| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,099.8 |
1,099.6 |
-0.2 |
0.0% |
1,098.6 |
| High |
1,107.2 |
1,119.3 |
12.1 |
1.1% |
1,115.2 |
| Low |
1,093.9 |
1,096.5 |
2.6 |
0.2% |
1,090.7 |
| Close |
1,099.0 |
1,118.4 |
19.4 |
1.8% |
1,114.3 |
| Range |
13.3 |
22.8 |
9.5 |
71.4% |
24.5 |
| ATR |
14.9 |
15.4 |
0.6 |
3.8% |
0.0 |
| Volume |
115,127 |
107,141 |
-7,986 |
-6.9% |
414,210 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,179.8 |
1,172.0 |
1,131.0 |
|
| R3 |
1,157.0 |
1,149.0 |
1,124.8 |
|
| R2 |
1,134.3 |
1,134.3 |
1,122.5 |
|
| R1 |
1,126.3 |
1,126.3 |
1,120.5 |
1,130.3 |
| PP |
1,111.5 |
1,111.5 |
1,111.5 |
1,113.5 |
| S1 |
1,103.5 |
1,103.5 |
1,116.3 |
1,107.5 |
| S2 |
1,088.5 |
1,088.5 |
1,114.3 |
|
| S3 |
1,065.8 |
1,080.8 |
1,112.3 |
|
| S4 |
1,043.0 |
1,058.0 |
1,105.8 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,180.3 |
1,171.8 |
1,127.8 |
|
| R3 |
1,155.8 |
1,147.3 |
1,121.0 |
|
| R2 |
1,131.3 |
1,131.3 |
1,118.8 |
|
| R1 |
1,122.8 |
1,122.8 |
1,116.5 |
1,127.0 |
| PP |
1,106.8 |
1,106.8 |
1,106.8 |
1,108.8 |
| S1 |
1,098.3 |
1,098.3 |
1,112.0 |
1,102.5 |
| S2 |
1,082.3 |
1,082.3 |
1,109.8 |
|
| S3 |
1,057.8 |
1,073.8 |
1,107.5 |
|
| S4 |
1,033.3 |
1,049.3 |
1,100.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,119.6 |
1,093.9 |
25.7 |
2.3% |
15.8 |
1.4% |
95% |
False |
False |
101,822 |
| 10 |
1,119.6 |
1,074.6 |
45.0 |
4.0% |
15.5 |
1.4% |
97% |
False |
False |
98,138 |
| 20 |
1,123.0 |
1,074.6 |
48.4 |
4.3% |
15.5 |
1.4% |
90% |
False |
False |
101,102 |
| 40 |
1,123.0 |
1,034.7 |
88.3 |
7.9% |
15.3 |
1.4% |
95% |
False |
False |
103,557 |
| 60 |
1,123.0 |
1,003.2 |
119.8 |
10.7% |
14.3 |
1.3% |
96% |
False |
False |
91,178 |
| 80 |
1,123.0 |
1,003.2 |
119.8 |
10.7% |
11.8 |
1.0% |
96% |
False |
False |
68,385 |
| 100 |
1,123.0 |
993.6 |
129.4 |
11.6% |
9.5 |
0.8% |
96% |
False |
False |
54,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,216.3 |
|
2.618 |
1,179.0 |
|
1.618 |
1,156.3 |
|
1.000 |
1,142.0 |
|
0.618 |
1,133.5 |
|
HIGH |
1,119.3 |
|
0.618 |
1,110.5 |
|
0.500 |
1,108.0 |
|
0.382 |
1,105.3 |
|
LOW |
1,096.5 |
|
0.618 |
1,082.5 |
|
1.000 |
1,073.8 |
|
1.618 |
1,059.5 |
|
2.618 |
1,036.8 |
|
4.250 |
999.5 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.0 |
1,114.5 |
| PP |
1,111.5 |
1,110.5 |
| S1 |
1,108.0 |
1,106.5 |
|