| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,060.0 |
3,065.0 |
5.0 |
0.2% |
3,042.0 |
| High |
3,067.0 |
3,082.0 |
15.0 |
0.5% |
3,084.0 |
| Low |
3,055.0 |
3,060.0 |
5.0 |
0.2% |
3,008.0 |
| Close |
3,058.0 |
3,076.0 |
18.0 |
0.6% |
3,048.0 |
| Range |
12.0 |
22.0 |
10.0 |
83.3% |
76.0 |
| ATR |
33.1 |
32.4 |
-0.6 |
-2.0% |
0.0 |
| Volume |
111,468 |
60,844 |
-50,624 |
-45.4% |
33,442 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,138.7 |
3,129.3 |
3,088.1 |
|
| R3 |
3,116.7 |
3,107.3 |
3,082.1 |
|
| R2 |
3,094.7 |
3,094.7 |
3,080.0 |
|
| R1 |
3,085.3 |
3,085.3 |
3,078.0 |
3,090.0 |
| PP |
3,072.7 |
3,072.7 |
3,072.7 |
3,075.0 |
| S1 |
3,063.3 |
3,063.3 |
3,074.0 |
3,068.0 |
| S2 |
3,050.7 |
3,050.7 |
3,072.0 |
|
| S3 |
3,028.7 |
3,041.3 |
3,070.0 |
|
| S4 |
3,006.7 |
3,019.3 |
3,063.9 |
|
|
| 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 |
3,082.0 |
3,008.0 |
74.0 |
2.4% |
22.2 |
0.7% |
92% |
True |
False |
38,231 |
| 10 |
3,084.0 |
3,008.0 |
76.0 |
2.5% |
27.1 |
0.9% |
89% |
False |
False |
21,611 |
| 20 |
3,096.0 |
2,990.0 |
106.0 |
3.4% |
32.2 |
1.0% |
81% |
False |
False |
12,286 |
| 40 |
3,096.0 |
2,875.0 |
221.0 |
7.2% |
30.8 |
1.0% |
91% |
False |
False |
6,396 |
| 60 |
3,096.0 |
2,729.0 |
367.0 |
11.9% |
29.1 |
0.9% |
95% |
False |
False |
4,316 |
| 80 |
3,096.0 |
2,708.0 |
388.0 |
12.6% |
26.8 |
0.9% |
95% |
False |
False |
3,250 |
| 100 |
3,096.0 |
2,650.0 |
446.0 |
14.5% |
23.4 |
0.8% |
96% |
False |
False |
2,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,175.5 |
|
2.618 |
3,139.6 |
|
1.618 |
3,117.6 |
|
1.000 |
3,104.0 |
|
0.618 |
3,095.6 |
|
HIGH |
3,082.0 |
|
0.618 |
3,073.6 |
|
0.500 |
3,071.0 |
|
0.382 |
3,068.4 |
|
LOW |
3,060.0 |
|
0.618 |
3,046.4 |
|
1.000 |
3,038.0 |
|
1.618 |
3,024.4 |
|
2.618 |
3,002.4 |
|
4.250 |
2,966.5 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,074.3 |
3,073.5 |
| PP |
3,072.7 |
3,071.0 |
| S1 |
3,071.0 |
3,068.5 |
|