| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,019.0 |
3,043.0 |
24.0 |
0.8% |
3,057.0 |
| High |
3,039.0 |
3,054.0 |
15.0 |
0.5% |
3,102.0 |
| Low |
2,995.0 |
3,025.0 |
30.0 |
1.0% |
2,992.0 |
| Close |
3,015.0 |
3,050.0 |
35.0 |
1.2% |
3,028.0 |
| Range |
44.0 |
29.0 |
-15.0 |
-34.1% |
110.0 |
| ATR |
39.8 |
39.8 |
-0.1 |
-0.2% |
0.0 |
| Volume |
873,826 |
769,700 |
-104,126 |
-11.9% |
4,944,557 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,130.0 |
3,119.0 |
3,066.0 |
|
| R3 |
3,101.0 |
3,090.0 |
3,058.0 |
|
| R2 |
3,072.0 |
3,072.0 |
3,055.3 |
|
| R1 |
3,061.0 |
3,061.0 |
3,052.7 |
3,066.5 |
| PP |
3,043.0 |
3,043.0 |
3,043.0 |
3,045.8 |
| S1 |
3,032.0 |
3,032.0 |
3,047.3 |
3,037.5 |
| S2 |
3,014.0 |
3,014.0 |
3,044.7 |
|
| S3 |
2,985.0 |
3,003.0 |
3,042.0 |
|
| S4 |
2,956.0 |
2,974.0 |
3,034.1 |
|
|
| 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 |
3,056.0 |
2,992.0 |
64.0 |
2.1% |
37.6 |
1.2% |
91% |
False |
False |
781,044 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
39.9 |
1.3% |
53% |
False |
False |
870,488 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
36.3 |
1.2% |
53% |
False |
False |
796,862 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
35.1 |
1.1% |
78% |
False |
False |
834,731 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
36.1 |
1.2% |
87% |
False |
False |
659,928 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.3 |
1.1% |
87% |
False |
False |
495,075 |
| 100 |
3,102.0 |
2,523.0 |
579.0 |
19.0% |
34.5 |
1.1% |
91% |
False |
False |
396,157 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.7 |
1.2% |
92% |
False |
False |
330,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,177.3 |
|
2.618 |
3,129.9 |
|
1.618 |
3,100.9 |
|
1.000 |
3,083.0 |
|
0.618 |
3,071.9 |
|
HIGH |
3,054.0 |
|
0.618 |
3,042.9 |
|
0.500 |
3,039.5 |
|
0.382 |
3,036.1 |
|
LOW |
3,025.0 |
|
0.618 |
3,007.1 |
|
1.000 |
2,996.0 |
|
1.618 |
2,978.1 |
|
2.618 |
2,949.1 |
|
4.250 |
2,901.8 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.5 |
3,041.8 |
| PP |
3,043.0 |
3,033.7 |
| S1 |
3,039.5 |
3,025.5 |
|