| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,034.0 |
3,025.0 |
-9.0 |
-0.3% |
3,033.0 |
| High |
3,056.0 |
3,046.0 |
-10.0 |
-0.3% |
3,052.0 |
| Low |
3,017.0 |
3,008.0 |
-9.0 |
-0.3% |
2,992.0 |
| Close |
3,040.0 |
3,039.0 |
-1.0 |
0.0% |
3,049.0 |
| Range |
39.0 |
38.0 |
-1.0 |
-2.6% |
60.0 |
| ATR |
36.4 |
36.5 |
0.1 |
0.3% |
0.0 |
| Volume |
224 |
5,941 |
5,717 |
2,552.2% |
19,098 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,145.0 |
3,130.0 |
3,059.9 |
|
| R3 |
3,107.0 |
3,092.0 |
3,049.5 |
|
| R2 |
3,069.0 |
3,069.0 |
3,046.0 |
|
| R1 |
3,054.0 |
3,054.0 |
3,042.5 |
3,061.5 |
| PP |
3,031.0 |
3,031.0 |
3,031.0 |
3,034.8 |
| S1 |
3,016.0 |
3,016.0 |
3,035.5 |
3,023.5 |
| S2 |
2,993.0 |
2,993.0 |
3,032.0 |
|
| S3 |
2,955.0 |
2,978.0 |
3,028.6 |
|
| S4 |
2,917.0 |
2,940.0 |
3,018.1 |
|
|
| 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 |
3,008.0 |
76.0 |
2.5% |
34.4 |
1.1% |
41% |
False |
True |
6,157 |
| 10 |
3,084.0 |
2,990.0 |
94.0 |
3.1% |
34.0 |
1.1% |
52% |
False |
False |
5,172 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
35.1 |
1.2% |
46% |
False |
False |
3,052 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.9% |
31.6 |
1.0% |
76% |
False |
False |
1,788 |
| 60 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
29.8 |
1.0% |
85% |
False |
False |
1,243 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.8% |
26.3 |
0.9% |
85% |
False |
False |
935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.5 |
|
2.618 |
3,145.5 |
|
1.618 |
3,107.5 |
|
1.000 |
3,084.0 |
|
0.618 |
3,069.5 |
|
HIGH |
3,046.0 |
|
0.618 |
3,031.5 |
|
0.500 |
3,027.0 |
|
0.382 |
3,022.5 |
|
LOW |
3,008.0 |
|
0.618 |
2,984.5 |
|
1.000 |
2,970.0 |
|
1.618 |
2,946.5 |
|
2.618 |
2,908.5 |
|
4.250 |
2,846.5 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,035.0 |
3,037.7 |
| PP |
3,031.0 |
3,036.3 |
| S1 |
3,027.0 |
3,035.0 |
|