| 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 |
3,424.25 |
3,440.00 |
15.75 |
0.5% |
3,413.75 |
| High |
3,449.50 |
3,464.25 |
14.75 |
0.4% |
3,416.50 |
| Low |
3,418.00 |
3,440.00 |
22.00 |
0.6% |
3,354.00 |
| Close |
3,441.25 |
3,462.50 |
21.25 |
0.6% |
3,414.00 |
| Range |
31.50 |
24.25 |
-7.25 |
-23.0% |
62.50 |
| ATR |
30.38 |
29.95 |
-0.44 |
-1.4% |
0.00 |
| Volume |
75 |
1,277 |
1,202 |
1,602.7% |
3,571 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,528.25 |
3,519.75 |
3,475.75 |
|
| R3 |
3,504.00 |
3,495.50 |
3,469.25 |
|
| R2 |
3,479.75 |
3,479.75 |
3,467.00 |
|
| R1 |
3,471.25 |
3,471.25 |
3,464.75 |
3,475.50 |
| PP |
3,455.50 |
3,455.50 |
3,455.50 |
3,457.75 |
| S1 |
3,447.00 |
3,447.00 |
3,460.25 |
3,451.25 |
| S2 |
3,431.25 |
3,431.25 |
3,458.00 |
|
| S3 |
3,407.00 |
3,422.75 |
3,455.75 |
|
| S4 |
3,382.75 |
3,398.50 |
3,449.25 |
|
|
| 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 |
3,464.25 |
3,356.00 |
108.25 |
3.1% |
27.00 |
0.8% |
98% |
True |
False |
727 |
| 10 |
3,464.25 |
3,354.00 |
110.25 |
3.2% |
26.75 |
0.8% |
98% |
True |
False |
534 |
| 20 |
3,464.25 |
3,308.25 |
156.00 |
4.5% |
29.50 |
0.9% |
99% |
True |
False |
318 |
| 40 |
3,464.25 |
3,110.00 |
354.25 |
10.2% |
32.50 |
0.9% |
100% |
True |
False |
236 |
| 60 |
3,464.25 |
3,110.00 |
354.25 |
10.2% |
25.75 |
0.7% |
100% |
True |
False |
209 |
| 80 |
3,464.25 |
3,045.00 |
419.25 |
12.1% |
20.00 |
0.6% |
100% |
True |
False |
157 |
| 100 |
3,464.25 |
2,984.00 |
480.25 |
13.9% |
16.75 |
0.5% |
100% |
True |
False |
126 |
| 120 |
3,464.25 |
2,831.25 |
633.00 |
18.3% |
14.50 |
0.4% |
100% |
True |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,567.25 |
|
2.618 |
3,527.75 |
|
1.618 |
3,503.50 |
|
1.000 |
3,488.50 |
|
0.618 |
3,479.25 |
|
HIGH |
3,464.25 |
|
0.618 |
3,455.00 |
|
0.500 |
3,452.00 |
|
0.382 |
3,449.25 |
|
LOW |
3,440.00 |
|
0.618 |
3,425.00 |
|
1.000 |
3,415.75 |
|
1.618 |
3,400.75 |
|
2.618 |
3,376.50 |
|
4.250 |
3,337.00 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,459.00 |
3,455.00 |
| PP |
3,455.50 |
3,447.50 |
| S1 |
3,452.00 |
3,440.00 |
|