| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
9,052.5 |
9,123.0 |
70.5 |
0.8% |
9,038.0 |
| High |
9,111.0 |
9,157.0 |
46.0 |
0.5% |
9,197.0 |
| Low |
8,983.5 |
9,103.5 |
120.0 |
1.3% |
8,966.0 |
| Close |
9,051.0 |
9,152.0 |
101.0 |
1.1% |
9,073.5 |
| Range |
127.5 |
53.5 |
-74.0 |
-58.0% |
231.0 |
| ATR |
90.1 |
91.3 |
1.1 |
1.3% |
0.0 |
| Volume |
94,675 |
79,531 |
-15,144 |
-16.0% |
527,928 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,298.0 |
9,278.5 |
9,181.4 |
|
| R3 |
9,244.5 |
9,225.0 |
9,166.7 |
|
| R2 |
9,191.0 |
9,191.0 |
9,161.8 |
|
| R1 |
9,171.5 |
9,171.5 |
9,156.9 |
9,181.3 |
| PP |
9,137.5 |
9,137.5 |
9,137.5 |
9,142.4 |
| S1 |
9,118.0 |
9,118.0 |
9,147.1 |
9,127.8 |
| S2 |
9,084.0 |
9,084.0 |
9,142.2 |
|
| S3 |
9,030.5 |
9,064.5 |
9,137.3 |
|
| S4 |
8,977.0 |
9,011.0 |
9,122.6 |
|
|
| 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 |
9,157.0 |
8,983.5 |
173.5 |
1.9% |
81.3 |
0.9% |
97% |
True |
False |
86,768 |
| 10 |
9,197.0 |
8,966.0 |
231.0 |
2.5% |
82.9 |
0.9% |
81% |
False |
False |
95,402 |
| 20 |
9,197.0 |
8,808.0 |
389.0 |
4.3% |
78.4 |
0.9% |
88% |
False |
False |
86,558 |
| 40 |
9,197.0 |
8,498.0 |
699.0 |
7.6% |
81.1 |
0.9% |
94% |
False |
False |
87,263 |
| 60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.0% |
86.5 |
0.9% |
96% |
False |
False |
64,459 |
| 80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.0% |
87.8 |
1.0% |
96% |
False |
False |
48,387 |
| 100 |
9,197.0 |
7,748.5 |
1,448.5 |
15.8% |
90.4 |
1.0% |
97% |
False |
False |
38,742 |
| 120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.4% |
97.1 |
1.1% |
97% |
False |
False |
32,299 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,384.4 |
|
2.618 |
9,297.1 |
|
1.618 |
9,243.6 |
|
1.000 |
9,210.5 |
|
0.618 |
9,190.1 |
|
HIGH |
9,157.0 |
|
0.618 |
9,136.6 |
|
0.500 |
9,130.3 |
|
0.382 |
9,123.9 |
|
LOW |
9,103.5 |
|
0.618 |
9,070.4 |
|
1.000 |
9,050.0 |
|
1.618 |
9,016.9 |
|
2.618 |
8,963.4 |
|
4.250 |
8,876.1 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,144.8 |
9,124.8 |
| PP |
9,137.5 |
9,097.5 |
| S1 |
9,130.3 |
9,070.3 |
|