| Trading Metrics calculated at close of trading on 28-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
28-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
5,361.0 |
5,359.0 |
-2.0 |
0.0% |
5,418.0 |
| High |
5,375.0 |
5,379.0 |
4.0 |
0.1% |
5,419.0 |
| Low |
5,341.0 |
5,341.0 |
0.0 |
0.0% |
5,293.0 |
| Close |
5,350.0 |
5,352.0 |
2.0 |
0.0% |
5,349.0 |
| Range |
34.0 |
38.0 |
4.0 |
11.8% |
126.0 |
| ATR |
48.0 |
47.3 |
-0.7 |
-1.5% |
0.0 |
| Volume |
16,641 |
22,295 |
5,654 |
34.0% |
120,507 |
|
| Daily Pivots for day following 28-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,471.3 |
5,449.7 |
5,372.9 |
|
| R3 |
5,433.3 |
5,411.7 |
5,362.5 |
|
| R2 |
5,395.3 |
5,395.3 |
5,359.0 |
|
| R1 |
5,373.7 |
5,373.7 |
5,355.5 |
5,365.5 |
| PP |
5,357.3 |
5,357.3 |
5,357.3 |
5,353.3 |
| S1 |
5,335.7 |
5,335.7 |
5,348.5 |
5,327.5 |
| S2 |
5,319.3 |
5,319.3 |
5,345.0 |
|
| S3 |
5,281.3 |
5,297.7 |
5,341.6 |
|
| S4 |
5,243.3 |
5,259.7 |
5,331.1 |
|
|
| 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 |
5,328.0 |
62.0 |
1.2% |
34.6 |
0.6% |
39% |
False |
False |
20,351 |
| 10 |
5,420.0 |
5,293.0 |
127.0 |
2.4% |
39.7 |
0.7% |
46% |
False |
False |
22,928 |
| 20 |
5,465.0 |
5,293.0 |
172.0 |
3.2% |
42.8 |
0.8% |
34% |
False |
False |
23,417 |
| 40 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
40.9 |
0.8% |
69% |
False |
False |
21,859 |
| 60 |
5,465.0 |
5,106.0 |
359.0 |
6.7% |
39.0 |
0.7% |
69% |
False |
False |
23,300 |
| 80 |
5,465.0 |
4,976.0 |
489.0 |
9.1% |
34.6 |
0.6% |
77% |
False |
False |
17,515 |
| 100 |
5,465.0 |
4,927.0 |
538.0 |
10.1% |
31.0 |
0.6% |
79% |
False |
False |
14,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,540.5 |
|
2.618 |
5,478.5 |
|
1.618 |
5,440.5 |
|
1.000 |
5,417.0 |
|
0.618 |
5,402.5 |
|
HIGH |
5,379.0 |
|
0.618 |
5,364.5 |
|
0.500 |
5,360.0 |
|
0.382 |
5,355.5 |
|
LOW |
5,341.0 |
|
0.618 |
5,317.5 |
|
1.000 |
5,303.0 |
|
1.618 |
5,279.5 |
|
2.618 |
5,241.5 |
|
4.250 |
5,179.5 |
|
|
| Fisher Pivots for day following 28-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
5,360.0 |
5,365.0 |
| PP |
5,357.3 |
5,360.7 |
| S1 |
5,354.7 |
5,356.3 |
|