| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,054.0 |
3,050.0 |
-4.0 |
-0.1% |
3,035.0 |
| High |
3,059.0 |
3,090.0 |
31.0 |
1.0% |
3,059.0 |
| Low |
3,040.0 |
3,039.0 |
-1.0 |
0.0% |
2,995.0 |
| Close |
3,053.0 |
3,080.0 |
27.0 |
0.9% |
3,053.0 |
| Range |
19.0 |
51.0 |
32.0 |
168.4% |
64.0 |
| ATR |
38.3 |
39.2 |
0.9 |
2.4% |
0.0 |
| Volume |
794,551 |
767,851 |
-26,700 |
-3.4% |
4,128,126 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,222.7 |
3,202.3 |
3,108.1 |
|
| R3 |
3,171.7 |
3,151.3 |
3,094.0 |
|
| R2 |
3,120.7 |
3,120.7 |
3,089.4 |
|
| R1 |
3,100.3 |
3,100.3 |
3,084.7 |
3,110.5 |
| PP |
3,069.7 |
3,069.7 |
3,069.7 |
3,074.8 |
| S1 |
3,049.3 |
3,049.3 |
3,075.3 |
3,059.5 |
| S2 |
3,018.7 |
3,018.7 |
3,070.7 |
|
| S3 |
2,967.7 |
2,998.3 |
3,066.0 |
|
| S4 |
2,916.7 |
2,947.3 |
3,052.0 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,227.7 |
3,204.3 |
3,088.2 |
|
| R3 |
3,163.7 |
3,140.3 |
3,070.6 |
|
| R2 |
3,099.7 |
3,099.7 |
3,064.7 |
|
| R1 |
3,076.3 |
3,076.3 |
3,058.9 |
3,088.0 |
| PP |
3,035.7 |
3,035.7 |
3,035.7 |
3,041.5 |
| S1 |
3,012.3 |
3,012.3 |
3,047.1 |
3,024.0 |
| S2 |
2,971.7 |
2,971.7 |
3,041.3 |
|
| S3 |
2,907.7 |
2,948.3 |
3,035.4 |
|
| S4 |
2,843.7 |
2,884.3 |
3,017.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,090.0 |
2,995.0 |
95.0 |
3.1% |
35.8 |
1.2% |
89% |
True |
False |
827,292 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
42.5 |
1.4% |
80% |
False |
False |
904,319 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
37.3 |
1.2% |
80% |
False |
False |
814,836 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
35.1 |
1.1% |
91% |
False |
False |
833,773 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
35.7 |
1.2% |
95% |
False |
False |
685,958 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
34.4 |
1.1% |
95% |
False |
False |
514,598 |
| 100 |
3,102.0 |
2,523.0 |
579.0 |
18.8% |
34.4 |
1.1% |
96% |
False |
False |
411,778 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.2% |
35.7 |
1.2% |
96% |
False |
False |
343,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,306.8 |
|
2.618 |
3,223.5 |
|
1.618 |
3,172.5 |
|
1.000 |
3,141.0 |
|
0.618 |
3,121.5 |
|
HIGH |
3,090.0 |
|
0.618 |
3,070.5 |
|
0.500 |
3,064.5 |
|
0.382 |
3,058.5 |
|
LOW |
3,039.0 |
|
0.618 |
3,007.5 |
|
1.000 |
2,988.0 |
|
1.618 |
2,956.5 |
|
2.618 |
2,905.5 |
|
4.250 |
2,822.3 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,074.8 |
3,072.5 |
| PP |
3,069.7 |
3,065.0 |
| S1 |
3,064.5 |
3,057.5 |
|