| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,049.0 |
26.0 |
0.9% |
3,050.0 |
| High |
3,053.0 |
3,060.0 |
7.0 |
0.2% |
3,090.0 |
| Low |
3,011.0 |
3,033.0 |
22.0 |
0.7% |
3,011.0 |
| Close |
3,044.0 |
3,053.0 |
9.0 |
0.3% |
3,053.0 |
| Range |
42.0 |
27.0 |
-15.0 |
-35.7% |
79.0 |
| ATR |
40.3 |
39.4 |
-1.0 |
-2.4% |
0.0 |
| Volume |
623,716 |
574,719 |
-48,997 |
-7.9% |
3,497,003 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,129.7 |
3,118.3 |
3,067.9 |
|
| R3 |
3,102.7 |
3,091.3 |
3,060.4 |
|
| R2 |
3,075.7 |
3,075.7 |
3,058.0 |
|
| R1 |
3,064.3 |
3,064.3 |
3,055.5 |
3,070.0 |
| PP |
3,048.7 |
3,048.7 |
3,048.7 |
3,051.5 |
| S1 |
3,037.3 |
3,037.3 |
3,050.5 |
3,043.0 |
| S2 |
3,021.7 |
3,021.7 |
3,048.1 |
|
| S3 |
2,994.7 |
3,010.3 |
3,045.6 |
|
| S4 |
2,967.7 |
2,983.3 |
3,038.2 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,288.3 |
3,249.7 |
3,096.5 |
|
| R3 |
3,209.3 |
3,170.7 |
3,074.7 |
|
| R2 |
3,130.3 |
3,130.3 |
3,067.5 |
|
| R1 |
3,091.7 |
3,091.7 |
3,060.2 |
3,111.0 |
| PP |
3,051.3 |
3,051.3 |
3,051.3 |
3,061.0 |
| S1 |
3,012.7 |
3,012.7 |
3,045.8 |
3,032.0 |
| S2 |
2,972.3 |
2,972.3 |
3,038.5 |
|
| S3 |
2,893.3 |
2,933.7 |
3,031.3 |
|
| S4 |
2,814.3 |
2,854.7 |
3,009.6 |
|
|
| 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 |
3,011.0 |
79.0 |
2.6% |
40.0 |
1.3% |
53% |
False |
False |
699,400 |
| 10 |
3,090.0 |
2,995.0 |
95.0 |
3.1% |
35.9 |
1.2% |
61% |
False |
False |
762,512 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
39.6 |
1.3% |
55% |
False |
False |
805,937 |
| 40 |
3,102.0 |
2,863.0 |
239.0 |
7.8% |
36.1 |
1.2% |
79% |
False |
False |
815,046 |
| 60 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
35.4 |
1.2% |
88% |
False |
False |
731,315 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.8 |
1.1% |
88% |
False |
False |
548,695 |
| 100 |
3,102.0 |
2,580.0 |
522.0 |
17.1% |
33.8 |
1.1% |
91% |
False |
False |
439,049 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.3% |
35.4 |
1.2% |
92% |
False |
False |
365,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,174.8 |
|
2.618 |
3,130.7 |
|
1.618 |
3,103.7 |
|
1.000 |
3,087.0 |
|
0.618 |
3,076.7 |
|
HIGH |
3,060.0 |
|
0.618 |
3,049.7 |
|
0.500 |
3,046.5 |
|
0.382 |
3,043.3 |
|
LOW |
3,033.0 |
|
0.618 |
3,016.3 |
|
1.000 |
3,006.0 |
|
1.618 |
2,989.3 |
|
2.618 |
2,962.3 |
|
4.250 |
2,918.3 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,050.8 |
3,047.7 |
| PP |
3,048.7 |
3,042.3 |
| S1 |
3,046.5 |
3,037.0 |
|