| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,065.0 |
3,070.0 |
5.0 |
0.2% |
3,050.0 |
| High |
3,075.0 |
3,088.0 |
13.0 |
0.4% |
3,090.0 |
| Low |
3,058.0 |
3,062.0 |
4.0 |
0.1% |
3,011.0 |
| Close |
3,063.0 |
3,081.0 |
18.0 |
0.6% |
3,053.0 |
| Range |
17.0 |
26.0 |
9.0 |
52.9% |
79.0 |
| ATR |
36.7 |
35.9 |
-0.8 |
-2.1% |
0.0 |
| Volume |
683,359 |
417,623 |
-265,736 |
-38.9% |
3,497,003 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,155.0 |
3,144.0 |
3,095.3 |
|
| R3 |
3,129.0 |
3,118.0 |
3,088.2 |
|
| R2 |
3,103.0 |
3,103.0 |
3,085.8 |
|
| R1 |
3,092.0 |
3,092.0 |
3,083.4 |
3,097.5 |
| PP |
3,077.0 |
3,077.0 |
3,077.0 |
3,079.8 |
| S1 |
3,066.0 |
3,066.0 |
3,078.6 |
3,071.5 |
| S2 |
3,051.0 |
3,051.0 |
3,076.2 |
|
| S3 |
3,025.0 |
3,040.0 |
3,073.9 |
|
| S4 |
2,999.0 |
3,014.0 |
3,066.7 |
|
|
| 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 |
3,088.0 |
3,011.0 |
77.0 |
2.5% |
26.0 |
0.8% |
91% |
True |
False |
583,620 |
| 10 |
3,090.0 |
3,011.0 |
79.0 |
2.6% |
30.9 |
1.0% |
89% |
False |
False |
678,092 |
| 20 |
3,102.0 |
2,992.0 |
110.0 |
3.6% |
36.5 |
1.2% |
81% |
False |
False |
768,488 |
| 40 |
3,102.0 |
2,879.0 |
223.0 |
7.2% |
35.2 |
1.1% |
91% |
False |
False |
789,421 |
| 60 |
3,102.0 |
2,736.0 |
366.0 |
11.9% |
34.1 |
1.1% |
94% |
False |
False |
759,183 |
| 80 |
3,102.0 |
2,699.0 |
403.0 |
13.1% |
34.6 |
1.1% |
95% |
False |
False |
570,181 |
| 100 |
3,102.0 |
2,626.0 |
476.0 |
15.4% |
33.1 |
1.1% |
96% |
False |
False |
456,241 |
| 120 |
3,102.0 |
2,481.0 |
621.0 |
20.2% |
35.0 |
1.1% |
97% |
False |
False |
380,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.5 |
|
2.618 |
3,156.1 |
|
1.618 |
3,130.1 |
|
1.000 |
3,114.0 |
|
0.618 |
3,104.1 |
|
HIGH |
3,088.0 |
|
0.618 |
3,078.1 |
|
0.500 |
3,075.0 |
|
0.382 |
3,071.9 |
|
LOW |
3,062.0 |
|
0.618 |
3,045.9 |
|
1.000 |
3,036.0 |
|
1.618 |
3,019.9 |
|
2.618 |
2,993.9 |
|
4.250 |
2,951.5 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,079.0 |
3,078.3 |
| PP |
3,077.0 |
3,075.7 |
| S1 |
3,075.0 |
3,073.0 |
|