| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,380.00 |
3,374.00 |
-6.00 |
-0.2% |
3,374.25 |
| High |
3,398.00 |
3,387.00 |
-11.00 |
-0.3% |
3,401.75 |
| Low |
3,370.25 |
3,314.25 |
-56.00 |
-1.7% |
3,357.50 |
| Close |
3,376.00 |
3,319.50 |
-56.50 |
-1.7% |
3,368.00 |
| Range |
27.75 |
72.75 |
45.00 |
162.2% |
44.25 |
| ATR |
35.94 |
38.57 |
2.63 |
7.3% |
0.00 |
| Volume |
218,082 |
404,482 |
186,400 |
85.5% |
1,175,972 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,558.50 |
3,511.75 |
3,359.50 |
|
| R3 |
3,485.75 |
3,439.00 |
3,339.50 |
|
| R2 |
3,413.00 |
3,413.00 |
3,332.75 |
|
| R1 |
3,366.25 |
3,366.25 |
3,326.25 |
3,353.25 |
| PP |
3,340.25 |
3,340.25 |
3,340.25 |
3,333.75 |
| S1 |
3,293.50 |
3,293.50 |
3,312.75 |
3,280.50 |
| S2 |
3,267.50 |
3,267.50 |
3,306.25 |
|
| S3 |
3,194.75 |
3,220.75 |
3,299.50 |
|
| S4 |
3,122.00 |
3,148.00 |
3,279.50 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,508.50 |
3,482.50 |
3,392.25 |
|
| R3 |
3,464.25 |
3,438.25 |
3,380.25 |
|
| R2 |
3,420.00 |
3,420.00 |
3,376.00 |
|
| R1 |
3,394.00 |
3,394.00 |
3,372.00 |
3,385.00 |
| PP |
3,375.75 |
3,375.75 |
3,375.75 |
3,371.25 |
| S1 |
3,349.75 |
3,349.75 |
3,364.00 |
3,340.50 |
| S2 |
3,331.50 |
3,331.50 |
3,360.00 |
|
| S3 |
3,287.25 |
3,305.50 |
3,355.75 |
|
| S4 |
3,243.00 |
3,261.25 |
3,343.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,398.00 |
3,314.25 |
83.75 |
2.5% |
37.25 |
1.1% |
6% |
False |
True |
243,991 |
| 10 |
3,401.75 |
3,314.25 |
87.50 |
2.6% |
34.25 |
1.0% |
6% |
False |
True |
238,863 |
| 20 |
3,401.75 |
3,175.75 |
226.00 |
6.8% |
38.25 |
1.2% |
64% |
False |
False |
239,871 |
| 40 |
3,401.75 |
3,110.75 |
291.00 |
8.8% |
39.00 |
1.2% |
72% |
False |
False |
251,245 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.6% |
37.50 |
1.1% |
77% |
False |
False |
170,294 |
| 80 |
3,401.75 |
3,016.75 |
385.00 |
11.6% |
32.75 |
1.0% |
79% |
False |
False |
127,756 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.7% |
30.00 |
0.9% |
86% |
False |
False |
102,208 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.7% |
26.75 |
0.8% |
86% |
False |
False |
85,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,696.25 |
|
2.618 |
3,577.50 |
|
1.618 |
3,504.75 |
|
1.000 |
3,459.75 |
|
0.618 |
3,432.00 |
|
HIGH |
3,387.00 |
|
0.618 |
3,359.25 |
|
0.500 |
3,350.50 |
|
0.382 |
3,342.00 |
|
LOW |
3,314.25 |
|
0.618 |
3,269.25 |
|
1.000 |
3,241.50 |
|
1.618 |
3,196.50 |
|
2.618 |
3,123.75 |
|
4.250 |
3,005.00 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,350.50 |
3,356.00 |
| PP |
3,340.25 |
3,344.00 |
| S1 |
3,330.00 |
3,331.75 |
|