| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,700.5 |
6,702.0 |
1.5 |
0.0% |
6,683.5 |
| High |
6,711.0 |
6,709.5 |
-1.5 |
0.0% |
6,725.0 |
| Low |
6,658.5 |
6,674.5 |
16.0 |
0.2% |
6,641.0 |
| Close |
6,672.5 |
6,697.0 |
24.5 |
0.4% |
6,672.5 |
| Range |
52.5 |
35.0 |
-17.5 |
-33.3% |
84.0 |
| ATR |
65.1 |
63.1 |
-2.0 |
-3.1% |
0.0 |
| Volume |
55,059 |
86,712 |
31,653 |
57.5% |
383,890 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,798.5 |
6,783.0 |
6,716.0 |
|
| R3 |
6,763.5 |
6,748.0 |
6,706.5 |
|
| R2 |
6,728.5 |
6,728.5 |
6,703.5 |
|
| R1 |
6,713.0 |
6,713.0 |
6,700.0 |
6,703.0 |
| PP |
6,693.5 |
6,693.5 |
6,693.5 |
6,689.0 |
| S1 |
6,678.0 |
6,678.0 |
6,694.0 |
6,668.0 |
| S2 |
6,658.5 |
6,658.5 |
6,690.5 |
|
| S3 |
6,623.5 |
6,643.0 |
6,687.5 |
|
| S4 |
6,588.5 |
6,608.0 |
6,678.0 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,931.5 |
6,886.0 |
6,718.5 |
|
| R3 |
6,847.5 |
6,802.0 |
6,695.5 |
|
| R2 |
6,763.5 |
6,763.5 |
6,688.0 |
|
| R1 |
6,718.0 |
6,718.0 |
6,680.0 |
6,699.0 |
| PP |
6,679.5 |
6,679.5 |
6,679.5 |
6,670.0 |
| S1 |
6,634.0 |
6,634.0 |
6,665.0 |
6,615.0 |
| S2 |
6,595.5 |
6,595.5 |
6,657.0 |
|
| S3 |
6,511.5 |
6,550.0 |
6,649.5 |
|
| S4 |
6,427.5 |
6,466.0 |
6,626.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,712.5 |
6,641.0 |
71.5 |
1.1% |
49.0 |
0.7% |
78% |
False |
False |
75,887 |
| 10 |
6,725.0 |
6,605.5 |
119.5 |
1.8% |
56.0 |
0.8% |
77% |
False |
False |
90,998 |
| 20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
62.5 |
0.9% |
48% |
False |
False |
96,841 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
80% |
False |
False |
91,699 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.5 |
0.9% |
80% |
False |
False |
87,068 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
1.0% |
80% |
False |
False |
65,356 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
60.0 |
0.9% |
80% |
False |
False |
52,303 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
59.0 |
0.9% |
88% |
False |
False |
43,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,858.0 |
|
2.618 |
6,801.0 |
|
1.618 |
6,766.0 |
|
1.000 |
6,744.5 |
|
0.618 |
6,731.0 |
|
HIGH |
6,709.5 |
|
0.618 |
6,696.0 |
|
0.500 |
6,692.0 |
|
0.382 |
6,688.0 |
|
LOW |
6,674.5 |
|
0.618 |
6,653.0 |
|
1.000 |
6,639.5 |
|
1.618 |
6,618.0 |
|
2.618 |
6,583.0 |
|
4.250 |
6,526.0 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,695.5 |
6,690.0 |
| PP |
6,693.5 |
6,683.0 |
| S1 |
6,692.0 |
6,676.0 |
|