| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,321.75 |
3,361.50 |
39.75 |
1.2% |
3,368.00 |
| High |
3,363.00 |
3,365.50 |
2.50 |
0.1% |
3,398.00 |
| Low |
3,310.00 |
3,345.50 |
35.50 |
1.1% |
3,310.00 |
| Close |
3,360.50 |
3,354.25 |
-6.25 |
-0.2% |
3,360.50 |
| Range |
53.00 |
20.00 |
-33.00 |
-62.3% |
88.00 |
| ATR |
39.60 |
38.20 |
-1.40 |
-3.5% |
0.00 |
| Volume |
289,374 |
164,939 |
-124,435 |
-43.0% |
1,279,020 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,415.00 |
3,404.75 |
3,365.25 |
|
| R3 |
3,395.00 |
3,384.75 |
3,359.75 |
|
| R2 |
3,375.00 |
3,375.00 |
3,358.00 |
|
| R1 |
3,364.75 |
3,364.75 |
3,356.00 |
3,360.00 |
| PP |
3,355.00 |
3,355.00 |
3,355.00 |
3,352.75 |
| S1 |
3,344.75 |
3,344.75 |
3,352.50 |
3,340.00 |
| S2 |
3,335.00 |
3,335.00 |
3,350.50 |
|
| S3 |
3,315.00 |
3,324.75 |
3,348.75 |
|
| S4 |
3,295.00 |
3,304.75 |
3,343.25 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,620.25 |
3,578.25 |
3,409.00 |
|
| R3 |
3,532.25 |
3,490.25 |
3,384.75 |
|
| R2 |
3,444.25 |
3,444.25 |
3,376.75 |
|
| R1 |
3,402.25 |
3,402.25 |
3,368.50 |
3,379.25 |
| PP |
3,356.25 |
3,356.25 |
3,356.25 |
3,344.50 |
| S1 |
3,314.25 |
3,314.25 |
3,352.50 |
3,291.25 |
| S2 |
3,268.25 |
3,268.25 |
3,344.25 |
|
| S3 |
3,180.25 |
3,226.25 |
3,336.25 |
|
| S4 |
3,092.25 |
3,138.25 |
3,312.00 |
|
|
| 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 |
3,310.00 |
88.00 |
2.6% |
41.75 |
1.2% |
50% |
False |
False |
260,289 |
| 10 |
3,401.75 |
3,310.00 |
91.75 |
2.7% |
35.50 |
1.1% |
48% |
False |
False |
242,302 |
| 20 |
3,401.75 |
3,234.00 |
167.75 |
5.0% |
36.00 |
1.1% |
72% |
False |
False |
239,395 |
| 40 |
3,401.75 |
3,110.75 |
291.00 |
8.7% |
38.75 |
1.2% |
84% |
False |
False |
249,970 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.5% |
37.75 |
1.1% |
87% |
False |
False |
177,855 |
| 80 |
3,401.75 |
3,016.75 |
385.00 |
11.5% |
33.25 |
1.0% |
88% |
False |
False |
133,434 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.6% |
30.50 |
0.9% |
92% |
False |
False |
106,751 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.6% |
27.00 |
0.8% |
92% |
False |
False |
88,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,450.50 |
|
2.618 |
3,417.75 |
|
1.618 |
3,397.75 |
|
1.000 |
3,385.50 |
|
0.618 |
3,377.75 |
|
HIGH |
3,365.50 |
|
0.618 |
3,357.75 |
|
0.500 |
3,355.50 |
|
0.382 |
3,353.25 |
|
LOW |
3,345.50 |
|
0.618 |
3,333.25 |
|
1.000 |
3,325.50 |
|
1.618 |
3,313.25 |
|
2.618 |
3,293.25 |
|
4.250 |
3,260.50 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,355.50 |
3,352.25 |
| PP |
3,355.00 |
3,350.50 |
| S1 |
3,354.75 |
3,348.50 |
|