| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,712.0 |
6,702.5 |
-9.5 |
-0.1% |
6,735.0 |
| High |
6,719.5 |
6,703.5 |
-16.0 |
-0.2% |
6,772.5 |
| Low |
6,673.0 |
6,605.5 |
-67.5 |
-1.0% |
6,623.0 |
| Close |
6,703.5 |
6,629.0 |
-74.5 |
-1.1% |
6,683.0 |
| Range |
46.5 |
98.0 |
51.5 |
110.8% |
149.5 |
| ATR |
68.8 |
70.9 |
2.1 |
3.0% |
0.0 |
| Volume |
142,190 |
108,732 |
-33,458 |
-23.5% |
528,567 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,940.0 |
6,882.5 |
6,683.0 |
|
| R3 |
6,842.0 |
6,784.5 |
6,656.0 |
|
| R2 |
6,744.0 |
6,744.0 |
6,647.0 |
|
| R1 |
6,686.5 |
6,686.5 |
6,638.0 |
6,666.0 |
| PP |
6,646.0 |
6,646.0 |
6,646.0 |
6,636.0 |
| S1 |
6,588.5 |
6,588.5 |
6,620.0 |
6,568.0 |
| S2 |
6,548.0 |
6,548.0 |
6,611.0 |
|
| S3 |
6,450.0 |
6,490.5 |
6,602.0 |
|
| S4 |
6,352.0 |
6,392.5 |
6,575.0 |
|
|
| 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 |
6,763.5 |
6,605.5 |
158.0 |
2.4% |
85.0 |
1.3% |
15% |
False |
True |
108,482 |
| 10 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
69.0 |
1.0% |
14% |
False |
True |
103,677 |
| 20 |
6,798.0 |
6,500.0 |
298.0 |
4.5% |
64.5 |
1.0% |
43% |
False |
False |
95,426 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
67.0 |
1.0% |
67% |
False |
False |
93,468 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
66.5 |
1.0% |
67% |
False |
False |
76,103 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.0 |
1.0% |
67% |
False |
False |
57,128 |
| 100 |
6,798.0 |
6,085.0 |
713.0 |
10.8% |
61.0 |
0.9% |
76% |
False |
False |
45,718 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.8% |
55.5 |
0.8% |
80% |
False |
False |
38,108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,120.0 |
|
2.618 |
6,960.0 |
|
1.618 |
6,862.0 |
|
1.000 |
6,801.5 |
|
0.618 |
6,764.0 |
|
HIGH |
6,703.5 |
|
0.618 |
6,666.0 |
|
0.500 |
6,654.5 |
|
0.382 |
6,643.0 |
|
LOW |
6,605.5 |
|
0.618 |
6,545.0 |
|
1.000 |
6,507.5 |
|
1.618 |
6,447.0 |
|
2.618 |
6,349.0 |
|
4.250 |
6,189.0 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,654.5 |
6,667.0 |
| PP |
6,646.0 |
6,654.0 |
| S1 |
6,637.5 |
6,641.5 |
|