| 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 |
3,012.0 |
3,033.0 |
21.0 |
0.7% |
3,051.0 |
| High |
3,030.0 |
3,047.0 |
17.0 |
0.6% |
3,096.0 |
| Low |
2,990.0 |
3,019.0 |
29.0 |
1.0% |
2,990.0 |
| Close |
3,023.0 |
3,044.0 |
21.0 |
0.7% |
3,023.0 |
| Range |
40.0 |
28.0 |
-12.0 |
-30.0% |
106.0 |
| ATR |
36.2 |
35.6 |
-0.6 |
-1.6% |
0.0 |
| Volume |
1,912 |
13,085 |
11,173 |
584.4% |
5,928 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,120.7 |
3,110.3 |
3,059.4 |
|
| R3 |
3,092.7 |
3,082.3 |
3,051.7 |
|
| R2 |
3,064.7 |
3,064.7 |
3,049.1 |
|
| R1 |
3,054.3 |
3,054.3 |
3,046.6 |
3,059.5 |
| PP |
3,036.7 |
3,036.7 |
3,036.7 |
3,039.3 |
| S1 |
3,026.3 |
3,026.3 |
3,041.4 |
3,031.5 |
| S2 |
3,008.7 |
3,008.7 |
3,038.9 |
|
| S3 |
2,980.7 |
2,998.3 |
3,036.3 |
|
| S4 |
2,952.7 |
2,970.3 |
3,028.6 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,354.3 |
3,294.7 |
3,081.3 |
|
| R3 |
3,248.3 |
3,188.7 |
3,052.2 |
|
| R2 |
3,142.3 |
3,142.3 |
3,042.4 |
|
| R1 |
3,082.7 |
3,082.7 |
3,032.7 |
3,059.5 |
| PP |
3,036.3 |
3,036.3 |
3,036.3 |
3,024.8 |
| S1 |
2,976.7 |
2,976.7 |
3,013.3 |
2,953.5 |
| S2 |
2,930.3 |
2,930.3 |
3,003.6 |
|
| S3 |
2,824.3 |
2,870.7 |
2,993.9 |
|
| S4 |
2,718.3 |
2,764.7 |
2,964.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
43.4 |
1.4% |
51% |
False |
False |
3,564 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
37.9 |
1.2% |
51% |
False |
False |
2,409 |
| 20 |
3,096.0 |
2,970.0 |
126.0 |
4.1% |
30.7 |
1.0% |
59% |
False |
False |
1,650 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
30.5 |
1.0% |
78% |
False |
False |
915 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
28.1 |
0.9% |
87% |
False |
False |
633 |
| 80 |
3,096.0 |
2,707.0 |
389.0 |
12.8% |
24.1 |
0.8% |
87% |
False |
False |
477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.0 |
|
2.618 |
3,120.3 |
|
1.618 |
3,092.3 |
|
1.000 |
3,075.0 |
|
0.618 |
3,064.3 |
|
HIGH |
3,047.0 |
|
0.618 |
3,036.3 |
|
0.500 |
3,033.0 |
|
0.382 |
3,029.7 |
|
LOW |
3,019.0 |
|
0.618 |
3,001.7 |
|
1.000 |
2,991.0 |
|
1.618 |
2,973.7 |
|
2.618 |
2,945.7 |
|
4.250 |
2,900.0 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,040.3 |
3,043.7 |
| PP |
3,036.7 |
3,043.3 |
| S1 |
3,033.0 |
3,043.0 |
|