| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,035.0 |
3,052.0 |
17.0 |
0.6% |
3,057.0 |
| High |
3,053.0 |
3,056.0 |
3.0 |
0.1% |
3,102.0 |
| Low |
3,022.0 |
3,020.0 |
-2.0 |
-0.1% |
2,992.0 |
| Close |
3,049.0 |
3,031.0 |
-18.0 |
-0.6% |
3,028.0 |
| Range |
31.0 |
36.0 |
5.0 |
16.1% |
110.0 |
| ATR |
39.8 |
39.5 |
-0.3 |
-0.7% |
0.0 |
| Volume |
759,517 |
930,532 |
171,015 |
22.5% |
4,944,557 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,143.7 |
3,123.3 |
3,050.8 |
|
| R3 |
3,107.7 |
3,087.3 |
3,040.9 |
|
| R2 |
3,071.7 |
3,071.7 |
3,037.6 |
|
| R1 |
3,051.3 |
3,051.3 |
3,034.3 |
3,043.5 |
| PP |
3,035.7 |
3,035.7 |
3,035.7 |
3,031.8 |
| S1 |
3,015.3 |
3,015.3 |
3,027.7 |
3,007.5 |
| S2 |
2,999.7 |
2,999.7 |
3,024.4 |
|
| S3 |
2,963.7 |
2,979.3 |
3,021.1 |
|
| S4 |
2,927.7 |
2,943.3 |
3,011.2 |
|
|
| 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% |
46.6 |
1.5% |
35% |
False |
False |
1,024,161 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
42.2 |
1.4% |
35% |
False |
False |
866,330 |
| 20 |
3,102.0 |
2,981.0 |
121.0 |
4.0% |
36.0 |
1.2% |
41% |
False |
False |
810,707 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
35.9 |
1.2% |
70% |
False |
False |
843,388 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
35.9 |
1.2% |
82% |
False |
False |
632,579 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.3% |
34.0 |
1.1% |
82% |
False |
False |
474,532 |
| 100 |
3,102.0 |
2,514.0 |
588.0 |
19.4% |
34.7 |
1.1% |
88% |
False |
False |
379,728 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.5% |
35.7 |
1.2% |
89% |
False |
False |
316,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,209.0 |
|
2.618 |
3,150.2 |
|
1.618 |
3,114.2 |
|
1.000 |
3,092.0 |
|
0.618 |
3,078.2 |
|
HIGH |
3,056.0 |
|
0.618 |
3,042.2 |
|
0.500 |
3,038.0 |
|
0.382 |
3,033.8 |
|
LOW |
3,020.0 |
|
0.618 |
2,997.8 |
|
1.000 |
2,984.0 |
|
1.618 |
2,961.8 |
|
2.618 |
2,925.8 |
|
4.250 |
2,867.0 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.0 |
3,028.7 |
| PP |
3,035.7 |
3,026.3 |
| S1 |
3,033.3 |
3,024.0 |
|