| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,044.0 |
3,017.0 |
-27.0 |
-0.9% |
3,051.0 |
| High |
3,051.0 |
3,030.0 |
-21.0 |
-0.7% |
3,096.0 |
| Low |
3,015.0 |
2,992.0 |
-23.0 |
-0.8% |
2,990.0 |
| Close |
3,026.0 |
3,010.0 |
-16.0 |
-0.5% |
3,023.0 |
| Range |
36.0 |
38.0 |
2.0 |
5.6% |
106.0 |
| ATR |
35.7 |
35.8 |
0.2 |
0.5% |
0.0 |
| Volume |
214 |
5,611 |
5,397 |
2,522.0% |
5,928 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,124.7 |
3,105.3 |
3,030.9 |
|
| R3 |
3,086.7 |
3,067.3 |
3,020.5 |
|
| R2 |
3,048.7 |
3,048.7 |
3,017.0 |
|
| R1 |
3,029.3 |
3,029.3 |
3,013.5 |
3,020.0 |
| PP |
3,010.7 |
3,010.7 |
3,010.7 |
3,006.0 |
| S1 |
2,991.3 |
2,991.3 |
3,006.5 |
2,982.0 |
| S2 |
2,972.7 |
2,972.7 |
3,003.0 |
|
| S3 |
2,934.7 |
2,953.3 |
2,999.6 |
|
| S4 |
2,896.7 |
2,915.3 |
2,989.1 |
|
|
| 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% |
46.4 |
1.5% |
19% |
False |
False |
4,255 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
37.3 |
1.2% |
19% |
False |
False |
2,960 |
| 20 |
3,096.0 |
2,978.0 |
118.0 |
3.9% |
31.9 |
1.1% |
27% |
False |
False |
1,556 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
30.3 |
1.0% |
64% |
False |
False |
1,058 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.9% |
28.8 |
1.0% |
78% |
False |
False |
729 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.9% |
24.6 |
0.8% |
78% |
False |
False |
550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,191.5 |
|
2.618 |
3,129.5 |
|
1.618 |
3,091.5 |
|
1.000 |
3,068.0 |
|
0.618 |
3,053.5 |
|
HIGH |
3,030.0 |
|
0.618 |
3,015.5 |
|
0.500 |
3,011.0 |
|
0.382 |
3,006.5 |
|
LOW |
2,992.0 |
|
0.618 |
2,968.5 |
|
1.000 |
2,954.0 |
|
1.618 |
2,930.5 |
|
2.618 |
2,892.5 |
|
4.250 |
2,830.5 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,011.0 |
3,021.5 |
| PP |
3,010.7 |
3,017.7 |
| S1 |
3,010.3 |
3,013.8 |
|