| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,367.0 |
5,361.0 |
-6.0 |
-0.1% |
5,418.0 |
| High |
5,389.0 |
5,375.0 |
-14.0 |
-0.3% |
5,419.0 |
| Low |
5,355.0 |
5,341.0 |
-14.0 |
-0.3% |
5,293.0 |
| Close |
5,383.0 |
5,350.0 |
-33.0 |
-0.6% |
5,349.0 |
| Range |
34.0 |
34.0 |
0.0 |
0.0% |
126.0 |
| ATR |
48.5 |
48.0 |
-0.5 |
-1.0% |
0.0 |
| Volume |
23,322 |
16,641 |
-6,681 |
-28.6% |
120,507 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,457.3 |
5,437.7 |
5,368.7 |
|
| R3 |
5,423.3 |
5,403.7 |
5,359.4 |
|
| R2 |
5,389.3 |
5,389.3 |
5,356.2 |
|
| R1 |
5,369.7 |
5,369.7 |
5,353.1 |
5,362.5 |
| PP |
5,355.3 |
5,355.3 |
5,355.3 |
5,351.8 |
| S1 |
5,335.7 |
5,335.7 |
5,346.9 |
5,328.5 |
| S2 |
5,321.3 |
5,321.3 |
5,343.8 |
|
| S3 |
5,287.3 |
5,301.7 |
5,340.7 |
|
| S4 |
5,253.3 |
5,267.7 |
5,331.3 |
|
|
| 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 |
5,390.0 |
5,293.0 |
97.0 |
1.8% |
32.0 |
0.6% |
59% |
False |
False |
20,373 |
| 10 |
5,420.0 |
5,293.0 |
127.0 |
2.4% |
41.1 |
0.8% |
45% |
False |
False |
23,459 |
| 20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
43.7 |
0.8% |
33% |
False |
False |
23,827 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
41.5 |
0.8% |
68% |
False |
False |
21,790 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
38.6 |
0.7% |
68% |
False |
False |
22,949 |
| 80 |
5,465.0 |
4,971.0 |
494.0 |
9.2% |
34.9 |
0.7% |
77% |
False |
False |
17,237 |
| 100 |
5,465.0 |
4,901.0 |
564.0 |
10.5% |
30.6 |
0.6% |
80% |
False |
False |
13,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,519.5 |
|
2.618 |
5,464.0 |
|
1.618 |
5,430.0 |
|
1.000 |
5,409.0 |
|
0.618 |
5,396.0 |
|
HIGH |
5,375.0 |
|
0.618 |
5,362.0 |
|
0.500 |
5,358.0 |
|
0.382 |
5,354.0 |
|
LOW |
5,341.0 |
|
0.618 |
5,320.0 |
|
1.000 |
5,307.0 |
|
1.618 |
5,286.0 |
|
2.618 |
5,252.0 |
|
4.250 |
5,196.5 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,358.0 |
5,365.5 |
| PP |
5,355.3 |
5,360.3 |
| S1 |
5,352.7 |
5,355.2 |
|