| 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 |
5,310.0 |
5,334.0 |
24.0 |
0.5% |
5,418.0 |
| High |
5,318.0 |
5,367.0 |
49.0 |
0.9% |
5,419.0 |
| Low |
5,293.0 |
5,328.0 |
35.0 |
0.7% |
5,293.0 |
| Close |
5,301.0 |
5,349.0 |
48.0 |
0.9% |
5,349.0 |
| Range |
25.0 |
39.0 |
14.0 |
56.0% |
126.0 |
| ATR |
49.0 |
50.2 |
1.2 |
2.5% |
0.0 |
| Volume |
22,404 |
17,927 |
-4,477 |
-20.0% |
120,507 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,465.0 |
5,446.0 |
5,370.5 |
|
| R3 |
5,426.0 |
5,407.0 |
5,359.7 |
|
| R2 |
5,387.0 |
5,387.0 |
5,356.2 |
|
| R1 |
5,368.0 |
5,368.0 |
5,352.6 |
5,377.5 |
| PP |
5,348.0 |
5,348.0 |
5,348.0 |
5,352.8 |
| S1 |
5,329.0 |
5,329.0 |
5,345.4 |
5,338.5 |
| S2 |
5,309.0 |
5,309.0 |
5,341.9 |
|
| S3 |
5,270.0 |
5,290.0 |
5,338.3 |
|
| S4 |
5,231.0 |
5,251.0 |
5,327.6 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,731.7 |
5,666.3 |
5,418.3 |
|
| R3 |
5,605.7 |
5,540.3 |
5,383.7 |
|
| R2 |
5,479.7 |
5,479.7 |
5,372.1 |
|
| R1 |
5,414.3 |
5,414.3 |
5,360.6 |
5,384.0 |
| PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,338.5 |
| S1 |
5,288.3 |
5,288.3 |
5,337.5 |
5,258.0 |
| S2 |
5,227.7 |
5,227.7 |
5,325.9 |
|
| S3 |
5,101.7 |
5,162.3 |
5,314.4 |
|
| S4 |
4,975.7 |
5,036.3 |
5,279.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,419.0 |
5,293.0 |
126.0 |
2.4% |
38.2 |
0.7% |
44% |
False |
False |
24,101 |
| 10 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
51.6 |
1.0% |
33% |
False |
False |
25,344 |
| 20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
44.6 |
0.8% |
33% |
False |
False |
24,113 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
42.5 |
0.8% |
68% |
False |
False |
21,992 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
38.3 |
0.7% |
68% |
False |
False |
21,931 |
| 80 |
5,465.0 |
4,963.0 |
502.0 |
9.4% |
34.6 |
0.6% |
77% |
False |
False |
16,473 |
| 100 |
5,465.0 |
4,764.0 |
701.0 |
13.1% |
30.4 |
0.6% |
83% |
False |
False |
13,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,532.8 |
|
2.618 |
5,469.1 |
|
1.618 |
5,430.1 |
|
1.000 |
5,406.0 |
|
0.618 |
5,391.1 |
|
HIGH |
5,367.0 |
|
0.618 |
5,352.1 |
|
0.500 |
5,347.5 |
|
0.382 |
5,342.9 |
|
LOW |
5,328.0 |
|
0.618 |
5,303.9 |
|
1.000 |
5,289.0 |
|
1.618 |
5,264.9 |
|
2.618 |
5,225.9 |
|
4.250 |
5,162.3 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,348.5 |
5,342.7 |
| PP |
5,348.0 |
5,336.3 |
| S1 |
5,347.5 |
5,330.0 |
|