| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
9,123.0 |
9,154.0 |
31.0 |
0.3% |
9,087.0 |
| High |
9,157.0 |
9,191.0 |
34.0 |
0.4% |
9,191.0 |
| Low |
9,103.5 |
9,136.0 |
32.5 |
0.4% |
8,983.5 |
| Close |
9,152.0 |
9,175.0 |
23.0 |
0.3% |
9,175.0 |
| Range |
53.5 |
55.0 |
1.5 |
2.8% |
207.5 |
| ATR |
91.3 |
88.7 |
-2.6 |
-2.8% |
0.0 |
| Volume |
79,531 |
102,913 |
23,382 |
29.4% |
470,264 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,332.3 |
9,308.7 |
9,205.3 |
|
| R3 |
9,277.3 |
9,253.7 |
9,190.1 |
|
| R2 |
9,222.3 |
9,222.3 |
9,185.1 |
|
| R1 |
9,198.7 |
9,198.7 |
9,180.0 |
9,210.5 |
| PP |
9,167.3 |
9,167.3 |
9,167.3 |
9,173.3 |
| S1 |
9,143.7 |
9,143.7 |
9,170.0 |
9,155.5 |
| S2 |
9,112.3 |
9,112.3 |
9,164.9 |
|
| S3 |
9,057.3 |
9,088.7 |
9,159.9 |
|
| S4 |
9,002.3 |
9,033.7 |
9,144.8 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,739.0 |
9,664.5 |
9,289.1 |
|
| R3 |
9,531.5 |
9,457.0 |
9,232.1 |
|
| R2 |
9,324.0 |
9,324.0 |
9,213.0 |
|
| R1 |
9,249.5 |
9,249.5 |
9,194.0 |
9,286.8 |
| PP |
9,116.5 |
9,116.5 |
9,116.5 |
9,135.1 |
| S1 |
9,042.0 |
9,042.0 |
9,156.0 |
9,079.3 |
| S2 |
8,909.0 |
8,909.0 |
9,137.0 |
|
| S3 |
8,701.5 |
8,834.5 |
9,117.9 |
|
| S4 |
8,494.0 |
8,627.0 |
9,060.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,191.0 |
8,983.5 |
207.5 |
2.3% |
72.3 |
0.8% |
92% |
True |
False |
94,052 |
| 10 |
9,197.0 |
8,966.0 |
231.0 |
2.5% |
82.9 |
0.9% |
90% |
False |
False |
99,819 |
| 20 |
9,197.0 |
8,836.5 |
360.5 |
3.9% |
78.1 |
0.9% |
94% |
False |
False |
88,277 |
| 40 |
9,197.0 |
8,498.0 |
699.0 |
7.6% |
81.1 |
0.9% |
97% |
False |
False |
87,609 |
| 60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.0% |
86.3 |
0.9% |
98% |
False |
False |
66,170 |
| 80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.0% |
86.8 |
0.9% |
98% |
False |
False |
49,669 |
| 100 |
9,197.0 |
7,748.5 |
1,448.5 |
15.8% |
89.6 |
1.0% |
98% |
False |
False |
39,770 |
| 120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.3% |
96.8 |
1.1% |
99% |
False |
False |
33,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,424.8 |
|
2.618 |
9,335.0 |
|
1.618 |
9,280.0 |
|
1.000 |
9,246.0 |
|
0.618 |
9,225.0 |
|
HIGH |
9,191.0 |
|
0.618 |
9,170.0 |
|
0.500 |
9,163.5 |
|
0.382 |
9,157.0 |
|
LOW |
9,136.0 |
|
0.618 |
9,102.0 |
|
1.000 |
9,081.0 |
|
1.618 |
9,047.0 |
|
2.618 |
8,992.0 |
|
4.250 |
8,902.3 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,171.2 |
9,145.8 |
| PP |
9,167.3 |
9,116.5 |
| S1 |
9,163.5 |
9,087.3 |
|