| 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 |
6,702.5 |
6,670.5 |
-32.0 |
-0.5% |
6,735.0 |
| High |
6,703.5 |
6,700.0 |
-3.5 |
-0.1% |
6,772.5 |
| Low |
6,605.5 |
6,633.5 |
28.0 |
0.4% |
6,623.0 |
| Close |
6,629.0 |
6,666.5 |
37.5 |
0.6% |
6,683.0 |
| Range |
98.0 |
66.5 |
-31.5 |
-32.1% |
149.5 |
| ATR |
70.9 |
70.9 |
0.0 |
0.0% |
0.0 |
| Volume |
108,732 |
107,877 |
-855 |
-0.8% |
528,567 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,866.0 |
6,833.0 |
6,703.0 |
|
| R3 |
6,799.5 |
6,766.5 |
6,685.0 |
|
| R2 |
6,733.0 |
6,733.0 |
6,678.5 |
|
| R1 |
6,700.0 |
6,700.0 |
6,672.5 |
6,683.0 |
| PP |
6,666.5 |
6,666.5 |
6,666.5 |
6,658.5 |
| S1 |
6,633.5 |
6,633.5 |
6,660.5 |
6,617.0 |
| S2 |
6,600.0 |
6,600.0 |
6,654.5 |
|
| S3 |
6,533.5 |
6,567.0 |
6,648.0 |
|
| S4 |
6,467.0 |
6,500.5 |
6,630.0 |
|
|
| 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 |
6,728.0 |
6,605.5 |
122.5 |
1.8% |
71.0 |
1.1% |
50% |
False |
False |
105,464 |
| 10 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
70.5 |
1.1% |
37% |
False |
False |
105,217 |
| 20 |
6,798.0 |
6,550.0 |
248.0 |
3.7% |
64.0 |
1.0% |
47% |
False |
False |
96,060 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
67.0 |
1.0% |
74% |
False |
False |
93,651 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
66.5 |
1.0% |
74% |
False |
False |
77,900 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.0 |
1.0% |
74% |
False |
False |
58,468 |
| 100 |
6,798.0 |
6,095.0 |
703.0 |
10.5% |
61.5 |
0.9% |
81% |
False |
False |
46,797 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
56.0 |
0.8% |
84% |
False |
False |
39,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,982.5 |
|
2.618 |
6,874.0 |
|
1.618 |
6,807.5 |
|
1.000 |
6,766.5 |
|
0.618 |
6,741.0 |
|
HIGH |
6,700.0 |
|
0.618 |
6,674.5 |
|
0.500 |
6,667.0 |
|
0.382 |
6,659.0 |
|
LOW |
6,633.5 |
|
0.618 |
6,592.5 |
|
1.000 |
6,567.0 |
|
1.618 |
6,526.0 |
|
2.618 |
6,459.5 |
|
4.250 |
6,351.0 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,667.0 |
6,665.0 |
| PP |
6,666.5 |
6,664.0 |
| S1 |
6,666.5 |
6,662.5 |
|