| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,722.0 |
6,640.0 |
-82.0 |
-1.2% |
6,735.0 |
| High |
6,763.5 |
6,721.5 |
-42.0 |
-0.6% |
6,772.5 |
| Low |
6,626.5 |
6,623.0 |
-3.5 |
-0.1% |
6,623.0 |
| Close |
6,677.5 |
6,683.0 |
5.5 |
0.1% |
6,683.0 |
| Range |
137.0 |
98.5 |
-38.5 |
-28.1% |
149.5 |
| ATR |
70.5 |
72.5 |
2.0 |
2.8% |
0.0 |
| Volume |
122,965 |
72,440 |
-50,525 |
-41.1% |
528,567 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,971.5 |
6,925.5 |
6,737.0 |
|
| R3 |
6,873.0 |
6,827.0 |
6,710.0 |
|
| R2 |
6,774.5 |
6,774.5 |
6,701.0 |
|
| R1 |
6,728.5 |
6,728.5 |
6,692.0 |
6,751.5 |
| PP |
6,676.0 |
6,676.0 |
6,676.0 |
6,687.0 |
| S1 |
6,630.0 |
6,630.0 |
6,674.0 |
6,653.0 |
| S2 |
6,577.5 |
6,577.5 |
6,665.0 |
|
| S3 |
6,479.0 |
6,531.5 |
6,656.0 |
|
| S4 |
6,380.5 |
6,433.0 |
6,629.0 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,141.5 |
7,061.5 |
6,765.0 |
|
| R3 |
6,992.0 |
6,912.0 |
6,724.0 |
|
| R2 |
6,842.5 |
6,842.5 |
6,710.5 |
|
| R1 |
6,762.5 |
6,762.5 |
6,696.5 |
6,728.0 |
| PP |
6,693.0 |
6,693.0 |
6,693.0 |
6,675.5 |
| S1 |
6,613.0 |
6,613.0 |
6,669.5 |
6,578.0 |
| S2 |
6,543.5 |
6,543.5 |
6,655.5 |
|
| S3 |
6,394.0 |
6,463.5 |
6,642.0 |
|
| S4 |
6,244.5 |
6,314.0 |
6,601.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.5 |
6,623.0 |
149.5 |
2.2% |
80.5 |
1.2% |
40% |
False |
True |
105,713 |
| 10 |
6,798.0 |
6,623.0 |
175.0 |
2.6% |
68.5 |
1.0% |
34% |
False |
True |
100,630 |
| 20 |
6,798.0 |
6,433.5 |
364.5 |
5.5% |
66.0 |
1.0% |
68% |
False |
False |
93,014 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
67.5 |
1.0% |
77% |
False |
False |
99,218 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
77% |
False |
False |
70,322 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.0 |
0.9% |
77% |
False |
False |
52,791 |
| 100 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
62.0 |
0.9% |
86% |
False |
False |
42,252 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
54.0 |
0.8% |
86% |
False |
False |
35,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,140.0 |
|
2.618 |
6,979.5 |
|
1.618 |
6,881.0 |
|
1.000 |
6,820.0 |
|
0.618 |
6,782.5 |
|
HIGH |
6,721.5 |
|
0.618 |
6,684.0 |
|
0.500 |
6,672.0 |
|
0.382 |
6,660.5 |
|
LOW |
6,623.0 |
|
0.618 |
6,562.0 |
|
1.000 |
6,524.5 |
|
1.618 |
6,463.5 |
|
2.618 |
6,365.0 |
|
4.250 |
6,204.5 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,679.5 |
6,693.0 |
| PP |
6,676.0 |
6,690.0 |
| S1 |
6,672.0 |
6,686.5 |
|