| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,050.0 |
3,062.0 |
12.0 |
0.4% |
3,035.0 |
| High |
3,090.0 |
3,067.0 |
-23.0 |
-0.7% |
3,059.0 |
| Low |
3,039.0 |
3,031.0 |
-8.0 |
-0.3% |
2,995.0 |
| Close |
3,080.0 |
3,048.0 |
-32.0 |
-1.0% |
3,053.0 |
| Range |
51.0 |
36.0 |
-15.0 |
-29.4% |
64.0 |
| ATR |
39.2 |
39.9 |
0.7 |
1.8% |
0.0 |
| Volume |
767,851 |
792,833 |
24,982 |
3.3% |
4,128,126 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,156.7 |
3,138.3 |
3,067.8 |
|
| R3 |
3,120.7 |
3,102.3 |
3,057.9 |
|
| R2 |
3,084.7 |
3,084.7 |
3,054.6 |
|
| R1 |
3,066.3 |
3,066.3 |
3,051.3 |
3,057.5 |
| PP |
3,048.7 |
3,048.7 |
3,048.7 |
3,044.3 |
| S1 |
3,030.3 |
3,030.3 |
3,044.7 |
3,021.5 |
| S2 |
3,012.7 |
3,012.7 |
3,041.4 |
|
| S3 |
2,976.7 |
2,994.3 |
3,038.1 |
|
| S4 |
2,940.7 |
2,958.3 |
3,028.2 |
|
|
| 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% |
56% |
False |
False |
799,752 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
41.2 |
1.4% |
51% |
False |
False |
911,956 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
37.3 |
1.2% |
51% |
False |
False |
809,984 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
35.4 |
1.2% |
77% |
False |
False |
832,250 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.9 |
1.2% |
87% |
False |
False |
699,169 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.5 |
1.1% |
87% |
False |
False |
524,507 |
| 100 |
3,102.0 |
2,523.0 |
579.0 |
19.0% |
34.3 |
1.1% |
91% |
False |
False |
419,695 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.6 |
1.2% |
91% |
False |
False |
349,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,220.0 |
|
2.618 |
3,161.2 |
|
1.618 |
3,125.2 |
|
1.000 |
3,103.0 |
|
0.618 |
3,089.2 |
|
HIGH |
3,067.0 |
|
0.618 |
3,053.2 |
|
0.500 |
3,049.0 |
|
0.382 |
3,044.8 |
|
LOW |
3,031.0 |
|
0.618 |
3,008.8 |
|
1.000 |
2,995.0 |
|
1.618 |
2,972.8 |
|
2.618 |
2,936.8 |
|
4.250 |
2,878.0 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,049.0 |
3,060.5 |
| PP |
3,048.7 |
3,056.3 |
| S1 |
3,048.3 |
3,052.2 |
|