| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,052.0 |
3,019.0 |
-33.0 |
-1.1% |
3,057.0 |
| High |
3,056.0 |
3,039.0 |
-17.0 |
-0.6% |
3,102.0 |
| Low |
3,020.0 |
2,995.0 |
-25.0 |
-0.8% |
2,992.0 |
| Close |
3,031.0 |
3,015.0 |
-16.0 |
-0.5% |
3,028.0 |
| Range |
36.0 |
44.0 |
8.0 |
22.2% |
110.0 |
| ATR |
39.5 |
39.8 |
0.3 |
0.8% |
0.0 |
| Volume |
930,532 |
873,826 |
-56,706 |
-6.1% |
4,944,557 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,148.3 |
3,125.7 |
3,039.2 |
|
| R3 |
3,104.3 |
3,081.7 |
3,027.1 |
|
| R2 |
3,060.3 |
3,060.3 |
3,023.1 |
|
| R1 |
3,037.7 |
3,037.7 |
3,019.0 |
3,027.0 |
| PP |
3,016.3 |
3,016.3 |
3,016.3 |
3,011.0 |
| S1 |
2,993.7 |
2,993.7 |
3,011.0 |
2,983.0 |
| S2 |
2,972.3 |
2,972.3 |
3,006.9 |
|
| S3 |
2,928.3 |
2,949.7 |
3,002.9 |
|
| S4 |
2,884.3 |
2,905.7 |
2,990.8 |
|
|
| 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% |
50.6 |
1.7% |
21% |
False |
False |
877,456 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
42.1 |
1.4% |
21% |
False |
False |
858,884 |
| 20 |
3,102.0 |
2,981.0 |
121.0 |
4.0% |
36.5 |
1.2% |
28% |
False |
False |
804,202 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.9% |
35.3 |
1.2% |
64% |
False |
False |
842,990 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.4% |
36.0 |
1.2% |
78% |
False |
False |
647,138 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.4% |
34.3 |
1.1% |
78% |
False |
False |
485,455 |
| 100 |
3,102.0 |
2,523.0 |
579.0 |
19.2% |
34.9 |
1.2% |
85% |
False |
False |
388,462 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.6% |
35.7 |
1.2% |
86% |
False |
False |
323,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,226.0 |
|
2.618 |
3,154.2 |
|
1.618 |
3,110.2 |
|
1.000 |
3,083.0 |
|
0.618 |
3,066.2 |
|
HIGH |
3,039.0 |
|
0.618 |
3,022.2 |
|
0.500 |
3,017.0 |
|
0.382 |
3,011.8 |
|
LOW |
2,995.0 |
|
0.618 |
2,967.8 |
|
1.000 |
2,951.0 |
|
1.618 |
2,923.8 |
|
2.618 |
2,879.8 |
|
4.250 |
2,808.0 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,017.0 |
3,025.5 |
| PP |
3,016.3 |
3,022.0 |
| S1 |
3,015.7 |
3,018.5 |
|