| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,042.0 |
3,054.0 |
12.0 |
0.4% |
3,033.0 |
| High |
3,084.0 |
3,062.0 |
-22.0 |
-0.7% |
3,052.0 |
| Low |
3,036.0 |
3,030.0 |
-6.0 |
-0.2% |
2,992.0 |
| Close |
3,076.0 |
3,043.0 |
-33.0 |
-1.1% |
3,049.0 |
| Range |
48.0 |
32.0 |
-16.0 |
-33.3% |
60.0 |
| ATR |
35.4 |
36.1 |
0.8 |
2.1% |
0.0 |
| Volume |
7,294 |
17,252 |
9,958 |
136.5% |
19,098 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,141.0 |
3,124.0 |
3,060.6 |
|
| R3 |
3,109.0 |
3,092.0 |
3,051.8 |
|
| R2 |
3,077.0 |
3,077.0 |
3,048.9 |
|
| R1 |
3,060.0 |
3,060.0 |
3,045.9 |
3,052.5 |
| PP |
3,045.0 |
3,045.0 |
3,045.0 |
3,041.3 |
| S1 |
3,028.0 |
3,028.0 |
3,040.1 |
3,020.5 |
| S2 |
3,013.0 |
3,013.0 |
3,037.1 |
|
| S3 |
2,981.0 |
2,996.0 |
3,034.2 |
|
| S4 |
2,949.0 |
2,964.0 |
3,025.4 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,211.0 |
3,190.0 |
3,082.0 |
|
| R3 |
3,151.0 |
3,130.0 |
3,065.5 |
|
| R2 |
3,091.0 |
3,091.0 |
3,060.0 |
|
| R1 |
3,070.0 |
3,070.0 |
3,054.5 |
3,080.5 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,036.3 |
| S1 |
3,010.0 |
3,010.0 |
3,043.5 |
3,020.5 |
| S2 |
2,971.0 |
2,971.0 |
3,038.0 |
|
| S3 |
2,911.0 |
2,950.0 |
3,032.5 |
|
| S4 |
2,851.0 |
2,890.0 |
3,016.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,084.0 |
2,992.0 |
92.0 |
3.0% |
31.8 |
1.0% |
55% |
False |
False |
6,069 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
37.3 |
1.2% |
50% |
False |
False |
4,618 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
33.1 |
1.1% |
50% |
False |
False |
2,754 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
30.8 |
1.0% |
78% |
False |
False |
1,639 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
29.2 |
1.0% |
86% |
False |
False |
1,140 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
25.9 |
0.9% |
86% |
False |
False |
859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,198.0 |
|
2.618 |
3,145.8 |
|
1.618 |
3,113.8 |
|
1.000 |
3,094.0 |
|
0.618 |
3,081.8 |
|
HIGH |
3,062.0 |
|
0.618 |
3,049.8 |
|
0.500 |
3,046.0 |
|
0.382 |
3,042.2 |
|
LOW |
3,030.0 |
|
0.618 |
3,010.2 |
|
1.000 |
2,998.0 |
|
1.618 |
2,978.2 |
|
2.618 |
2,946.2 |
|
4.250 |
2,894.0 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.0 |
3,057.0 |
| PP |
3,045.0 |
3,052.3 |
| S1 |
3,044.0 |
3,047.7 |
|