| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,683.5 |
6,690.0 |
6.5 |
0.1% |
6,717.0 |
| High |
6,725.0 |
6,701.5 |
-23.5 |
-0.3% |
6,728.0 |
| Low |
6,662.0 |
6,668.0 |
6.0 |
0.1% |
6,605.5 |
| Close |
6,715.5 |
6,692.0 |
-23.5 |
-0.3% |
6,683.0 |
| Range |
63.0 |
33.5 |
-29.5 |
-46.8% |
122.5 |
| ATR |
68.3 |
66.9 |
-1.5 |
-2.2% |
0.0 |
| Volume |
91,166 |
75,987 |
-15,179 |
-16.6% |
535,470 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.5 |
6,773.5 |
6,710.5 |
|
| R3 |
6,754.0 |
6,740.0 |
6,701.0 |
|
| R2 |
6,720.5 |
6,720.5 |
6,698.0 |
|
| R1 |
6,706.5 |
6,706.5 |
6,695.0 |
6,713.5 |
| PP |
6,687.0 |
6,687.0 |
6,687.0 |
6,691.0 |
| S1 |
6,673.0 |
6,673.0 |
6,689.0 |
6,680.0 |
| S2 |
6,653.5 |
6,653.5 |
6,686.0 |
|
| S3 |
6,620.0 |
6,639.5 |
6,683.0 |
|
| S4 |
6,586.5 |
6,606.0 |
6,673.5 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,039.5 |
6,984.0 |
6,750.5 |
|
| R3 |
6,917.0 |
6,861.5 |
6,716.5 |
|
| R2 |
6,794.5 |
6,794.5 |
6,705.5 |
|
| R1 |
6,739.0 |
6,739.0 |
6,694.0 |
6,705.5 |
| PP |
6,672.0 |
6,672.0 |
6,672.0 |
6,655.5 |
| S1 |
6,616.5 |
6,616.5 |
6,672.0 |
6,583.0 |
| S2 |
6,549.5 |
6,549.5 |
6,660.5 |
|
| S3 |
6,427.0 |
6,494.0 |
6,649.5 |
|
| S4 |
6,304.5 |
6,371.5 |
6,615.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,725.0 |
6,605.5 |
119.5 |
1.8% |
60.5 |
0.9% |
72% |
False |
False |
92,870 |
| 10 |
6,763.5 |
6,605.5 |
158.0 |
2.4% |
66.5 |
1.0% |
55% |
False |
False |
104,680 |
| 20 |
6,798.0 |
6,605.5 |
192.5 |
2.9% |
60.0 |
0.9% |
45% |
False |
False |
96,063 |
| 40 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
66.5 |
1.0% |
79% |
False |
False |
93,623 |
| 60 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.5 |
1.0% |
79% |
False |
False |
82,023 |
| 80 |
6,798.0 |
6,287.5 |
510.5 |
7.6% |
64.0 |
1.0% |
79% |
False |
False |
61,564 |
| 100 |
6,798.0 |
6,126.0 |
672.0 |
10.0% |
61.5 |
0.9% |
84% |
False |
False |
49,272 |
| 120 |
6,798.0 |
5,951.5 |
846.5 |
12.6% |
57.0 |
0.9% |
87% |
False |
False |
41,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,844.0 |
|
2.618 |
6,789.0 |
|
1.618 |
6,755.5 |
|
1.000 |
6,735.0 |
|
0.618 |
6,722.0 |
|
HIGH |
6,701.5 |
|
0.618 |
6,688.5 |
|
0.500 |
6,685.0 |
|
0.382 |
6,681.0 |
|
LOW |
6,668.0 |
|
0.618 |
6,647.5 |
|
1.000 |
6,634.5 |
|
1.618 |
6,614.0 |
|
2.618 |
6,580.5 |
|
4.250 |
6,525.5 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,689.5 |
6,691.5 |
| PP |
6,687.0 |
6,691.5 |
| S1 |
6,685.0 |
6,691.0 |
|