| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,065.0 |
3,065.0 |
0.0 |
0.0% |
3,050.0 |
| High |
3,076.0 |
3,075.0 |
-1.0 |
0.0% |
3,090.0 |
| Low |
3,058.0 |
3,058.0 |
0.0 |
0.0% |
3,011.0 |
| Close |
3,070.0 |
3,063.0 |
-7.0 |
-0.2% |
3,053.0 |
| Range |
18.0 |
17.0 |
-1.0 |
-5.6% |
79.0 |
| ATR |
38.2 |
36.7 |
-1.5 |
-4.0% |
0.0 |
| Volume |
618,685 |
683,359 |
64,674 |
10.5% |
3,497,003 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.3 |
3,106.7 |
3,072.4 |
|
| R3 |
3,099.3 |
3,089.7 |
3,067.7 |
|
| R2 |
3,082.3 |
3,082.3 |
3,066.1 |
|
| R1 |
3,072.7 |
3,072.7 |
3,064.6 |
3,069.0 |
| PP |
3,065.3 |
3,065.3 |
3,065.3 |
3,063.5 |
| S1 |
3,055.7 |
3,055.7 |
3,061.4 |
3,052.0 |
| S2 |
3,048.3 |
3,048.3 |
3,059.9 |
|
| S3 |
3,031.3 |
3,038.7 |
3,058.3 |
|
| S4 |
3,014.3 |
3,021.7 |
3,053.7 |
|
|
| 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% |
29.6 |
1.0% |
80% |
False |
False |
647,672 |
| 10 |
3,090.0 |
2,995.0 |
95.0 |
3.1% |
32.7 |
1.1% |
72% |
False |
False |
723,712 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
37.5 |
1.2% |
65% |
False |
False |
795,021 |
| 40 |
3,102.0 |
2,879.0 |
223.0 |
7.3% |
35.3 |
1.2% |
83% |
False |
False |
798,447 |
| 60 |
3,102.0 |
2,712.0 |
390.0 |
12.7% |
34.4 |
1.1% |
90% |
False |
False |
752,577 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.2% |
34.7 |
1.1% |
90% |
False |
False |
564,966 |
| 100 |
3,102.0 |
2,626.0 |
476.0 |
15.5% |
33.0 |
1.1% |
92% |
False |
False |
452,066 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.3% |
35.1 |
1.1% |
94% |
False |
False |
376,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,147.3 |
|
2.618 |
3,119.5 |
|
1.618 |
3,102.5 |
|
1.000 |
3,092.0 |
|
0.618 |
3,085.5 |
|
HIGH |
3,075.0 |
|
0.618 |
3,068.5 |
|
0.500 |
3,066.5 |
|
0.382 |
3,064.5 |
|
LOW |
3,058.0 |
|
0.618 |
3,047.5 |
|
1.000 |
3,041.0 |
|
1.618 |
3,030.5 |
|
2.618 |
3,013.5 |
|
4.250 |
2,985.8 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,066.5 |
3,060.2 |
| PP |
3,065.3 |
3,057.3 |
| S1 |
3,064.2 |
3,054.5 |
|