| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,400.75 |
3,422.50 |
21.75 |
0.6% |
3,416.50 |
| High |
3,422.50 |
3,437.25 |
14.75 |
0.4% |
3,425.75 |
| Low |
3,400.00 |
3,420.25 |
20.25 |
0.6% |
3,358.50 |
| Close |
3,420.00 |
3,429.00 |
9.00 |
0.3% |
3,420.00 |
| Range |
22.50 |
17.00 |
-5.50 |
-24.4% |
67.25 |
| ATR |
36.77 |
35.37 |
-1.39 |
-3.8% |
0.00 |
| Volume |
163,835 |
177,967 |
14,132 |
8.6% |
1,140,797 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,479.75 |
3,471.50 |
3,438.25 |
|
| R3 |
3,462.75 |
3,454.50 |
3,433.75 |
|
| R2 |
3,445.75 |
3,445.75 |
3,432.00 |
|
| R1 |
3,437.50 |
3,437.50 |
3,430.50 |
3,441.50 |
| PP |
3,428.75 |
3,428.75 |
3,428.75 |
3,431.00 |
| S1 |
3,420.50 |
3,420.50 |
3,427.50 |
3,424.50 |
| S2 |
3,411.75 |
3,411.75 |
3,426.00 |
|
| S3 |
3,394.75 |
3,403.50 |
3,424.25 |
|
| S4 |
3,377.75 |
3,386.50 |
3,419.75 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.25 |
3,578.75 |
3,457.00 |
|
| R3 |
3,536.00 |
3,511.50 |
3,438.50 |
|
| R2 |
3,468.75 |
3,468.75 |
3,432.25 |
|
| R1 |
3,444.25 |
3,444.25 |
3,426.25 |
3,456.50 |
| PP |
3,401.50 |
3,401.50 |
3,401.50 |
3,407.50 |
| S1 |
3,377.00 |
3,377.00 |
3,413.75 |
3,389.25 |
| S2 |
3,334.25 |
3,334.25 |
3,407.75 |
|
| S3 |
3,267.00 |
3,309.75 |
3,401.50 |
|
| S4 |
3,199.75 |
3,242.50 |
3,383.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,437.25 |
3,358.50 |
78.75 |
2.3% |
31.00 |
0.9% |
90% |
True |
False |
219,057 |
| 10 |
3,437.25 |
3,338.25 |
99.00 |
2.9% |
33.75 |
1.0% |
92% |
True |
False |
216,659 |
| 20 |
3,437.25 |
3,310.00 |
127.25 |
3.7% |
34.50 |
1.0% |
94% |
True |
False |
229,480 |
| 40 |
3,437.25 |
3,110.75 |
326.50 |
9.5% |
39.25 |
1.1% |
97% |
True |
False |
247,857 |
| 60 |
3,437.25 |
3,070.00 |
367.25 |
10.7% |
37.25 |
1.1% |
98% |
True |
False |
213,885 |
| 80 |
3,437.25 |
3,049.25 |
388.00 |
11.3% |
35.50 |
1.0% |
98% |
True |
False |
160,501 |
| 100 |
3,437.25 |
2,952.75 |
484.50 |
14.1% |
31.25 |
0.9% |
98% |
True |
False |
128,416 |
| 120 |
3,437.25 |
2,813.00 |
624.25 |
18.2% |
29.75 |
0.9% |
99% |
True |
False |
107,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,509.50 |
|
2.618 |
3,481.75 |
|
1.618 |
3,464.75 |
|
1.000 |
3,454.25 |
|
0.618 |
3,447.75 |
|
HIGH |
3,437.25 |
|
0.618 |
3,430.75 |
|
0.500 |
3,428.75 |
|
0.382 |
3,426.75 |
|
LOW |
3,420.25 |
|
0.618 |
3,409.75 |
|
1.000 |
3,403.25 |
|
1.618 |
3,392.75 |
|
2.618 |
3,375.75 |
|
4.250 |
3,348.00 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,429.00 |
3,419.00 |
| PP |
3,428.75 |
3,408.75 |
| S1 |
3,428.75 |
3,398.75 |
|