| 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 |
1,242.7 |
1,249.5 |
6.8 |
0.5% |
1,289.2 |
| High |
1,254.4 |
1,258.2 |
3.8 |
0.3% |
1,289.6 |
| Low |
1,226.4 |
1,239.2 |
12.8 |
1.0% |
1,236.5 |
| Close |
1,241.6 |
1,241.5 |
-0.1 |
0.0% |
1,244.6 |
| Range |
28.0 |
19.0 |
-9.0 |
-32.1% |
53.1 |
| ATR |
21.2 |
21.0 |
-0.2 |
-0.7% |
0.0 |
| Volume |
59,401 |
113,515 |
54,114 |
91.1% |
154,914 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,303.3 |
1,291.4 |
1,252.0 |
|
| R3 |
1,284.3 |
1,272.4 |
1,246.7 |
|
| R2 |
1,265.3 |
1,265.3 |
1,245.0 |
|
| R1 |
1,253.4 |
1,253.4 |
1,243.2 |
1,249.9 |
| PP |
1,246.3 |
1,246.3 |
1,246.3 |
1,244.5 |
| S1 |
1,234.4 |
1,234.4 |
1,239.8 |
1,230.9 |
| S2 |
1,227.3 |
1,227.3 |
1,238.0 |
|
| S3 |
1,208.3 |
1,215.4 |
1,236.3 |
|
| S4 |
1,189.3 |
1,196.4 |
1,231.1 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,416.2 |
1,383.5 |
1,273.8 |
|
| R3 |
1,363.1 |
1,330.4 |
1,259.2 |
|
| R2 |
1,310.0 |
1,310.0 |
1,254.3 |
|
| R1 |
1,277.3 |
1,277.3 |
1,249.5 |
1,267.1 |
| PP |
1,256.9 |
1,256.9 |
1,256.9 |
1,251.8 |
| S1 |
1,224.2 |
1,224.2 |
1,239.7 |
1,214.0 |
| S2 |
1,203.8 |
1,203.8 |
1,234.9 |
|
| S3 |
1,150.7 |
1,171.1 |
1,230.0 |
|
| S4 |
1,097.6 |
1,118.0 |
1,215.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,276.4 |
1,226.4 |
50.0 |
4.0% |
20.8 |
1.7% |
30% |
False |
False |
60,378 |
| 10 |
1,294.7 |
1,226.4 |
68.3 |
5.5% |
17.7 |
1.4% |
22% |
False |
False |
37,106 |
| 20 |
1,360.3 |
1,226.4 |
133.9 |
10.8% |
18.9 |
1.5% |
11% |
False |
False |
24,293 |
| 40 |
1,362.3 |
1,226.4 |
135.9 |
10.9% |
21.3 |
1.7% |
11% |
False |
False |
14,331 |
| 60 |
1,414.0 |
1,226.4 |
187.6 |
15.1% |
23.7 |
1.9% |
8% |
False |
False |
10,284 |
| 80 |
1,433.7 |
1,226.4 |
207.3 |
16.7% |
23.4 |
1.9% |
7% |
False |
False |
8,100 |
| 100 |
1,433.7 |
1,226.4 |
207.3 |
16.7% |
22.5 |
1.8% |
7% |
False |
False |
6,881 |
| 120 |
1,433.7 |
1,187.9 |
245.8 |
19.8% |
22.8 |
1.8% |
22% |
False |
False |
5,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,339.0 |
|
2.618 |
1,307.9 |
|
1.618 |
1,288.9 |
|
1.000 |
1,277.2 |
|
0.618 |
1,269.9 |
|
HIGH |
1,258.2 |
|
0.618 |
1,250.9 |
|
0.500 |
1,248.7 |
|
0.382 |
1,246.5 |
|
LOW |
1,239.2 |
|
0.618 |
1,227.5 |
|
1.000 |
1,220.2 |
|
1.618 |
1,208.5 |
|
2.618 |
1,189.5 |
|
4.250 |
1,158.5 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,248.7 |
1,242.3 |
| PP |
1,246.3 |
1,242.0 |
| S1 |
1,243.9 |
1,241.8 |
|