| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,045.0 |
3,018.0 |
-27.0 |
-0.9% |
3,057.0 |
| High |
3,102.0 |
3,040.0 |
-62.0 |
-2.0% |
3,102.0 |
| Low |
3,008.0 |
2,992.0 |
-16.0 |
-0.5% |
2,992.0 |
| Close |
3,039.0 |
3,028.0 |
-11.0 |
-0.4% |
3,028.0 |
| Range |
94.0 |
48.0 |
-46.0 |
-48.9% |
110.0 |
| ATR |
39.9 |
40.5 |
0.6 |
1.5% |
0.0 |
| Volume |
1,251,758 |
571,648 |
-680,110 |
-54.3% |
4,944,557 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.0 |
3,144.0 |
3,054.4 |
|
| R3 |
3,116.0 |
3,096.0 |
3,041.2 |
|
| R2 |
3,068.0 |
3,068.0 |
3,036.8 |
|
| R1 |
3,048.0 |
3,048.0 |
3,032.4 |
3,058.0 |
| PP |
3,020.0 |
3,020.0 |
3,020.0 |
3,025.0 |
| S1 |
3,000.0 |
3,000.0 |
3,023.6 |
3,010.0 |
| S2 |
2,972.0 |
2,972.0 |
3,019.2 |
|
| S3 |
2,924.0 |
2,952.0 |
3,014.8 |
|
| S4 |
2,876.0 |
2,904.0 |
3,001.6 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,370.7 |
3,309.3 |
3,088.5 |
|
| R3 |
3,260.7 |
3,199.3 |
3,058.3 |
|
| R2 |
3,150.7 |
3,150.7 |
3,048.2 |
|
| R1 |
3,089.3 |
3,089.3 |
3,038.1 |
3,065.0 |
| PP |
3,040.7 |
3,040.7 |
3,040.7 |
3,028.5 |
| S1 |
2,979.3 |
2,979.3 |
3,017.9 |
2,955.0 |
| S2 |
2,930.7 |
2,930.7 |
3,007.8 |
|
| S3 |
2,820.7 |
2,869.3 |
2,997.8 |
|
| S4 |
2,710.7 |
2,759.3 |
2,967.5 |
|
|
| 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 |
2,992.0 |
110.0 |
3.6% |
46.0 |
1.5% |
33% |
False |
True |
988,911 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
43.2 |
1.4% |
33% |
False |
True |
849,362 |
| 20 |
3,102.0 |
2,946.0 |
156.0 |
5.2% |
35.8 |
1.2% |
53% |
False |
False |
818,132 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
35.5 |
1.2% |
69% |
False |
False |
862,006 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
35.9 |
1.2% |
82% |
False |
False |
604,426 |
| 80 |
3,102.0 |
2,686.0 |
416.0 |
13.7% |
33.6 |
1.1% |
82% |
False |
False |
453,408 |
| 100 |
3,102.0 |
2,481.0 |
621.0 |
20.5% |
35.3 |
1.2% |
88% |
False |
False |
362,847 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.5% |
35.5 |
1.2% |
88% |
False |
False |
302,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,244.0 |
|
2.618 |
3,165.7 |
|
1.618 |
3,117.7 |
|
1.000 |
3,088.0 |
|
0.618 |
3,069.7 |
|
HIGH |
3,040.0 |
|
0.618 |
3,021.7 |
|
0.500 |
3,016.0 |
|
0.382 |
3,010.3 |
|
LOW |
2,992.0 |
|
0.618 |
2,962.3 |
|
1.000 |
2,944.0 |
|
1.618 |
2,914.3 |
|
2.618 |
2,866.3 |
|
4.250 |
2,788.0 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,024.0 |
3,047.0 |
| PP |
3,020.0 |
3,040.7 |
| S1 |
3,016.0 |
3,034.3 |
|