| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,399.0 |
5,458.0 |
59.0 |
1.1% |
5,404.0 |
| High |
5,425.0 |
5,465.0 |
40.0 |
0.7% |
5,435.0 |
| Low |
5,392.0 |
5,387.0 |
-5.0 |
-0.1% |
5,372.0 |
| Close |
5,409.0 |
5,401.0 |
-8.0 |
-0.1% |
5,409.0 |
| Range |
33.0 |
78.0 |
45.0 |
136.4% |
63.0 |
| ATR |
42.4 |
45.0 |
2.5 |
6.0% |
0.0 |
| Volume |
20,728 |
25,635 |
4,907 |
23.7% |
109,198 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,651.7 |
5,604.3 |
5,443.9 |
|
| R3 |
5,573.7 |
5,526.3 |
5,422.5 |
|
| R2 |
5,495.7 |
5,495.7 |
5,415.3 |
|
| R1 |
5,448.3 |
5,448.3 |
5,408.2 |
5,433.0 |
| PP |
5,417.7 |
5,417.7 |
5,417.7 |
5,410.0 |
| S1 |
5,370.3 |
5,370.3 |
5,393.9 |
5,355.0 |
| S2 |
5,339.7 |
5,339.7 |
5,386.7 |
|
| S3 |
5,261.7 |
5,292.3 |
5,379.6 |
|
| S4 |
5,183.7 |
5,214.3 |
5,358.1 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,594.3 |
5,564.7 |
5,443.7 |
|
| R3 |
5,531.3 |
5,501.7 |
5,426.3 |
|
| R2 |
5,468.3 |
5,468.3 |
5,420.6 |
|
| R1 |
5,438.7 |
5,438.7 |
5,414.8 |
5,453.5 |
| PP |
5,405.3 |
5,405.3 |
5,405.3 |
5,412.8 |
| S1 |
5,375.7 |
5,375.7 |
5,403.2 |
5,390.5 |
| S2 |
5,342.3 |
5,342.3 |
5,397.5 |
|
| S3 |
5,279.3 |
5,312.7 |
5,391.7 |
|
| S4 |
5,216.3 |
5,249.7 |
5,374.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,465.0 |
5,384.0 |
81.0 |
1.5% |
39.6 |
0.7% |
21% |
True |
False |
23,459 |
| 10 |
5,465.0 |
5,372.0 |
93.0 |
1.7% |
41.4 |
0.8% |
31% |
True |
False |
22,826 |
| 20 |
5,465.0 |
5,214.0 |
251.0 |
4.6% |
37.2 |
0.7% |
75% |
True |
False |
21,270 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.6% |
39.8 |
0.7% |
82% |
True |
False |
24,718 |
| 60 |
5,465.0 |
5,000.0 |
465.0 |
8.6% |
34.7 |
0.6% |
86% |
True |
False |
18,145 |
| 80 |
5,465.0 |
4,963.0 |
502.0 |
9.3% |
30.7 |
0.6% |
87% |
True |
False |
13,633 |
| 100 |
5,465.0 |
4,621.0 |
844.0 |
15.6% |
26.9 |
0.5% |
92% |
True |
False |
10,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,796.5 |
|
2.618 |
5,669.2 |
|
1.618 |
5,591.2 |
|
1.000 |
5,543.0 |
|
0.618 |
5,513.2 |
|
HIGH |
5,465.0 |
|
0.618 |
5,435.2 |
|
0.500 |
5,426.0 |
|
0.382 |
5,416.8 |
|
LOW |
5,387.0 |
|
0.618 |
5,338.8 |
|
1.000 |
5,309.0 |
|
1.618 |
5,260.8 |
|
2.618 |
5,182.8 |
|
4.250 |
5,055.5 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,426.0 |
5,426.0 |
| PP |
5,417.7 |
5,417.7 |
| S1 |
5,409.3 |
5,409.3 |
|