| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,124.7 |
1,126.7 |
2.0 |
0.2% |
1,113.9 |
| High |
1,128.9 |
1,136.1 |
7.2 |
0.6% |
1,125.5 |
| Low |
1,122.0 |
1,124.7 |
2.7 |
0.2% |
1,093.9 |
| Close |
1,125.8 |
1,133.7 |
7.9 |
0.7% |
1,123.6 |
| Range |
6.9 |
11.4 |
4.5 |
65.2% |
31.6 |
| ATR |
14.4 |
14.2 |
-0.2 |
-1.5% |
0.0 |
| Volume |
63,153 |
75,217 |
12,064 |
19.1% |
519,934 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,165.8 |
1,161.0 |
1,140.0 |
|
| R3 |
1,154.3 |
1,149.8 |
1,136.8 |
|
| R2 |
1,143.0 |
1,143.0 |
1,135.8 |
|
| R1 |
1,138.3 |
1,138.3 |
1,134.8 |
1,140.5 |
| PP |
1,131.5 |
1,131.5 |
1,131.5 |
1,132.8 |
| S1 |
1,127.0 |
1,127.0 |
1,132.8 |
1,129.3 |
| S2 |
1,120.0 |
1,120.0 |
1,131.5 |
|
| S3 |
1,108.8 |
1,115.5 |
1,130.5 |
|
| S4 |
1,097.3 |
1,104.0 |
1,127.5 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,209.3 |
1,198.0 |
1,141.0 |
|
| R3 |
1,177.5 |
1,166.3 |
1,132.3 |
|
| R2 |
1,146.0 |
1,146.0 |
1,129.5 |
|
| R1 |
1,134.8 |
1,134.8 |
1,126.5 |
1,140.3 |
| PP |
1,114.3 |
1,114.3 |
1,114.3 |
1,117.0 |
| S1 |
1,103.3 |
1,103.3 |
1,120.8 |
1,108.8 |
| S2 |
1,082.8 |
1,082.8 |
1,117.8 |
|
| S3 |
1,051.3 |
1,071.5 |
1,115.0 |
|
| S4 |
1,019.5 |
1,040.0 |
1,106.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,136.1 |
1,093.9 |
42.2 |
3.7% |
12.8 |
1.1% |
94% |
True |
False |
88,592 |
| 10 |
1,136.1 |
1,090.7 |
45.4 |
4.0% |
14.0 |
1.2% |
95% |
True |
False |
92,742 |
| 20 |
1,136.1 |
1,074.6 |
61.5 |
5.4% |
15.3 |
1.4% |
96% |
True |
False |
100,377 |
| 40 |
1,136.1 |
1,034.7 |
101.4 |
8.9% |
14.8 |
1.3% |
98% |
True |
False |
101,524 |
| 60 |
1,136.1 |
1,009.6 |
126.5 |
11.2% |
14.0 |
1.2% |
98% |
True |
False |
94,851 |
| 80 |
1,136.1 |
1,003.2 |
132.9 |
11.7% |
12.0 |
1.1% |
98% |
True |
False |
71,143 |
| 100 |
1,136.1 |
1,003.2 |
132.9 |
11.7% |
9.8 |
0.9% |
98% |
True |
False |
56,915 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,184.5 |
|
2.618 |
1,166.0 |
|
1.618 |
1,154.5 |
|
1.000 |
1,147.5 |
|
0.618 |
1,143.3 |
|
HIGH |
1,136.0 |
|
0.618 |
1,131.8 |
|
0.500 |
1,130.5 |
|
0.382 |
1,129.0 |
|
LOW |
1,124.8 |
|
0.618 |
1,117.8 |
|
1.000 |
1,113.3 |
|
1.618 |
1,106.3 |
|
2.618 |
1,094.8 |
|
4.250 |
1,076.3 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,132.5 |
1,131.3 |
| PP |
1,131.5 |
1,128.8 |
| S1 |
1,130.5 |
1,126.3 |
|