| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,343.0 |
5,310.0 |
-33.0 |
-0.6% |
5,458.0 |
| High |
5,352.0 |
5,318.0 |
-34.0 |
-0.6% |
5,465.0 |
| Low |
5,305.0 |
5,293.0 |
-12.0 |
-0.2% |
5,320.0 |
| Close |
5,312.0 |
5,301.0 |
-11.0 |
-0.2% |
5,409.0 |
| Range |
47.0 |
25.0 |
-22.0 |
-46.8% |
145.0 |
| ATR |
50.9 |
49.0 |
-1.8 |
-3.6% |
0.0 |
| Volume |
31,929 |
22,404 |
-9,525 |
-29.8% |
132,940 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,379.0 |
5,365.0 |
5,314.8 |
|
| R3 |
5,354.0 |
5,340.0 |
5,307.9 |
|
| R2 |
5,329.0 |
5,329.0 |
5,305.6 |
|
| R1 |
5,315.0 |
5,315.0 |
5,303.3 |
5,309.5 |
| PP |
5,304.0 |
5,304.0 |
5,304.0 |
5,301.3 |
| S1 |
5,290.0 |
5,290.0 |
5,298.7 |
5,284.5 |
| S2 |
5,279.0 |
5,279.0 |
5,296.4 |
|
| S3 |
5,254.0 |
5,265.0 |
5,294.1 |
|
| S4 |
5,229.0 |
5,240.0 |
5,287.3 |
|
|
| 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 |
5,293.0 |
127.0 |
2.4% |
44.8 |
0.8% |
6% |
False |
True |
25,505 |
| 10 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
51.0 |
1.0% |
5% |
False |
True |
25,624 |
| 20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
43.6 |
0.8% |
5% |
False |
True |
24,014 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.8% |
42.0 |
0.8% |
54% |
False |
False |
21,900 |
| 60 |
5,465.0 |
5,080.0 |
385.0 |
7.3% |
38.2 |
0.7% |
57% |
False |
False |
21,634 |
| 80 |
5,465.0 |
4,963.0 |
502.0 |
9.5% |
34.1 |
0.6% |
67% |
False |
False |
16,250 |
| 100 |
5,465.0 |
4,764.0 |
701.0 |
13.2% |
30.0 |
0.6% |
77% |
False |
False |
13,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,424.3 |
|
2.618 |
5,383.5 |
|
1.618 |
5,358.5 |
|
1.000 |
5,343.0 |
|
0.618 |
5,333.5 |
|
HIGH |
5,318.0 |
|
0.618 |
5,308.5 |
|
0.500 |
5,305.5 |
|
0.382 |
5,302.6 |
|
LOW |
5,293.0 |
|
0.618 |
5,277.6 |
|
1.000 |
5,268.0 |
|
1.618 |
5,252.6 |
|
2.618 |
5,227.6 |
|
4.250 |
5,186.8 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,305.5 |
5,336.5 |
| PP |
5,304.0 |
5,324.7 |
| S1 |
5,302.5 |
5,312.8 |
|