| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,100.1 |
1,112.1 |
12.0 |
1.1% |
1,091.6 |
| High |
1,112.3 |
1,113.8 |
1.5 |
0.1% |
1,109.7 |
| Low |
1,090.7 |
1,102.5 |
11.8 |
1.1% |
1,074.6 |
| Close |
1,109.8 |
1,109.4 |
-0.4 |
0.0% |
1,096.9 |
| Range |
21.6 |
11.3 |
-10.3 |
-47.7% |
35.1 |
| ATR |
15.4 |
15.1 |
-0.3 |
-1.9% |
0.0 |
| Volume |
104,027 |
93,591 |
-10,436 |
-10.0% |
545,110 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,142.5 |
1,137.3 |
1,115.5 |
|
| R3 |
1,131.3 |
1,126.0 |
1,112.5 |
|
| R2 |
1,119.8 |
1,119.8 |
1,111.5 |
|
| R1 |
1,114.8 |
1,114.8 |
1,110.5 |
1,111.5 |
| PP |
1,108.5 |
1,108.5 |
1,108.5 |
1,107.0 |
| S1 |
1,103.3 |
1,103.3 |
1,108.3 |
1,100.3 |
| S2 |
1,097.3 |
1,097.3 |
1,107.3 |
|
| S3 |
1,086.0 |
1,092.0 |
1,106.3 |
|
| S4 |
1,074.8 |
1,080.8 |
1,103.3 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,199.0 |
1,183.0 |
1,116.3 |
|
| R3 |
1,164.0 |
1,148.0 |
1,106.5 |
|
| R2 |
1,128.8 |
1,128.8 |
1,103.3 |
|
| R1 |
1,112.8 |
1,112.8 |
1,100.0 |
1,120.8 |
| PP |
1,093.8 |
1,093.8 |
1,093.8 |
1,097.8 |
| S1 |
1,077.8 |
1,077.8 |
1,093.8 |
1,085.8 |
| S2 |
1,058.8 |
1,058.8 |
1,090.5 |
|
| S3 |
1,023.5 |
1,042.8 |
1,087.3 |
|
| S4 |
988.5 |
1,007.5 |
1,077.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,113.8 |
1,074.6 |
39.2 |
3.5% |
15.3 |
1.4% |
89% |
True |
False |
94,455 |
| 10 |
1,113.8 |
1,074.6 |
39.2 |
3.5% |
16.5 |
1.5% |
89% |
True |
False |
103,743 |
| 20 |
1,123.0 |
1,074.6 |
48.4 |
4.4% |
14.3 |
1.3% |
72% |
False |
False |
99,621 |
| 40 |
1,123.0 |
1,034.7 |
88.3 |
8.0% |
14.8 |
1.3% |
85% |
False |
False |
104,025 |
| 60 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
13.5 |
1.2% |
89% |
False |
False |
82,694 |
| 80 |
1,123.0 |
1,003.2 |
119.8 |
10.8% |
10.8 |
1.0% |
89% |
False |
False |
62,021 |
| 100 |
1,123.0 |
970.2 |
152.8 |
13.8% |
8.5 |
0.8% |
91% |
False |
False |
49,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,161.8 |
|
2.618 |
1,143.5 |
|
1.618 |
1,132.0 |
|
1.000 |
1,125.0 |
|
0.618 |
1,120.8 |
|
HIGH |
1,113.8 |
|
0.618 |
1,109.5 |
|
0.500 |
1,108.3 |
|
0.382 |
1,106.8 |
|
LOW |
1,102.5 |
|
0.618 |
1,095.5 |
|
1.000 |
1,091.3 |
|
1.618 |
1,084.3 |
|
2.618 |
1,073.0 |
|
4.250 |
1,054.5 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,109.0 |
1,107.0 |
| PP |
1,108.5 |
1,104.8 |
| S1 |
1,108.3 |
1,102.3 |
|