| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,042.0 |
3,045.0 |
3.0 |
0.1% |
3,036.0 |
| High |
3,061.0 |
3,102.0 |
41.0 |
1.3% |
3,069.0 |
| Low |
3,037.0 |
3,008.0 |
-29.0 |
-1.0% |
3,002.0 |
| Close |
3,049.0 |
3,039.0 |
-10.0 |
-0.3% |
3,043.0 |
| Range |
24.0 |
94.0 |
70.0 |
291.7% |
67.0 |
| ATR |
35.7 |
39.9 |
4.2 |
11.7% |
0.0 |
| Volume |
1,607,350 |
1,251,758 |
-355,592 |
-22.1% |
3,549,071 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,331.7 |
3,279.3 |
3,090.7 |
|
| R3 |
3,237.7 |
3,185.3 |
3,064.9 |
|
| R2 |
3,143.7 |
3,143.7 |
3,056.2 |
|
| R1 |
3,091.3 |
3,091.3 |
3,047.6 |
3,070.5 |
| PP |
3,049.7 |
3,049.7 |
3,049.7 |
3,039.3 |
| S1 |
2,997.3 |
2,997.3 |
3,030.4 |
2,976.5 |
| S2 |
2,955.7 |
2,955.7 |
3,021.8 |
|
| S3 |
2,861.7 |
2,903.3 |
3,013.2 |
|
| S4 |
2,767.7 |
2,809.3 |
2,987.3 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,239.0 |
3,208.0 |
3,079.9 |
|
| R3 |
3,172.0 |
3,141.0 |
3,061.4 |
|
| R2 |
3,105.0 |
3,105.0 |
3,055.3 |
|
| R1 |
3,074.0 |
3,074.0 |
3,049.1 |
3,089.5 |
| PP |
3,038.0 |
3,038.0 |
3,038.0 |
3,045.8 |
| S1 |
3,007.0 |
3,007.0 |
3,036.9 |
3,022.5 |
| S2 |
2,971.0 |
2,971.0 |
3,030.7 |
|
| S3 |
2,904.0 |
2,940.0 |
3,024.6 |
|
| S4 |
2,837.0 |
2,873.0 |
3,006.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,102.0 |
3,008.0 |
94.0 |
3.1% |
42.2 |
1.4% |
33% |
True |
True |
959,932 |
| 10 |
3,102.0 |
3,002.0 |
100.0 |
3.3% |
40.8 |
1.3% |
37% |
True |
False |
849,397 |
| 20 |
3,102.0 |
2,946.0 |
156.0 |
5.1% |
34.3 |
1.1% |
60% |
True |
False |
821,530 |
| 40 |
3,102.0 |
2,835.0 |
267.0 |
8.8% |
34.9 |
1.1% |
76% |
True |
False |
866,017 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
35.8 |
1.2% |
84% |
True |
False |
594,917 |
| 80 |
3,102.0 |
2,658.0 |
444.0 |
14.6% |
33.6 |
1.1% |
86% |
True |
False |
446,263 |
| 100 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.4 |
1.2% |
90% |
True |
False |
357,131 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.4 |
1.2% |
90% |
True |
False |
297,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,501.5 |
|
2.618 |
3,348.1 |
|
1.618 |
3,254.1 |
|
1.000 |
3,196.0 |
|
0.618 |
3,160.1 |
|
HIGH |
3,102.0 |
|
0.618 |
3,066.1 |
|
0.500 |
3,055.0 |
|
0.382 |
3,043.9 |
|
LOW |
3,008.0 |
|
0.618 |
2,949.9 |
|
1.000 |
2,914.0 |
|
1.618 |
2,855.9 |
|
2.618 |
2,761.9 |
|
4.250 |
2,608.5 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,055.0 |
3,055.0 |
| PP |
3,049.7 |
3,049.7 |
| S1 |
3,044.3 |
3,044.3 |
|