| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,396.00 |
3,420.00 |
24.00 |
0.7% |
3,413.75 |
| High |
3,416.50 |
3,431.00 |
14.50 |
0.4% |
3,416.50 |
| Low |
3,395.50 |
3,416.00 |
20.50 |
0.6% |
3,354.00 |
| Close |
3,414.00 |
3,423.00 |
9.00 |
0.3% |
3,414.00 |
| Range |
21.00 |
15.00 |
-6.00 |
-28.6% |
62.50 |
| ATR |
31.32 |
30.30 |
-1.02 |
-3.3% |
0.00 |
| Volume |
1,237 |
330 |
-907 |
-73.3% |
3,571 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,468.25 |
3,460.75 |
3,431.25 |
|
| R3 |
3,453.25 |
3,445.75 |
3,427.00 |
|
| R2 |
3,438.25 |
3,438.25 |
3,425.75 |
|
| R1 |
3,430.75 |
3,430.75 |
3,424.50 |
3,434.50 |
| PP |
3,423.25 |
3,423.25 |
3,423.25 |
3,425.25 |
| S1 |
3,415.75 |
3,415.75 |
3,421.50 |
3,419.50 |
| S2 |
3,408.25 |
3,408.25 |
3,420.25 |
|
| S3 |
3,393.25 |
3,400.75 |
3,419.00 |
|
| S4 |
3,378.25 |
3,385.75 |
3,414.75 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,582.25 |
3,560.75 |
3,448.50 |
|
| R3 |
3,519.75 |
3,498.25 |
3,431.25 |
|
| R2 |
3,457.25 |
3,457.25 |
3,425.50 |
|
| R1 |
3,435.75 |
3,435.75 |
3,419.75 |
3,446.50 |
| PP |
3,394.75 |
3,394.75 |
3,394.75 |
3,400.25 |
| S1 |
3,373.25 |
3,373.25 |
3,408.25 |
3,384.00 |
| S2 |
3,332.25 |
3,332.25 |
3,402.50 |
|
| S3 |
3,269.75 |
3,310.75 |
3,396.75 |
|
| S4 |
3,207.25 |
3,248.25 |
3,379.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,431.00 |
3,354.00 |
77.00 |
2.2% |
28.75 |
0.8% |
90% |
True |
False |
751 |
| 10 |
3,431.00 |
3,341.50 |
89.50 |
2.6% |
28.25 |
0.8% |
91% |
True |
False |
403 |
| 20 |
3,431.00 |
3,308.25 |
122.75 |
3.6% |
29.00 |
0.8% |
93% |
True |
False |
281 |
| 40 |
3,431.00 |
3,110.00 |
321.00 |
9.4% |
32.50 |
1.0% |
98% |
True |
False |
225 |
| 60 |
3,431.00 |
3,073.25 |
357.75 |
10.5% |
25.00 |
0.7% |
98% |
True |
False |
186 |
| 80 |
3,431.00 |
3,045.00 |
386.00 |
11.3% |
19.25 |
0.6% |
98% |
True |
False |
140 |
| 100 |
3,431.00 |
2,946.50 |
484.50 |
14.2% |
16.25 |
0.5% |
98% |
True |
False |
113 |
| 120 |
3,431.00 |
2,831.25 |
599.75 |
17.5% |
14.25 |
0.4% |
99% |
True |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,494.75 |
|
2.618 |
3,470.25 |
|
1.618 |
3,455.25 |
|
1.000 |
3,446.00 |
|
0.618 |
3,440.25 |
|
HIGH |
3,431.00 |
|
0.618 |
3,425.25 |
|
0.500 |
3,423.50 |
|
0.382 |
3,421.75 |
|
LOW |
3,416.00 |
|
0.618 |
3,406.75 |
|
1.000 |
3,401.00 |
|
1.618 |
3,391.75 |
|
2.618 |
3,376.75 |
|
4.250 |
3,352.25 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,423.50 |
3,413.25 |
| PP |
3,423.25 |
3,403.25 |
| S1 |
3,423.25 |
3,393.50 |
|