| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1,352.0 |
1,354.2 |
2.2 |
0.2% |
1,316.3 |
| High |
1,361.1 |
1,356.9 |
-4.2 |
-0.3% |
1,356.4 |
| Low |
1,349.1 |
1,344.0 |
-5.1 |
-0.4% |
1,311.0 |
| Close |
1,353.4 |
1,346.7 |
-6.7 |
-0.5% |
1,353.5 |
| Range |
12.0 |
12.9 |
0.9 |
7.5% |
45.4 |
| ATR |
22.5 |
21.8 |
-0.7 |
-3.1% |
0.0 |
| Volume |
1,104 |
1,204 |
100 |
9.1% |
6,630 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,387.9 |
1,380.2 |
1,353.8 |
|
| R3 |
1,375.0 |
1,367.3 |
1,350.2 |
|
| R2 |
1,362.1 |
1,362.1 |
1,349.1 |
|
| R1 |
1,354.4 |
1,354.4 |
1,347.9 |
1,351.8 |
| PP |
1,349.2 |
1,349.2 |
1,349.2 |
1,347.9 |
| S1 |
1,341.5 |
1,341.5 |
1,345.5 |
1,338.9 |
| S2 |
1,336.3 |
1,336.3 |
1,344.3 |
|
| S3 |
1,323.4 |
1,328.6 |
1,343.2 |
|
| S4 |
1,310.5 |
1,315.7 |
1,339.6 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,476.5 |
1,460.4 |
1,378.5 |
|
| R3 |
1,431.1 |
1,415.0 |
1,366.0 |
|
| R2 |
1,385.7 |
1,385.7 |
1,361.8 |
|
| R1 |
1,369.6 |
1,369.6 |
1,357.7 |
1,377.7 |
| PP |
1,340.3 |
1,340.3 |
1,340.3 |
1,344.3 |
| S1 |
1,324.2 |
1,324.2 |
1,349.3 |
1,332.3 |
| S2 |
1,294.9 |
1,294.9 |
1,345.2 |
|
| S3 |
1,249.5 |
1,278.8 |
1,341.0 |
|
| S4 |
1,204.1 |
1,233.4 |
1,328.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,361.1 |
1,332.6 |
28.5 |
2.1% |
13.5 |
1.0% |
49% |
False |
False |
1,546 |
| 10 |
1,361.1 |
1,273.0 |
88.1 |
6.5% |
18.6 |
1.4% |
84% |
False |
False |
1,378 |
| 20 |
1,361.1 |
1,255.0 |
106.1 |
7.9% |
20.8 |
1.5% |
86% |
False |
False |
1,399 |
| 40 |
1,414.1 |
1,255.0 |
159.1 |
11.8% |
22.7 |
1.7% |
58% |
False |
False |
1,005 |
| 60 |
1,430.2 |
1,255.0 |
175.2 |
13.0% |
21.6 |
1.6% |
52% |
False |
False |
899 |
| 80 |
1,430.2 |
1,246.5 |
183.7 |
13.6% |
20.0 |
1.5% |
55% |
False |
False |
1,011 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,411.7 |
|
2.618 |
1,390.7 |
|
1.618 |
1,377.8 |
|
1.000 |
1,369.8 |
|
0.618 |
1,364.9 |
|
HIGH |
1,356.9 |
|
0.618 |
1,352.0 |
|
0.500 |
1,350.5 |
|
0.382 |
1,348.9 |
|
LOW |
1,344.0 |
|
0.618 |
1,336.0 |
|
1.000 |
1,331.1 |
|
1.618 |
1,323.1 |
|
2.618 |
1,310.2 |
|
4.250 |
1,289.2 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,350.5 |
1,349.7 |
| PP |
1,349.2 |
1,348.7 |
| S1 |
1,348.0 |
1,347.7 |
|