| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,275.2 |
1,276.5 |
1.3 |
0.1% |
1,288.8 |
| High |
1,278.7 |
1,276.5 |
-2.2 |
-0.2% |
1,294.8 |
| Low |
1,270.0 |
1,243.5 |
-26.5 |
-2.1% |
1,263.6 |
| Close |
1,275.3 |
1,259.8 |
-15.5 |
-1.2% |
1,289.2 |
| Range |
8.7 |
33.0 |
24.3 |
279.3% |
31.2 |
| ATR |
18.4 |
19.5 |
1.0 |
5.6% |
0.0 |
| Volume |
1,561 |
6,250 |
4,689 |
300.4% |
16,116 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,358.9 |
1,342.4 |
1,278.0 |
|
| R3 |
1,325.9 |
1,309.4 |
1,268.9 |
|
| R2 |
1,292.9 |
1,292.9 |
1,265.9 |
|
| R1 |
1,276.4 |
1,276.4 |
1,262.8 |
1,268.2 |
| PP |
1,259.9 |
1,259.9 |
1,259.9 |
1,255.8 |
| S1 |
1,243.4 |
1,243.4 |
1,256.8 |
1,235.2 |
| S2 |
1,226.9 |
1,226.9 |
1,253.8 |
|
| S3 |
1,193.9 |
1,210.4 |
1,250.7 |
|
| S4 |
1,160.9 |
1,177.4 |
1,241.7 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,376.1 |
1,363.9 |
1,306.4 |
|
| R3 |
1,344.9 |
1,332.7 |
1,297.8 |
|
| R2 |
1,313.7 |
1,313.7 |
1,294.9 |
|
| R1 |
1,301.5 |
1,301.5 |
1,292.1 |
1,307.6 |
| PP |
1,282.5 |
1,282.5 |
1,282.5 |
1,285.6 |
| S1 |
1,270.3 |
1,270.3 |
1,286.3 |
1,276.4 |
| S2 |
1,251.3 |
1,251.3 |
1,283.5 |
|
| S3 |
1,220.1 |
1,239.1 |
1,280.6 |
|
| S4 |
1,188.9 |
1,207.9 |
1,272.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,294.8 |
1,243.5 |
51.3 |
4.1% |
16.4 |
1.3% |
32% |
False |
True |
2,831 |
| 10 |
1,325.2 |
1,243.5 |
81.7 |
6.5% |
18.0 |
1.4% |
20% |
False |
True |
3,073 |
| 20 |
1,361.1 |
1,243.5 |
117.6 |
9.3% |
16.8 |
1.3% |
14% |
False |
True |
2,065 |
| 40 |
1,361.1 |
1,243.5 |
117.6 |
9.3% |
20.1 |
1.6% |
14% |
False |
True |
1,706 |
| 60 |
1,430.2 |
1,243.5 |
186.7 |
14.8% |
21.0 |
1.7% |
9% |
False |
True |
1,361 |
| 80 |
1,430.2 |
1,243.5 |
186.7 |
14.8% |
20.7 |
1.6% |
9% |
False |
True |
1,182 |
| 100 |
1,430.2 |
1,215.8 |
214.4 |
17.0% |
19.3 |
1.5% |
21% |
False |
False |
1,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,416.8 |
|
2.618 |
1,362.9 |
|
1.618 |
1,329.9 |
|
1.000 |
1,309.5 |
|
0.618 |
1,296.9 |
|
HIGH |
1,276.5 |
|
0.618 |
1,263.9 |
|
0.500 |
1,260.0 |
|
0.382 |
1,256.1 |
|
LOW |
1,243.5 |
|
0.618 |
1,223.1 |
|
1.000 |
1,210.5 |
|
1.618 |
1,190.1 |
|
2.618 |
1,157.1 |
|
4.250 |
1,103.3 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,260.0 |
1,266.7 |
| PP |
1,259.9 |
1,264.4 |
| S1 |
1,259.9 |
1,262.1 |
|