| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
9,030.5 |
9,087.0 |
56.5 |
0.6% |
9,038.0 |
| High |
9,099.5 |
9,125.0 |
25.5 |
0.3% |
9,197.0 |
| Low |
8,999.5 |
9,066.0 |
66.5 |
0.7% |
8,966.0 |
| Close |
9,073.5 |
9,117.5 |
44.0 |
0.5% |
9,073.5 |
| Range |
100.0 |
59.0 |
-41.0 |
-41.0% |
231.0 |
| ATR |
91.2 |
88.9 |
-2.3 |
-2.5% |
0.0 |
| Volume |
66,492 |
79,774 |
13,282 |
20.0% |
527,928 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,279.8 |
9,257.7 |
9,150.0 |
|
| R3 |
9,220.8 |
9,198.7 |
9,133.7 |
|
| R2 |
9,161.8 |
9,161.8 |
9,128.3 |
|
| R1 |
9,139.7 |
9,139.7 |
9,122.9 |
9,150.8 |
| PP |
9,102.8 |
9,102.8 |
9,102.8 |
9,108.4 |
| S1 |
9,080.7 |
9,080.7 |
9,112.1 |
9,091.8 |
| S2 |
9,043.8 |
9,043.8 |
9,106.7 |
|
| S3 |
8,984.8 |
9,021.7 |
9,101.3 |
|
| S4 |
8,925.8 |
8,962.7 |
9,085.1 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,771.8 |
9,653.7 |
9,200.6 |
|
| R3 |
9,540.8 |
9,422.7 |
9,137.0 |
|
| R2 |
9,309.8 |
9,309.8 |
9,115.9 |
|
| R1 |
9,191.7 |
9,191.7 |
9,094.7 |
9,250.8 |
| PP |
9,078.8 |
9,078.8 |
9,078.8 |
9,108.4 |
| S1 |
8,960.7 |
8,960.7 |
9,052.3 |
9,019.8 |
| S2 |
8,847.8 |
8,847.8 |
9,031.2 |
|
| S3 |
8,616.8 |
8,729.7 |
9,010.0 |
|
| S4 |
8,385.8 |
8,498.7 |
8,946.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,197.0 |
8,966.0 |
231.0 |
2.5% |
97.6 |
1.1% |
66% |
False |
False |
103,064 |
| 10 |
9,197.0 |
8,963.5 |
233.5 |
2.6% |
82.9 |
0.9% |
66% |
False |
False |
93,755 |
| 20 |
9,197.0 |
8,746.0 |
451.0 |
4.9% |
77.8 |
0.9% |
82% |
False |
False |
84,946 |
| 40 |
9,197.0 |
8,498.0 |
699.0 |
7.7% |
82.6 |
0.9% |
89% |
False |
False |
85,622 |
| 60 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.6 |
1.0% |
93% |
False |
False |
59,677 |
| 80 |
9,197.0 |
8,095.0 |
1,102.0 |
12.1% |
87.6 |
1.0% |
93% |
False |
False |
44,798 |
| 100 |
9,197.0 |
7,725.0 |
1,472.0 |
16.1% |
91.8 |
1.0% |
95% |
False |
False |
35,871 |
| 120 |
9,197.0 |
7,700.0 |
1,497.0 |
16.4% |
97.9 |
1.1% |
95% |
False |
False |
29,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,375.8 |
|
2.618 |
9,279.5 |
|
1.618 |
9,220.5 |
|
1.000 |
9,184.0 |
|
0.618 |
9,161.5 |
|
HIGH |
9,125.0 |
|
0.618 |
9,102.5 |
|
0.500 |
9,095.5 |
|
0.382 |
9,088.5 |
|
LOW |
9,066.0 |
|
0.618 |
9,029.5 |
|
1.000 |
9,007.0 |
|
1.618 |
8,970.5 |
|
2.618 |
8,911.5 |
|
4.250 |
8,815.3 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
9,110.2 |
9,111.1 |
| PP |
9,102.8 |
9,104.7 |
| S1 |
9,095.5 |
9,098.3 |
|