| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
5,180.0 |
5,223.0 |
43.0 |
0.8% |
5,218.0 |
| High |
5,235.0 |
5,223.0 |
-12.0 |
-0.2% |
5,235.0 |
| Low |
5,180.0 |
5,176.0 |
-4.0 |
-0.1% |
5,106.0 |
| Close |
5,229.0 |
5,207.0 |
-22.0 |
-0.4% |
5,229.0 |
| Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
129.0 |
| ATR |
49.5 |
49.8 |
0.2 |
0.5% |
0.0 |
| Volume |
24,842 |
19,482 |
-5,360 |
-21.6% |
99,101 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,343.0 |
5,322.0 |
5,232.9 |
|
| R3 |
5,296.0 |
5,275.0 |
5,219.9 |
|
| R2 |
5,249.0 |
5,249.0 |
5,215.6 |
|
| R1 |
5,228.0 |
5,228.0 |
5,211.3 |
5,215.0 |
| PP |
5,202.0 |
5,202.0 |
5,202.0 |
5,195.5 |
| S1 |
5,181.0 |
5,181.0 |
5,202.7 |
5,168.0 |
| S2 |
5,155.0 |
5,155.0 |
5,198.4 |
|
| S3 |
5,108.0 |
5,134.0 |
5,194.1 |
|
| S4 |
5,061.0 |
5,087.0 |
5,181.2 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,577.0 |
5,532.0 |
5,300.0 |
|
| R3 |
5,448.0 |
5,403.0 |
5,264.5 |
|
| R2 |
5,319.0 |
5,319.0 |
5,252.7 |
|
| R1 |
5,274.0 |
5,274.0 |
5,240.8 |
5,296.5 |
| PP |
5,190.0 |
5,190.0 |
5,190.0 |
5,201.3 |
| S1 |
5,145.0 |
5,145.0 |
5,217.2 |
5,167.5 |
| S2 |
5,061.0 |
5,061.0 |
5,205.4 |
|
| S3 |
4,932.0 |
5,016.0 |
5,193.5 |
|
| S4 |
4,803.0 |
4,887.0 |
5,158.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,235.0 |
5,106.0 |
129.0 |
2.5% |
41.4 |
0.8% |
78% |
False |
False |
19,635 |
| 10 |
5,259.0 |
5,106.0 |
153.0 |
2.9% |
45.7 |
0.9% |
66% |
False |
False |
19,747 |
| 20 |
5,322.0 |
5,106.0 |
216.0 |
4.1% |
42.3 |
0.8% |
47% |
False |
False |
28,166 |
| 40 |
5,322.0 |
5,000.0 |
322.0 |
6.2% |
33.4 |
0.6% |
64% |
False |
False |
16,583 |
| 60 |
5,322.0 |
4,963.0 |
359.0 |
6.9% |
28.5 |
0.5% |
68% |
False |
False |
11,088 |
| 80 |
5,322.0 |
4,621.0 |
701.0 |
13.5% |
24.3 |
0.5% |
84% |
False |
False |
8,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,422.8 |
|
2.618 |
5,346.0 |
|
1.618 |
5,299.0 |
|
1.000 |
5,270.0 |
|
0.618 |
5,252.0 |
|
HIGH |
5,223.0 |
|
0.618 |
5,205.0 |
|
0.500 |
5,199.5 |
|
0.382 |
5,194.0 |
|
LOW |
5,176.0 |
|
0.618 |
5,147.0 |
|
1.000 |
5,129.0 |
|
1.618 |
5,100.0 |
|
2.618 |
5,053.0 |
|
4.250 |
4,976.3 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,204.5 |
5,196.5 |
| PP |
5,202.0 |
5,186.0 |
| S1 |
5,199.5 |
5,175.5 |
|