| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,685.0 |
6,635.0 |
-50.0 |
-0.7% |
6,683.5 |
| High |
6,696.5 |
6,664.0 |
-32.5 |
-0.5% |
6,725.0 |
| Low |
6,628.5 |
6,626.5 |
-2.0 |
0.0% |
6,641.0 |
| Close |
6,635.0 |
6,650.5 |
15.5 |
0.2% |
6,672.5 |
| Range |
68.0 |
37.5 |
-30.5 |
-44.9% |
84.0 |
| ATR |
63.5 |
61.7 |
-1.9 |
-2.9% |
0.0 |
| Volume |
101,289 |
54,287 |
-47,002 |
-46.4% |
383,890 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,759.5 |
6,742.5 |
6,671.0 |
|
| R3 |
6,722.0 |
6,705.0 |
6,661.0 |
|
| R2 |
6,684.5 |
6,684.5 |
6,657.5 |
|
| R1 |
6,667.5 |
6,667.5 |
6,654.0 |
6,676.0 |
| PP |
6,647.0 |
6,647.0 |
6,647.0 |
6,651.0 |
| S1 |
6,630.0 |
6,630.0 |
6,647.0 |
6,638.5 |
| S2 |
6,609.5 |
6,609.5 |
6,643.5 |
|
| S3 |
6,572.0 |
6,592.5 |
6,640.0 |
|
| S4 |
6,534.5 |
6,555.0 |
6,630.0 |
|
|
| 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 |
6,711.0 |
6,626.5 |
84.5 |
1.3% |
50.5 |
0.8% |
28% |
False |
True |
74,605 |
| 10 |
6,725.0 |
6,626.5 |
98.5 |
1.5% |
52.0 |
0.8% |
24% |
False |
True |
81,464 |
| 20 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
60.5 |
0.9% |
27% |
False |
False |
92,570 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.5 |
1.0% |
71% |
False |
False |
90,648 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.0 |
0.9% |
71% |
False |
False |
89,634 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
63.5 |
1.0% |
71% |
False |
False |
67,300 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
60.5 |
0.9% |
71% |
False |
False |
53,858 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
59.0 |
0.9% |
83% |
False |
False |
44,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,823.5 |
|
2.618 |
6,762.0 |
|
1.618 |
6,724.5 |
|
1.000 |
6,701.5 |
|
0.618 |
6,687.0 |
|
HIGH |
6,664.0 |
|
0.618 |
6,649.5 |
|
0.500 |
6,645.0 |
|
0.382 |
6,641.0 |
|
LOW |
6,626.5 |
|
0.618 |
6,603.5 |
|
1.000 |
6,589.0 |
|
1.618 |
6,566.0 |
|
2.618 |
6,528.5 |
|
4.250 |
6,467.0 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,649.0 |
6,668.0 |
| PP |
6,647.0 |
6,662.0 |
| S1 |
6,645.0 |
6,656.5 |
|