| 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 |
15,908.07 |
16,008.71 |
100.64 |
0.6% |
15,962.72 |
| High |
16,016.04 |
16,068.78 |
52.74 |
0.3% |
16,068.78 |
| Low |
15,908.07 |
15,976.27 |
68.20 |
0.4% |
15,865.37 |
| Close |
16,009.99 |
16,064.77 |
54.78 |
0.3% |
16,064.77 |
| Range |
107.97 |
92.51 |
-15.46 |
-14.3% |
203.41 |
| ATR |
117.53 |
115.75 |
-1.79 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,314.14 |
16,281.96 |
16,115.65 |
|
| R3 |
16,221.63 |
16,189.45 |
16,090.21 |
|
| R2 |
16,129.12 |
16,129.12 |
16,081.73 |
|
| R1 |
16,096.94 |
16,096.94 |
16,073.25 |
16,113.03 |
| PP |
16,036.61 |
16,036.61 |
16,036.61 |
16,044.65 |
| S1 |
16,004.43 |
16,004.43 |
16,056.29 |
16,020.52 |
| S2 |
15,944.10 |
15,944.10 |
16,047.81 |
|
| S3 |
15,851.59 |
15,911.92 |
16,039.33 |
|
| S4 |
15,759.08 |
15,819.41 |
16,013.89 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,609.87 |
16,540.73 |
16,176.65 |
|
| R3 |
16,406.46 |
16,337.32 |
16,120.71 |
|
| R2 |
16,203.05 |
16,203.05 |
16,102.06 |
|
| R1 |
16,133.91 |
16,133.91 |
16,083.42 |
16,168.48 |
| PP |
15,999.64 |
15,999.64 |
15,999.64 |
16,016.93 |
| S1 |
15,930.50 |
15,930.50 |
16,046.12 |
15,965.07 |
| S2 |
15,796.23 |
15,796.23 |
16,027.48 |
|
| S3 |
15,592.82 |
15,727.09 |
16,008.83 |
|
| S4 |
15,389.41 |
15,523.68 |
15,952.89 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,068.78 |
15,865.37 |
203.41 |
1.3% |
104.43 |
0.7% |
98% |
True |
False |
|
| 10 |
16,068.78 |
15,672.00 |
396.78 |
2.5% |
98.58 |
0.6% |
99% |
True |
False |
|
| 20 |
16,068.78 |
15,522.18 |
546.60 |
3.4% |
112.00 |
0.7% |
99% |
True |
False |
|
| 40 |
16,068.78 |
14,719.43 |
1,349.35 |
8.4% |
125.81 |
0.8% |
100% |
True |
False |
|
| 60 |
16,068.78 |
14,719.43 |
1,349.35 |
8.4% |
125.75 |
0.8% |
100% |
True |
False |
|
| 80 |
16,068.78 |
14,719.43 |
1,349.35 |
8.4% |
124.56 |
0.8% |
100% |
True |
False |
|
| 100 |
16,068.78 |
14,719.43 |
1,349.35 |
8.4% |
120.53 |
0.8% |
100% |
True |
False |
|
| 120 |
16,068.78 |
14,551.27 |
1,517.51 |
9.4% |
132.10 |
0.8% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,461.95 |
|
2.618 |
16,310.97 |
|
1.618 |
16,218.46 |
|
1.000 |
16,161.29 |
|
0.618 |
16,125.95 |
|
HIGH |
16,068.78 |
|
0.618 |
16,033.44 |
|
0.500 |
16,022.53 |
|
0.382 |
16,011.61 |
|
LOW |
15,976.27 |
|
0.618 |
15,919.10 |
|
1.000 |
15,883.76 |
|
1.618 |
15,826.59 |
|
2.618 |
15,734.08 |
|
4.250 |
15,583.10 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
16,050.69 |
16,032.21 |
| PP |
16,036.61 |
15,999.64 |
| S1 |
16,022.53 |
15,967.08 |
|