| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
9,087.0 |
9,119.0 |
32.0 |
0.4% |
9,038.0 |
| High |
9,125.0 |
9,126.5 |
1.5 |
0.0% |
9,197.0 |
| Low |
9,066.0 |
9,060.0 |
-6.0 |
-0.1% |
8,966.0 |
| Close |
9,117.5 |
9,083.5 |
-34.0 |
-0.4% |
9,073.5 |
| Range |
59.0 |
66.5 |
7.5 |
12.7% |
231.0 |
| ATR |
88.9 |
87.3 |
-1.6 |
-1.8% |
0.0 |
| Volume |
79,774 |
113,371 |
33,597 |
42.1% |
527,928 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,289.5 |
9,253.0 |
9,120.1 |
|
| R3 |
9,223.0 |
9,186.5 |
9,101.8 |
|
| R2 |
9,156.5 |
9,156.5 |
9,095.7 |
|
| R1 |
9,120.0 |
9,120.0 |
9,089.6 |
9,105.0 |
| PP |
9,090.0 |
9,090.0 |
9,090.0 |
9,082.5 |
| S1 |
9,053.5 |
9,053.5 |
9,077.4 |
9,038.5 |
| S2 |
9,023.5 |
9,023.5 |
9,071.3 |
|
| S3 |
8,957.0 |
8,987.0 |
9,065.2 |
|
| S4 |
8,890.5 |
8,920.5 |
9,046.9 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,771.8 |
9,653.7 |
9,200.6 |
|
| R3 |
9,540.8 |
9,422.7 |
9,137.0 |
|
| R2 |
9,309.8 |
9,309.8 |
9,115.9 |
|
| R1 |
9,191.7 |
9,191.7 |
9,094.7 |
9,250.8 |
| PP |
9,078.8 |
9,078.8 |
9,078.8 |
9,108.4 |
| S1 |
8,960.7 |
8,960.7 |
9,052.3 |
9,019.8 |
| S2 |
8,847.8 |
8,847.8 |
9,031.2 |
|
| S3 |
8,616.8 |
8,729.7 |
9,010.0 |
|
| S4 |
8,385.8 |
8,498.7 |
8,946.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,197.0 |
8,999.5 |
197.5 |
2.2% |
92.6 |
1.0% |
43% |
False |
False |
109,322 |
| 10 |
9,197.0 |
8,966.0 |
231.0 |
2.5% |
81.7 |
0.9% |
51% |
False |
False |
95,622 |
| 20 |
9,197.0 |
8,766.5 |
430.5 |
4.7% |
77.4 |
0.9% |
74% |
False |
False |
85,986 |
| 40 |
9,197.0 |
8,498.0 |
699.0 |
7.7% |
83.3 |
0.9% |
84% |
False |
False |
86,666 |
| 60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.6 |
1.0% |
90% |
False |
False |
61,561 |
| 80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.7 |
1.0% |
90% |
False |
False |
46,215 |
| 100 |
9,197.0 |
7,748.5 |
1,448.5 |
15.9% |
91.2 |
1.0% |
92% |
False |
False |
37,004 |
| 120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.5% |
97.5 |
1.1% |
92% |
False |
False |
30,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,409.1 |
|
2.618 |
9,300.6 |
|
1.618 |
9,234.1 |
|
1.000 |
9,193.0 |
|
0.618 |
9,167.6 |
|
HIGH |
9,126.5 |
|
0.618 |
9,101.1 |
|
0.500 |
9,093.3 |
|
0.382 |
9,085.4 |
|
LOW |
9,060.0 |
|
0.618 |
9,018.9 |
|
1.000 |
8,993.5 |
|
1.618 |
8,952.4 |
|
2.618 |
8,885.9 |
|
4.250 |
8,777.4 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,093.3 |
9,076.7 |
| PP |
9,090.0 |
9,069.8 |
| S1 |
9,086.8 |
9,063.0 |
|