| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,378.00 |
3,380.00 |
2.00 |
0.1% |
3,374.25 |
| High |
3,390.50 |
3,398.00 |
7.50 |
0.2% |
3,401.75 |
| Low |
3,355.75 |
3,370.25 |
14.50 |
0.4% |
3,357.50 |
| Close |
3,379.75 |
3,376.00 |
-3.75 |
-0.1% |
3,368.00 |
| Range |
34.75 |
27.75 |
-7.00 |
-20.1% |
44.25 |
| ATR |
36.57 |
35.94 |
-0.63 |
-1.7% |
0.00 |
| Volume |
224,570 |
218,082 |
-6,488 |
-2.9% |
1,175,972 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,464.75 |
3,448.00 |
3,391.25 |
|
| R3 |
3,437.00 |
3,420.25 |
3,383.75 |
|
| R2 |
3,409.25 |
3,409.25 |
3,381.00 |
|
| R1 |
3,392.50 |
3,392.50 |
3,378.50 |
3,387.00 |
| PP |
3,381.50 |
3,381.50 |
3,381.50 |
3,378.50 |
| S1 |
3,364.75 |
3,364.75 |
3,373.50 |
3,359.25 |
| S2 |
3,353.75 |
3,353.75 |
3,371.00 |
|
| S3 |
3,326.00 |
3,337.00 |
3,368.25 |
|
| S4 |
3,298.25 |
3,309.25 |
3,360.75 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.50 |
3,482.50 |
3,392.25 |
|
| R3 |
3,464.25 |
3,438.25 |
3,380.25 |
|
| R2 |
3,420.00 |
3,420.00 |
3,376.00 |
|
| R1 |
3,394.00 |
3,394.00 |
3,372.00 |
3,385.00 |
| PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,371.25 |
| S1 |
3,349.75 |
3,349.75 |
3,364.00 |
3,340.50 |
| S2 |
3,331.50 |
3,331.50 |
3,360.00 |
|
| S3 |
3,287.25 |
3,305.50 |
3,355.75 |
|
| S4 |
3,243.00 |
3,261.25 |
3,343.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,398.00 |
3,355.75 |
42.25 |
1.3% |
29.50 |
0.9% |
48% |
True |
False |
213,597 |
| 10 |
3,401.75 |
3,335.50 |
66.25 |
2.0% |
31.50 |
0.9% |
61% |
False |
False |
217,560 |
| 20 |
3,401.75 |
3,132.75 |
269.00 |
8.0% |
38.50 |
1.1% |
90% |
False |
False |
236,756 |
| 40 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
37.50 |
1.1% |
91% |
False |
False |
243,958 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.4% |
36.50 |
1.1% |
93% |
False |
False |
163,555 |
| 80 |
3,401.75 |
3,016.75 |
385.00 |
11.4% |
32.25 |
1.0% |
93% |
False |
False |
122,700 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
29.25 |
0.9% |
96% |
False |
False |
98,163 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.4% |
26.25 |
0.8% |
96% |
False |
False |
81,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,516.00 |
|
2.618 |
3,470.75 |
|
1.618 |
3,443.00 |
|
1.000 |
3,425.75 |
|
0.618 |
3,415.25 |
|
HIGH |
3,398.00 |
|
0.618 |
3,387.50 |
|
0.500 |
3,384.00 |
|
0.382 |
3,380.75 |
|
LOW |
3,370.25 |
|
0.618 |
3,353.00 |
|
1.000 |
3,342.50 |
|
1.618 |
3,325.25 |
|
2.618 |
3,297.50 |
|
4.250 |
3,252.25 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,384.00 |
3,377.00 |
| PP |
3,381.50 |
3,376.50 |
| S1 |
3,378.75 |
3,376.25 |
|