| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,663.5 |
6,683.5 |
20.0 |
0.3% |
6,717.0 |
| High |
6,697.5 |
6,725.0 |
27.5 |
0.4% |
6,728.0 |
| Low |
6,657.0 |
6,662.0 |
5.0 |
0.1% |
6,605.5 |
| Close |
6,683.0 |
6,715.5 |
32.5 |
0.5% |
6,683.0 |
| Range |
40.5 |
63.0 |
22.5 |
55.6% |
122.5 |
| ATR |
68.8 |
68.3 |
-0.4 |
-0.6% |
0.0 |
| Volume |
80,588 |
91,166 |
10,578 |
13.1% |
535,470 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,890.0 |
6,865.5 |
6,750.0 |
|
| R3 |
6,827.0 |
6,802.5 |
6,733.0 |
|
| R2 |
6,764.0 |
6,764.0 |
6,727.0 |
|
| R1 |
6,739.5 |
6,739.5 |
6,721.5 |
6,752.0 |
| PP |
6,701.0 |
6,701.0 |
6,701.0 |
6,707.0 |
| S1 |
6,676.5 |
6,676.5 |
6,709.5 |
6,689.0 |
| S2 |
6,638.0 |
6,638.0 |
6,704.0 |
|
| S3 |
6,575.0 |
6,613.5 |
6,698.0 |
|
| S4 |
6,512.0 |
6,550.5 |
6,681.0 |
|
|
| 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 |
6,725.0 |
6,605.5 |
119.5 |
1.8% |
63.0 |
0.9% |
92% |
True |
False |
106,110 |
| 10 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
72.0 |
1.1% |
66% |
False |
False |
104,624 |
| 20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
62.0 |
0.9% |
57% |
False |
False |
96,337 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
67.0 |
1.0% |
84% |
False |
False |
94,235 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
84% |
False |
False |
80,761 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
0.9% |
84% |
False |
False |
60,615 |
| 100 |
6,798.0 |
6,126.0 |
672.0 |
10.0% |
61.5 |
0.9% |
88% |
False |
False |
48,513 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
57.0 |
0.8% |
90% |
False |
False |
40,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,993.0 |
|
2.618 |
6,890.0 |
|
1.618 |
6,827.0 |
|
1.000 |
6,788.0 |
|
0.618 |
6,764.0 |
|
HIGH |
6,725.0 |
|
0.618 |
6,701.0 |
|
0.500 |
6,693.5 |
|
0.382 |
6,686.0 |
|
LOW |
6,662.0 |
|
0.618 |
6,623.0 |
|
1.000 |
6,599.0 |
|
1.618 |
6,560.0 |
|
2.618 |
6,497.0 |
|
4.250 |
6,394.0 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,708.0 |
6,703.5 |
| PP |
6,701.0 |
6,691.5 |
| S1 |
6,693.5 |
6,679.0 |
|