| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,018.0 |
3,035.0 |
17.0 |
0.6% |
3,057.0 |
| High |
3,040.0 |
3,053.0 |
13.0 |
0.4% |
3,102.0 |
| Low |
2,992.0 |
3,022.0 |
30.0 |
1.0% |
2,992.0 |
| Close |
3,028.0 |
3,049.0 |
21.0 |
0.7% |
3,028.0 |
| Range |
48.0 |
31.0 |
-17.0 |
-35.4% |
110.0 |
| ATR |
40.5 |
39.8 |
-0.7 |
-1.7% |
0.0 |
| Volume |
571,648 |
759,517 |
187,869 |
32.9% |
4,944,557 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,134.3 |
3,122.7 |
3,066.1 |
|
| R3 |
3,103.3 |
3,091.7 |
3,057.5 |
|
| R2 |
3,072.3 |
3,072.3 |
3,054.7 |
|
| R1 |
3,060.7 |
3,060.7 |
3,051.8 |
3,066.5 |
| PP |
3,041.3 |
3,041.3 |
3,041.3 |
3,044.3 |
| S1 |
3,029.7 |
3,029.7 |
3,046.2 |
3,035.5 |
| S2 |
3,010.3 |
3,010.3 |
3,043.3 |
|
| S3 |
2,979.3 |
2,998.7 |
3,040.5 |
|
| S4 |
2,948.3 |
2,967.7 |
3,032.0 |
|
|
| 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% |
49.2 |
1.6% |
52% |
False |
False |
981,346 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
42.5 |
1.4% |
52% |
False |
False |
858,736 |
| 20 |
3,102.0 |
2,973.0 |
129.0 |
4.2% |
35.5 |
1.2% |
59% |
False |
False |
809,783 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
35.6 |
1.2% |
78% |
False |
False |
849,113 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.9 |
1.2% |
87% |
False |
False |
617,076 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
33.7 |
1.1% |
87% |
False |
False |
462,901 |
| 100 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
34.9 |
1.1% |
91% |
False |
False |
370,436 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.6 |
1.2% |
91% |
False |
False |
308,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,184.8 |
|
2.618 |
3,134.2 |
|
1.618 |
3,103.2 |
|
1.000 |
3,084.0 |
|
0.618 |
3,072.2 |
|
HIGH |
3,053.0 |
|
0.618 |
3,041.2 |
|
0.500 |
3,037.5 |
|
0.382 |
3,033.8 |
|
LOW |
3,022.0 |
|
0.618 |
3,002.8 |
|
1.000 |
2,991.0 |
|
1.618 |
2,971.8 |
|
2.618 |
2,940.8 |
|
4.250 |
2,890.3 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,045.2 |
3,048.3 |
| PP |
3,041.3 |
3,047.7 |
| S1 |
3,037.5 |
3,047.0 |
|