| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,017.0 |
3,041.0 |
24.0 |
0.8% |
3,051.0 |
| High |
3,030.0 |
3,047.0 |
17.0 |
0.6% |
3,096.0 |
| Low |
2,992.0 |
3,021.0 |
29.0 |
1.0% |
2,990.0 |
| Close |
3,010.0 |
3,045.0 |
35.0 |
1.2% |
3,023.0 |
| Range |
38.0 |
26.0 |
-12.0 |
-31.6% |
106.0 |
| ATR |
35.8 |
35.9 |
0.1 |
0.2% |
0.0 |
| Volume |
5,611 |
112 |
-5,499 |
-98.0% |
5,928 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,115.7 |
3,106.3 |
3,059.3 |
|
| R3 |
3,089.7 |
3,080.3 |
3,052.2 |
|
| R2 |
3,063.7 |
3,063.7 |
3,049.8 |
|
| R1 |
3,054.3 |
3,054.3 |
3,047.4 |
3,059.0 |
| PP |
3,037.7 |
3,037.7 |
3,037.7 |
3,040.0 |
| S1 |
3,028.3 |
3,028.3 |
3,042.6 |
3,033.0 |
| S2 |
3,011.7 |
3,011.7 |
3,040.2 |
|
| S3 |
2,985.7 |
3,002.3 |
3,037.9 |
|
| S4 |
2,959.7 |
2,976.3 |
3,030.7 |
|
|
| 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 |
3,051.0 |
2,990.0 |
61.0 |
2.0% |
33.6 |
1.1% |
90% |
False |
False |
4,186 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
35.5 |
1.2% |
52% |
False |
False |
2,507 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
32.0 |
1.0% |
52% |
False |
False |
1,546 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.8% |
30.4 |
1.0% |
79% |
False |
False |
1,060 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
29.0 |
1.0% |
87% |
False |
False |
731 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
24.9 |
0.8% |
87% |
False |
False |
551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,157.5 |
|
2.618 |
3,115.1 |
|
1.618 |
3,089.1 |
|
1.000 |
3,073.0 |
|
0.618 |
3,063.1 |
|
HIGH |
3,047.0 |
|
0.618 |
3,037.1 |
|
0.500 |
3,034.0 |
|
0.382 |
3,030.9 |
|
LOW |
3,021.0 |
|
0.618 |
3,004.9 |
|
1.000 |
2,995.0 |
|
1.618 |
2,978.9 |
|
2.618 |
2,952.9 |
|
4.250 |
2,910.5 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,041.3 |
3,037.2 |
| PP |
3,037.7 |
3,029.3 |
| S1 |
3,034.0 |
3,021.5 |
|