| 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 |
5,380.0 |
5,343.0 |
-37.0 |
-0.7% |
5,458.0 |
| High |
5,380.0 |
5,352.0 |
-28.0 |
-0.5% |
5,465.0 |
| Low |
5,353.0 |
5,305.0 |
-48.0 |
-0.9% |
5,320.0 |
| Close |
5,368.0 |
5,312.0 |
-56.0 |
-1.0% |
5,409.0 |
| Range |
27.0 |
47.0 |
20.0 |
74.1% |
145.0 |
| ATR |
50.0 |
50.9 |
0.9 |
1.9% |
0.0 |
| Volume |
22,019 |
31,929 |
9,910 |
45.0% |
132,940 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,464.0 |
5,435.0 |
5,337.9 |
|
| R3 |
5,417.0 |
5,388.0 |
5,324.9 |
|
| R2 |
5,370.0 |
5,370.0 |
5,320.6 |
|
| R1 |
5,341.0 |
5,341.0 |
5,316.3 |
5,332.0 |
| PP |
5,323.0 |
5,323.0 |
5,323.0 |
5,318.5 |
| S1 |
5,294.0 |
5,294.0 |
5,307.7 |
5,285.0 |
| S2 |
5,276.0 |
5,276.0 |
5,303.4 |
|
| S3 |
5,229.0 |
5,247.0 |
5,299.1 |
|
| S4 |
5,182.0 |
5,200.0 |
5,286.2 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,833.0 |
5,766.0 |
5,488.8 |
|
| R3 |
5,688.0 |
5,621.0 |
5,448.9 |
|
| R2 |
5,543.0 |
5,543.0 |
5,435.6 |
|
| R1 |
5,476.0 |
5,476.0 |
5,422.3 |
5,437.0 |
| PP |
5,398.0 |
5,398.0 |
5,398.0 |
5,378.5 |
| S1 |
5,331.0 |
5,331.0 |
5,395.7 |
5,292.0 |
| S2 |
5,253.0 |
5,253.0 |
5,382.4 |
|
| S3 |
5,108.0 |
5,186.0 |
5,369.1 |
|
| S4 |
4,963.0 |
5,041.0 |
5,329.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,420.0 |
5,305.0 |
115.0 |
2.2% |
50.2 |
0.9% |
6% |
False |
True |
26,544 |
| 10 |
5,465.0 |
5,305.0 |
160.0 |
3.0% |
50.9 |
1.0% |
4% |
False |
True |
26,359 |
| 20 |
5,465.0 |
5,305.0 |
160.0 |
3.0% |
43.7 |
0.8% |
4% |
False |
True |
23,809 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
42.8 |
0.8% |
57% |
False |
False |
21,854 |
| 60 |
5,465.0 |
5,052.0 |
413.0 |
7.8% |
38.2 |
0.7% |
63% |
False |
False |
21,261 |
| 80 |
5,465.0 |
4,963.0 |
502.0 |
9.5% |
34.5 |
0.6% |
70% |
False |
False |
15,973 |
| 100 |
5,465.0 |
4,744.0 |
721.0 |
13.6% |
29.8 |
0.6% |
79% |
False |
False |
12,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,551.8 |
|
2.618 |
5,475.0 |
|
1.618 |
5,428.0 |
|
1.000 |
5,399.0 |
|
0.618 |
5,381.0 |
|
HIGH |
5,352.0 |
|
0.618 |
5,334.0 |
|
0.500 |
5,328.5 |
|
0.382 |
5,323.0 |
|
LOW |
5,305.0 |
|
0.618 |
5,276.0 |
|
1.000 |
5,258.0 |
|
1.618 |
5,229.0 |
|
2.618 |
5,182.0 |
|
4.250 |
5,105.3 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,328.5 |
5,362.0 |
| PP |
5,323.0 |
5,345.3 |
| S1 |
5,317.5 |
5,328.7 |
|