| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,062.0 |
3,035.0 |
-27.0 |
-0.9% |
3,035.0 |
| High |
3,067.0 |
3,063.0 |
-4.0 |
-0.1% |
3,059.0 |
| Low |
3,031.0 |
3,019.0 |
-12.0 |
-0.4% |
2,995.0 |
| Close |
3,048.0 |
3,045.0 |
-3.0 |
-0.1% |
3,053.0 |
| Range |
36.0 |
44.0 |
8.0 |
22.2% |
64.0 |
| ATR |
39.9 |
40.2 |
0.3 |
0.7% |
0.0 |
| Volume |
792,833 |
737,884 |
-54,949 |
-6.9% |
4,128,126 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,174.3 |
3,153.7 |
3,069.2 |
|
| R3 |
3,130.3 |
3,109.7 |
3,057.1 |
|
| R2 |
3,086.3 |
3,086.3 |
3,053.1 |
|
| R1 |
3,065.7 |
3,065.7 |
3,049.0 |
3,076.0 |
| PP |
3,042.3 |
3,042.3 |
3,042.3 |
3,047.5 |
| S1 |
3,021.7 |
3,021.7 |
3,041.0 |
3,032.0 |
| S2 |
2,998.3 |
2,998.3 |
3,036.9 |
|
| S3 |
2,954.3 |
2,977.7 |
3,032.9 |
|
| S4 |
2,910.3 |
2,933.7 |
3,020.8 |
|
|
| 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 |
3,019.0 |
71.0 |
2.3% |
35.8 |
1.2% |
37% |
False |
True |
772,563 |
| 10 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
43.2 |
1.4% |
48% |
False |
False |
825,010 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
38.3 |
1.3% |
48% |
False |
False |
812,986 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
35.9 |
1.2% |
76% |
False |
False |
833,375 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.2 |
1.2% |
86% |
False |
False |
711,404 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.9 |
1.1% |
86% |
False |
False |
533,730 |
| 100 |
3,102.0 |
2,523.0 |
579.0 |
19.0% |
34.2 |
1.1% |
90% |
False |
False |
427,070 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.4% |
35.7 |
1.2% |
91% |
False |
False |
355,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,250.0 |
|
2.618 |
3,178.2 |
|
1.618 |
3,134.2 |
|
1.000 |
3,107.0 |
|
0.618 |
3,090.2 |
|
HIGH |
3,063.0 |
|
0.618 |
3,046.2 |
|
0.500 |
3,041.0 |
|
0.382 |
3,035.8 |
|
LOW |
3,019.0 |
|
0.618 |
2,991.8 |
|
1.000 |
2,975.0 |
|
1.618 |
2,947.8 |
|
2.618 |
2,903.8 |
|
4.250 |
2,832.0 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,043.7 |
3,054.5 |
| PP |
3,042.3 |
3,051.3 |
| S1 |
3,041.0 |
3,048.2 |
|