| 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 |
6,670.5 |
6,663.5 |
-7.0 |
-0.1% |
6,717.0 |
| High |
6,700.0 |
6,697.5 |
-2.5 |
0.0% |
6,728.0 |
| Low |
6,633.5 |
6,657.0 |
23.5 |
0.4% |
6,605.5 |
| Close |
6,666.5 |
6,683.0 |
16.5 |
0.2% |
6,683.0 |
| Range |
66.5 |
40.5 |
-26.0 |
-39.1% |
122.5 |
| ATR |
70.9 |
68.8 |
-2.2 |
-3.1% |
0.0 |
| Volume |
107,877 |
80,588 |
-27,289 |
-25.3% |
535,470 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,800.5 |
6,782.5 |
6,705.5 |
|
| R3 |
6,760.0 |
6,742.0 |
6,694.0 |
|
| R2 |
6,719.5 |
6,719.5 |
6,690.5 |
|
| R1 |
6,701.5 |
6,701.5 |
6,686.5 |
6,710.5 |
| PP |
6,679.0 |
6,679.0 |
6,679.0 |
6,684.0 |
| S1 |
6,661.0 |
6,661.0 |
6,679.5 |
6,670.0 |
| S2 |
6,638.5 |
6,638.5 |
6,675.5 |
|
| S3 |
6,598.0 |
6,620.5 |
6,672.0 |
|
| S4 |
6,557.5 |
6,580.0 |
6,660.5 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,039.5 |
6,984.0 |
6,750.5 |
|
| R3 |
6,917.0 |
6,861.5 |
6,716.5 |
|
| R2 |
6,794.5 |
6,794.5 |
6,705.5 |
|
| R1 |
6,739.0 |
6,739.0 |
6,694.0 |
6,705.5 |
| PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,655.5 |
| S1 |
6,616.5 |
6,616.5 |
6,672.0 |
6,583.0 |
| S2 |
6,549.5 |
6,549.5 |
6,660.5 |
|
| S3 |
6,427.0 |
6,494.0 |
6,649.5 |
|
| S4 |
6,304.5 |
6,371.5 |
6,615.5 |
|
|
| 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% |
59.0 |
0.9% |
63% |
False |
False |
107,094 |
| 10 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
70.0 |
1.0% |
46% |
False |
False |
106,403 |
| 20 |
6,798.0 |
6,587.0 |
211.0 |
3.2% |
63.0 |
0.9% |
45% |
False |
False |
96,810 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.5 |
1.0% |
77% |
False |
False |
93,784 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
77% |
False |
False |
79,242 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
1.0% |
77% |
False |
False |
59,475 |
| 100 |
6,798.0 |
6,126.0 |
672.0 |
10.1% |
61.0 |
0.9% |
83% |
False |
False |
47,602 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
56.5 |
0.8% |
86% |
False |
False |
39,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,869.5 |
|
2.618 |
6,803.5 |
|
1.618 |
6,763.0 |
|
1.000 |
6,738.0 |
|
0.618 |
6,722.5 |
|
HIGH |
6,697.5 |
|
0.618 |
6,682.0 |
|
0.500 |
6,677.0 |
|
0.382 |
6,672.5 |
|
LOW |
6,657.0 |
|
0.618 |
6,632.0 |
|
1.000 |
6,616.5 |
|
1.618 |
6,591.5 |
|
2.618 |
6,551.0 |
|
4.250 |
6,485.0 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,681.0 |
6,673.5 |
| PP |
6,679.0 |
6,664.0 |
| S1 |
6,677.0 |
6,654.5 |
|