| Trading Metrics calculated at close of trading on 28-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
28-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,635.0 |
6,647.0 |
12.0 |
0.2% |
6,683.5 |
| High |
6,664.0 |
6,679.0 |
15.0 |
0.2% |
6,725.0 |
| Low |
6,626.5 |
6,635.5 |
9.0 |
0.1% |
6,641.0 |
| Close |
6,650.5 |
6,654.0 |
3.5 |
0.1% |
6,672.5 |
| Range |
37.5 |
43.5 |
6.0 |
16.0% |
84.0 |
| ATR |
61.7 |
60.4 |
-1.3 |
-2.1% |
0.0 |
| Volume |
54,287 |
68,413 |
14,126 |
26.0% |
383,890 |
|
| Daily Pivots for day following 28-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,786.5 |
6,764.0 |
6,678.0 |
|
| R3 |
6,743.0 |
6,720.5 |
6,666.0 |
|
| R2 |
6,699.5 |
6,699.5 |
6,662.0 |
|
| R1 |
6,677.0 |
6,677.0 |
6,658.0 |
6,688.0 |
| PP |
6,656.0 |
6,656.0 |
6,656.0 |
6,662.0 |
| S1 |
6,633.5 |
6,633.5 |
6,650.0 |
6,645.0 |
| S2 |
6,612.5 |
6,612.5 |
6,646.0 |
|
| S3 |
6,569.0 |
6,590.0 |
6,642.0 |
|
| S4 |
6,525.5 |
6,546.5 |
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% |
47.5 |
0.7% |
33% |
False |
False |
73,152 |
| 10 |
6,725.0 |
6,626.5 |
98.5 |
1.5% |
49.5 |
0.7% |
28% |
False |
False |
77,517 |
| 20 |
6,772.5 |
6,605.5 |
167.0 |
2.5% |
60.0 |
0.9% |
29% |
False |
False |
91,367 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
64.0 |
1.0% |
72% |
False |
False |
90,795 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
62.5 |
0.9% |
72% |
False |
False |
90,770 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
62.5 |
0.9% |
72% |
False |
False |
68,155 |
| 100 |
6,798.0 |
6,287.5 |
510.5 |
7.7% |
60.5 |
0.9% |
72% |
False |
False |
54,542 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.7% |
59.5 |
0.9% |
83% |
False |
False |
45,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,864.0 |
|
2.618 |
6,793.0 |
|
1.618 |
6,749.5 |
|
1.000 |
6,722.5 |
|
0.618 |
6,706.0 |
|
HIGH |
6,679.0 |
|
0.618 |
6,662.5 |
|
0.500 |
6,657.0 |
|
0.382 |
6,652.0 |
|
LOW |
6,635.5 |
|
0.618 |
6,608.5 |
|
1.000 |
6,592.0 |
|
1.618 |
6,565.0 |
|
2.618 |
6,521.5 |
|
4.250 |
6,450.5 |
|
|
| Fisher Pivots for day following 28-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,657.0 |
6,661.5 |
| PP |
6,656.0 |
6,659.0 |
| S1 |
6,655.0 |
6,656.5 |
|