| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
6,313.0 |
6,424.0 |
111.0 |
1.8% |
6,425.0 |
| High |
6,437.5 |
6,491.0 |
53.5 |
0.8% |
6,491.0 |
| Low |
6,312.5 |
6,405.0 |
92.5 |
1.5% |
6,287.5 |
| Close |
6,399.5 |
6,457.5 |
58.0 |
0.9% |
6,457.5 |
| Range |
125.0 |
86.0 |
-39.0 |
-31.2% |
203.5 |
| ATR |
74.0 |
75.3 |
1.2 |
1.7% |
0.0 |
| Volume |
83,484 |
62,112 |
-21,372 |
-25.6% |
464,490 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,709.0 |
6,669.5 |
6,505.0 |
|
| R3 |
6,623.0 |
6,583.5 |
6,481.0 |
|
| R2 |
6,537.0 |
6,537.0 |
6,473.5 |
|
| R1 |
6,497.5 |
6,497.5 |
6,465.5 |
6,517.0 |
| PP |
6,451.0 |
6,451.0 |
6,451.0 |
6,461.0 |
| S1 |
6,411.5 |
6,411.5 |
6,449.5 |
6,431.0 |
| S2 |
6,365.0 |
6,365.0 |
6,441.5 |
|
| S3 |
6,279.0 |
6,325.5 |
6,434.0 |
|
| S4 |
6,193.0 |
6,239.5 |
6,410.0 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.5 |
6,943.5 |
6,569.5 |
|
| R3 |
6,819.0 |
6,740.0 |
6,513.5 |
|
| R2 |
6,615.5 |
6,615.5 |
6,495.0 |
|
| R1 |
6,536.5 |
6,536.5 |
6,476.0 |
6,576.0 |
| PP |
6,412.0 |
6,412.0 |
6,412.0 |
6,432.0 |
| S1 |
6,333.0 |
6,333.0 |
6,439.0 |
6,372.5 |
| S2 |
6,208.5 |
6,208.5 |
6,420.0 |
|
| S3 |
6,005.0 |
6,129.5 |
6,401.5 |
|
| S4 |
5,801.5 |
5,926.0 |
6,345.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,491.0 |
6,287.5 |
203.5 |
3.2% |
87.5 |
1.4% |
84% |
True |
False |
92,898 |
| 10 |
6,491.0 |
6,287.5 |
203.5 |
3.2% |
74.5 |
1.2% |
84% |
True |
False |
90,430 |
| 20 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
69.0 |
1.1% |
48% |
False |
False |
105,422 |
| 40 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
65.5 |
1.0% |
48% |
False |
False |
58,976 |
| 60 |
6,643.0 |
6,287.5 |
355.5 |
5.5% |
61.5 |
1.0% |
48% |
False |
False |
39,383 |
| 80 |
6,643.0 |
5,951.5 |
691.5 |
10.7% |
61.0 |
0.9% |
73% |
False |
False |
29,561 |
| 100 |
6,687.0 |
5,951.5 |
735.5 |
11.4% |
51.5 |
0.8% |
69% |
False |
False |
23,657 |
| 120 |
6,707.0 |
5,951.5 |
755.5 |
11.7% |
43.5 |
0.7% |
67% |
False |
False |
19,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,856.5 |
|
2.618 |
6,716.0 |
|
1.618 |
6,630.0 |
|
1.000 |
6,577.0 |
|
0.618 |
6,544.0 |
|
HIGH |
6,491.0 |
|
0.618 |
6,458.0 |
|
0.500 |
6,448.0 |
|
0.382 |
6,438.0 |
|
LOW |
6,405.0 |
|
0.618 |
6,352.0 |
|
1.000 |
6,319.0 |
|
1.618 |
6,266.0 |
|
2.618 |
6,180.0 |
|
4.250 |
6,039.5 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,454.5 |
6,435.0 |
| PP |
6,451.0 |
6,412.0 |
| S1 |
6,448.0 |
6,389.0 |
|