
1,660.25 |
1,668.75 |
8.50 |
0.5% |
1,673.50 |
| Close |
1,667.50 |
1,682.75 |
15.25 |
0.9% |
1,679.50 |
| Range |
13.75 |
16.50 |
2.75 |
20.0% |
27.00 |
| ATR |
14.92 |
15.12 |
0.20 |
1.4% |
0.00 |
| Volume |
2,577 |
7,350 |
4,773 |
185.2% |
18,105 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,728.50 |
1,722.00 |
1,691.75 |
|
| R3 |
1,712.00 |
1,705.50 |
1,687.25 |
|
| R2 |
1,695.50 |
1,695.50 |
1,685.75 |
|
| R1 |
1,689.00 |
1,689.00 |
1,684.25 |
1,692.25 |
| PP |
1,679.00 |
1,679.00 |
1,679.00 |
1,680.50 |
| S1 |
1,672.50 |
1,672.50 |
1,681.25 |
1,675.75 |
| S2 |
1,662.50 |
1,662.50 |
1,679.75 |
|
| S3 |
1,646.00 |
1,656.00 |
1,678.25 |
|
| S4 |
1,629.50 |
1,639.50 |
1,673.75 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,765.50 |
1,749.50 |
1,694.25 |
|
| R3 |
1,738.50 |
1,722.50 |
1,687.00 |
|
| R2 |
1,711.50 |
1,711.50 |
1,684.50 |
|
| R1 |
1,695.50 |
1,695.50 |
1,682.00 |
1,690.00 |
| PP |
1,684.50 |
1,684.50 |
1,684.50 |
1,681.75 |
| S1 |
1,668.50 |
1,668.50 |
1,677.00 |
1,663.00 |
| S2 |
1,657.50 |
1,657.50 |
1,674.50 |
|
| S3 |
1,630.50 |
1,641.50 |
1,672.00 |
|
| S4 |
1,603.50 |
1,614.50 |
1,664.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,690.50 |
1,660.25 |
30.25 |
1.8% |
13.25 |
0.8% |
74% |
False |
False |
4,430 |
| 10 |
1,719.50 |
1,660.25 |
59.25 |
3.5% |
16.00 |
0.9% |
38% |
False |
False |
2,998 |
| 20 |
1,719.50 |
1,622.75 |
96.75 |
5.7% |
14.25 |
0.8% |
62% |
False |
False |
1,587 |
| 40 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
14.00 |
0.8% |
65% |
False |
False |
824 |
| 60 |
1,719.50 |
1,613.00 |
106.50 |
6.3% |
12.25 |
0.7% |
65% |
False |
False |
568 |
| 80 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
14.00 |
0.8% |
79% |
False |
False |
463 |
| 100 |
1,719.50 |
1,542.25 |
177.25 |
10.5% |
13.50 |
0.8% |
79% |
False |
False |
373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,755.50 |
|
2.618 |
1,728.50 |
|
1.618 |
1,712.00 |
|
1.000 |
1,701.75 |
|
0.618 |
1,695.50 |
|
HIGH |
1,685.25 |
|
0.618 |
1,679.00 |
|
0.500 |
1,677.00 |
|
0.382 |
1,675.00 |
|
LOW |
1,668.75 |
|
0.618 |
1,658.50 |
|
1.000 |
1,652.25 |
|
1.618 |
1,642.00 |
|
2.618 |
1,625.50 |
|
4.250 |
1,598.50 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,680.75 |
1,680.00 |
| PP |
1,679.00 |
1,677.00 |
| S1 |
1,677.00 |
1,674.25 |
|