| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,049.0 |
3,065.0 |
16.0 |
0.5% |
3,050.0 |
| High |
3,060.0 |
3,076.0 |
16.0 |
0.5% |
3,090.0 |
| Low |
3,033.0 |
3,058.0 |
25.0 |
0.8% |
3,011.0 |
| Close |
3,053.0 |
3,070.0 |
17.0 |
0.6% |
3,053.0 |
| Range |
27.0 |
18.0 |
-9.0 |
-33.3% |
79.0 |
| ATR |
39.4 |
38.2 |
-1.2 |
-3.0% |
0.0 |
| Volume |
574,719 |
618,685 |
43,966 |
7.6% |
3,497,003 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,122.0 |
3,114.0 |
3,079.9 |
|
| R3 |
3,104.0 |
3,096.0 |
3,075.0 |
|
| R2 |
3,086.0 |
3,086.0 |
3,073.3 |
|
| R1 |
3,078.0 |
3,078.0 |
3,071.7 |
3,082.0 |
| PP |
3,068.0 |
3,068.0 |
3,068.0 |
3,070.0 |
| S1 |
3,060.0 |
3,060.0 |
3,068.4 |
3,064.0 |
| S2 |
3,050.0 |
3,050.0 |
3,066.7 |
|
| S3 |
3,032.0 |
3,042.0 |
3,065.1 |
|
| S4 |
3,014.0 |
3,024.0 |
3,060.1 |
|
|
| 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 |
3,076.0 |
3,011.0 |
65.0 |
2.1% |
33.4 |
1.1% |
91% |
True |
False |
669,567 |
| 10 |
3,090.0 |
2,995.0 |
95.0 |
3.1% |
34.6 |
1.1% |
79% |
False |
False |
748,429 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
38.6 |
1.3% |
71% |
False |
False |
803,582 |
| 40 |
3,102.0 |
2,879.0 |
223.0 |
7.3% |
35.8 |
1.2% |
86% |
False |
False |
805,427 |
| 60 |
3,102.0 |
2,712.0 |
390.0 |
12.7% |
34.9 |
1.1% |
92% |
False |
False |
741,521 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
34.8 |
1.1% |
92% |
False |
False |
556,425 |
| 100 |
3,102.0 |
2,600.0 |
502.0 |
16.4% |
33.4 |
1.1% |
94% |
False |
False |
445,234 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.2% |
35.1 |
1.1% |
95% |
False |
False |
371,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,152.5 |
|
2.618 |
3,123.1 |
|
1.618 |
3,105.1 |
|
1.000 |
3,094.0 |
|
0.618 |
3,087.1 |
|
HIGH |
3,076.0 |
|
0.618 |
3,069.1 |
|
0.500 |
3,067.0 |
|
0.382 |
3,064.9 |
|
LOW |
3,058.0 |
|
0.618 |
3,046.9 |
|
1.000 |
3,040.0 |
|
1.618 |
3,028.9 |
|
2.618 |
3,010.9 |
|
4.250 |
2,981.5 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,069.0 |
3,061.2 |
| PP |
3,068.0 |
3,052.3 |
| S1 |
3,067.0 |
3,043.5 |
|