| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,054.0 |
3,034.0 |
-20.0 |
-0.7% |
3,033.0 |
| High |
3,062.0 |
3,056.0 |
-6.0 |
-0.2% |
3,052.0 |
| Low |
3,030.0 |
3,017.0 |
-13.0 |
-0.4% |
2,992.0 |
| Close |
3,043.0 |
3,040.0 |
-3.0 |
-0.1% |
3,049.0 |
| Range |
32.0 |
39.0 |
7.0 |
21.9% |
60.0 |
| ATR |
36.1 |
36.4 |
0.2 |
0.6% |
0.0 |
| Volume |
17,252 |
224 |
-17,028 |
-98.7% |
19,098 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,154.7 |
3,136.3 |
3,061.5 |
|
| R3 |
3,115.7 |
3,097.3 |
3,050.7 |
|
| R2 |
3,076.7 |
3,076.7 |
3,047.2 |
|
| R1 |
3,058.3 |
3,058.3 |
3,043.6 |
3,067.5 |
| PP |
3,037.7 |
3,037.7 |
3,037.7 |
3,042.3 |
| S1 |
3,019.3 |
3,019.3 |
3,036.4 |
3,028.5 |
| S2 |
2,998.7 |
2,998.7 |
3,032.9 |
|
| S3 |
2,959.7 |
2,980.3 |
3,029.3 |
|
| S4 |
2,920.7 |
2,941.3 |
3,018.6 |
|
|
| 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 |
3,017.0 |
67.0 |
2.2% |
32.0 |
1.1% |
34% |
False |
True |
4,991 |
| 10 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
39.2 |
1.3% |
47% |
False |
False |
4,623 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
33.9 |
1.1% |
47% |
False |
False |
2,759 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
31.2 |
1.0% |
77% |
False |
False |
1,643 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
29.5 |
1.0% |
86% |
False |
False |
1,144 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
26.3 |
0.9% |
86% |
False |
False |
861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,221.8 |
|
2.618 |
3,158.1 |
|
1.618 |
3,119.1 |
|
1.000 |
3,095.0 |
|
0.618 |
3,080.1 |
|
HIGH |
3,056.0 |
|
0.618 |
3,041.1 |
|
0.500 |
3,036.5 |
|
0.382 |
3,031.9 |
|
LOW |
3,017.0 |
|
0.618 |
2,992.9 |
|
1.000 |
2,978.0 |
|
1.618 |
2,953.9 |
|
2.618 |
2,914.9 |
|
4.250 |
2,851.3 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,038.8 |
3,050.5 |
| PP |
3,037.7 |
3,047.0 |
| S1 |
3,036.5 |
3,043.5 |
|