| 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 |
1,126.7 |
1,133.7 |
7.0 |
0.6% |
1,113.9 |
| High |
1,136.1 |
1,141.7 |
5.6 |
0.5% |
1,125.5 |
| Low |
1,124.7 |
1,132.3 |
7.6 |
0.7% |
1,093.9 |
| Close |
1,133.7 |
1,140.5 |
6.8 |
0.6% |
1,123.6 |
| Range |
11.4 |
9.4 |
-2.0 |
-17.5% |
31.6 |
| ATR |
14.2 |
13.9 |
-0.3 |
-2.4% |
0.0 |
| Volume |
75,217 |
64,032 |
-11,185 |
-14.9% |
519,934 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,166.3 |
1,162.8 |
1,145.8 |
|
| R3 |
1,157.0 |
1,153.5 |
1,143.0 |
|
| R2 |
1,147.5 |
1,147.5 |
1,142.3 |
|
| R1 |
1,144.0 |
1,144.0 |
1,141.3 |
1,145.8 |
| PP |
1,138.3 |
1,138.3 |
1,138.3 |
1,139.0 |
| S1 |
1,134.8 |
1,134.8 |
1,139.8 |
1,136.5 |
| S2 |
1,128.8 |
1,128.8 |
1,138.8 |
|
| S3 |
1,119.3 |
1,125.3 |
1,138.0 |
|
| S4 |
1,110.0 |
1,115.8 |
1,135.3 |
|
|
| 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 |
1,141.7 |
1,096.5 |
45.2 |
4.0% |
12.0 |
1.0% |
97% |
True |
False |
78,373 |
| 10 |
1,141.7 |
1,093.9 |
47.8 |
4.2% |
12.8 |
1.1% |
97% |
True |
False |
88,742 |
| 20 |
1,141.7 |
1,074.6 |
67.1 |
5.9% |
14.8 |
1.3% |
98% |
True |
False |
97,050 |
| 40 |
1,141.7 |
1,034.7 |
107.0 |
9.4% |
14.8 |
1.3% |
99% |
True |
False |
100,763 |
| 60 |
1,141.7 |
1,009.6 |
132.1 |
11.6% |
14.0 |
1.2% |
99% |
True |
False |
95,876 |
| 80 |
1,141.7 |
1,003.2 |
138.5 |
12.1% |
12.0 |
1.1% |
99% |
True |
False |
71,944 |
| 100 |
1,141.7 |
1,003.2 |
138.5 |
12.1% |
9.8 |
0.9% |
99% |
True |
False |
57,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,181.8 |
|
2.618 |
1,166.3 |
|
1.618 |
1,157.0 |
|
1.000 |
1,151.0 |
|
0.618 |
1,147.5 |
|
HIGH |
1,141.8 |
|
0.618 |
1,138.0 |
|
0.500 |
1,137.0 |
|
0.382 |
1,136.0 |
|
LOW |
1,132.3 |
|
0.618 |
1,126.5 |
|
1.000 |
1,123.0 |
|
1.618 |
1,117.0 |
|
2.618 |
1,107.8 |
|
4.250 |
1,092.3 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,139.3 |
1,137.5 |
| PP |
1,138.3 |
1,134.8 |
| S1 |
1,137.0 |
1,131.8 |
|