| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,421.0 |
5,401.0 |
-20.0 |
-0.4% |
5,404.0 |
| High |
5,439.0 |
5,404.0 |
-35.0 |
-0.6% |
5,435.0 |
| Low |
5,400.0 |
5,320.0 |
-80.0 |
-1.5% |
5,372.0 |
| Close |
5,411.0 |
5,336.0 |
-75.0 |
-1.4% |
5,409.0 |
| Range |
39.0 |
84.0 |
45.0 |
115.4% |
63.0 |
| ATR |
44.5 |
47.9 |
3.3 |
7.4% |
0.0 |
| Volume |
20,911 |
33,846 |
12,935 |
61.9% |
109,198 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,605.3 |
5,554.7 |
5,382.2 |
|
| R3 |
5,521.3 |
5,470.7 |
5,359.1 |
|
| R2 |
5,437.3 |
5,437.3 |
5,351.4 |
|
| R1 |
5,386.7 |
5,386.7 |
5,343.7 |
5,370.0 |
| PP |
5,353.3 |
5,353.3 |
5,353.3 |
5,345.0 |
| S1 |
5,302.7 |
5,302.7 |
5,328.3 |
5,286.0 |
| S2 |
5,269.3 |
5,269.3 |
5,320.6 |
|
| S3 |
5,185.3 |
5,218.7 |
5,312.9 |
|
| S4 |
5,101.3 |
5,134.7 |
5,289.8 |
|
|
| 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 |
5,320.0 |
145.0 |
2.7% |
51.6 |
1.0% |
11% |
False |
True |
26,175 |
| 10 |
5,465.0 |
5,320.0 |
145.0 |
2.7% |
46.3 |
0.9% |
11% |
False |
True |
24,196 |
| 20 |
5,465.0 |
5,257.0 |
208.0 |
3.9% |
39.9 |
0.7% |
38% |
False |
False |
22,028 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
40.9 |
0.8% |
64% |
False |
False |
20,883 |
| 60 |
5,465.0 |
5,000.0 |
465.0 |
8.7% |
36.0 |
0.7% |
72% |
False |
False |
19,057 |
| 80 |
5,465.0 |
4,963.0 |
502.0 |
9.4% |
32.2 |
0.6% |
74% |
False |
False |
14,317 |
| 100 |
5,465.0 |
4,678.0 |
787.0 |
14.7% |
28.1 |
0.5% |
84% |
False |
False |
11,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,761.0 |
|
2.618 |
5,623.9 |
|
1.618 |
5,539.9 |
|
1.000 |
5,488.0 |
|
0.618 |
5,455.9 |
|
HIGH |
5,404.0 |
|
0.618 |
5,371.9 |
|
0.500 |
5,362.0 |
|
0.382 |
5,352.1 |
|
LOW |
5,320.0 |
|
0.618 |
5,268.1 |
|
1.000 |
5,236.0 |
|
1.618 |
5,184.1 |
|
2.618 |
5,100.1 |
|
4.250 |
4,963.0 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,362.0 |
5,392.5 |
| PP |
5,353.3 |
5,373.7 |
| S1 |
5,344.7 |
5,354.8 |
|