| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,025.0 |
3,048.0 |
23.0 |
0.8% |
3,042.0 |
| High |
3,046.0 |
3,055.0 |
9.0 |
0.3% |
3,084.0 |
| Low |
3,008.0 |
3,030.0 |
22.0 |
0.7% |
3,008.0 |
| Close |
3,039.0 |
3,048.0 |
9.0 |
0.3% |
3,048.0 |
| Range |
38.0 |
25.0 |
-13.0 |
-34.2% |
76.0 |
| ATR |
36.5 |
35.7 |
-0.8 |
-2.2% |
0.0 |
| Volume |
5,941 |
2,731 |
-3,210 |
-54.0% |
33,442 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,119.3 |
3,108.7 |
3,061.8 |
|
| R3 |
3,094.3 |
3,083.7 |
3,054.9 |
|
| R2 |
3,069.3 |
3,069.3 |
3,052.6 |
|
| R1 |
3,058.7 |
3,058.7 |
3,050.3 |
3,060.5 |
| PP |
3,044.3 |
3,044.3 |
3,044.3 |
3,045.3 |
| S1 |
3,033.7 |
3,033.7 |
3,045.7 |
3,035.5 |
| S2 |
3,019.3 |
3,019.3 |
3,043.4 |
|
| S3 |
2,994.3 |
3,008.7 |
3,041.1 |
|
| S4 |
2,969.3 |
2,983.7 |
3,034.3 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,274.7 |
3,237.3 |
3,089.8 |
|
| R3 |
3,198.7 |
3,161.3 |
3,068.9 |
|
| R2 |
3,122.7 |
3,122.7 |
3,061.9 |
|
| R1 |
3,085.3 |
3,085.3 |
3,055.0 |
3,104.0 |
| PP |
3,046.7 |
3,046.7 |
3,046.7 |
3,056.0 |
| S1 |
3,009.3 |
3,009.3 |
3,041.0 |
3,028.0 |
| S2 |
2,970.7 |
2,970.7 |
3,034.1 |
|
| S3 |
2,894.7 |
2,933.3 |
3,027.1 |
|
| S4 |
2,818.7 |
2,857.3 |
3,006.2 |
|
|
| 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% |
36.4 |
1.2% |
53% |
False |
False |
6,688 |
| 10 |
3,084.0 |
2,992.0 |
92.0 |
3.0% |
32.5 |
1.1% |
61% |
False |
False |
5,254 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.5% |
35.5 |
1.2% |
55% |
False |
False |
3,183 |
| 40 |
3,096.0 |
2,857.0 |
239.0 |
7.8% |
31.8 |
1.0% |
80% |
False |
False |
1,856 |
| 60 |
3,096.0 |
2,718.0 |
378.0 |
12.4% |
29.6 |
1.0% |
87% |
False |
False |
1,288 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.7% |
26.6 |
0.9% |
88% |
False |
False |
969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,161.3 |
|
2.618 |
3,120.5 |
|
1.618 |
3,095.5 |
|
1.000 |
3,080.0 |
|
0.618 |
3,070.5 |
|
HIGH |
3,055.0 |
|
0.618 |
3,045.5 |
|
0.500 |
3,042.5 |
|
0.382 |
3,039.6 |
|
LOW |
3,030.0 |
|
0.618 |
3,014.6 |
|
1.000 |
3,005.0 |
|
1.618 |
2,989.6 |
|
2.618 |
2,964.6 |
|
4.250 |
2,923.8 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,046.2 |
3,042.7 |
| PP |
3,044.3 |
3,037.3 |
| S1 |
3,042.5 |
3,032.0 |
|