| 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 |
6,640.0 |
6,717.0 |
77.0 |
1.2% |
6,735.0 |
| High |
6,721.5 |
6,728.0 |
6.5 |
0.1% |
6,772.5 |
| Low |
6,623.0 |
6,683.5 |
60.5 |
0.9% |
6,623.0 |
| Close |
6,683.0 |
6,713.0 |
30.0 |
0.4% |
6,683.0 |
| Range |
98.5 |
44.5 |
-54.0 |
-54.8% |
149.5 |
| ATR |
72.5 |
70.6 |
-2.0 |
-2.7% |
0.0 |
| Volume |
72,440 |
96,083 |
23,643 |
32.6% |
528,567 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,841.5 |
6,822.0 |
6,737.5 |
|
| R3 |
6,797.0 |
6,777.5 |
6,725.0 |
|
| R2 |
6,752.5 |
6,752.5 |
6,721.0 |
|
| R1 |
6,733.0 |
6,733.0 |
6,717.0 |
6,720.5 |
| PP |
6,708.0 |
6,708.0 |
6,708.0 |
6,702.0 |
| S1 |
6,688.5 |
6,688.5 |
6,709.0 |
6,676.0 |
| S2 |
6,663.5 |
6,663.5 |
6,705.0 |
|
| S3 |
6,619.0 |
6,644.0 |
6,701.0 |
|
| S4 |
6,574.5 |
6,599.5 |
6,688.5 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,141.5 |
7,061.5 |
6,765.0 |
|
| R3 |
6,992.0 |
6,912.0 |
6,724.0 |
|
| R2 |
6,842.5 |
6,842.5 |
6,710.5 |
|
| R1 |
6,762.5 |
6,762.5 |
6,696.5 |
6,728.0 |
| PP |
6,693.0 |
6,693.0 |
6,693.0 |
6,675.5 |
| S1 |
6,613.0 |
6,613.0 |
6,669.5 |
6,578.0 |
| S2 |
6,543.5 |
6,543.5 |
6,655.5 |
|
| S3 |
6,394.0 |
6,463.5 |
6,642.0 |
|
| S4 |
6,244.5 |
6,314.0 |
6,601.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,772.5 |
6,623.0 |
149.5 |
2.2% |
80.5 |
1.2% |
60% |
False |
False |
103,139 |
| 10 |
6,798.0 |
6,623.0 |
175.0 |
2.6% |
69.0 |
1.0% |
51% |
False |
False |
102,684 |
| 20 |
6,798.0 |
6,475.0 |
323.0 |
4.8% |
64.0 |
1.0% |
74% |
False |
False |
92,961 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
67.0 |
1.0% |
83% |
False |
False |
95,246 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
65.5 |
1.0% |
83% |
False |
False |
71,923 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
63.0 |
0.9% |
83% |
False |
False |
53,992 |
| 100 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
61.0 |
0.9% |
90% |
False |
False |
43,210 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
54.5 |
0.8% |
90% |
False |
False |
36,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,917.0 |
|
2.618 |
6,844.5 |
|
1.618 |
6,800.0 |
|
1.000 |
6,772.5 |
|
0.618 |
6,755.5 |
|
HIGH |
6,728.0 |
|
0.618 |
6,711.0 |
|
0.500 |
6,706.0 |
|
0.382 |
6,700.5 |
|
LOW |
6,683.5 |
|
0.618 |
6,656.0 |
|
1.000 |
6,639.0 |
|
1.618 |
6,611.5 |
|
2.618 |
6,567.0 |
|
4.250 |
6,494.5 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,710.5 |
6,706.5 |
| PP |
6,708.0 |
6,700.0 |
| S1 |
6,706.0 |
6,693.0 |
|