| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,374.00 |
3,321.75 |
-52.25 |
-1.5% |
3,368.00 |
| High |
3,387.00 |
3,363.00 |
-24.00 |
-0.7% |
3,398.00 |
| Low |
3,314.25 |
3,310.00 |
-4.25 |
-0.1% |
3,310.00 |
| Close |
3,319.50 |
3,360.50 |
41.00 |
1.2% |
3,360.50 |
| Range |
72.75 |
53.00 |
-19.75 |
-27.1% |
88.00 |
| ATR |
38.57 |
39.60 |
1.03 |
2.7% |
0.00 |
| Volume |
404,482 |
289,374 |
-115,108 |
-28.5% |
1,279,020 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,503.50 |
3,485.00 |
3,389.75 |
|
| R3 |
3,450.50 |
3,432.00 |
3,375.00 |
|
| R2 |
3,397.50 |
3,397.50 |
3,370.25 |
|
| R1 |
3,379.00 |
3,379.00 |
3,365.25 |
3,388.25 |
| PP |
3,344.50 |
3,344.50 |
3,344.50 |
3,349.00 |
| S1 |
3,326.00 |
3,326.00 |
3,355.75 |
3,335.25 |
| S2 |
3,291.50 |
3,291.50 |
3,350.75 |
|
| S3 |
3,238.50 |
3,273.00 |
3,346.00 |
|
| S4 |
3,185.50 |
3,220.00 |
3,331.25 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,620.25 |
3,578.25 |
3,409.00 |
|
| R3 |
3,532.25 |
3,490.25 |
3,384.75 |
|
| R2 |
3,444.25 |
3,444.25 |
3,376.75 |
|
| R1 |
3,402.25 |
3,402.25 |
3,368.50 |
3,379.25 |
| PP |
3,356.25 |
3,356.25 |
3,356.25 |
3,344.50 |
| S1 |
3,314.25 |
3,314.25 |
3,352.50 |
3,291.25 |
| S2 |
3,268.25 |
3,268.25 |
3,344.25 |
|
| S3 |
3,180.25 |
3,226.25 |
3,336.25 |
|
| S4 |
3,092.25 |
3,138.25 |
3,312.00 |
|
|
| 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 |
3,310.00 |
88.00 |
2.6% |
41.75 |
1.2% |
57% |
False |
True |
255,804 |
| 10 |
3,401.75 |
3,310.00 |
91.75 |
2.7% |
36.50 |
1.1% |
55% |
False |
True |
245,499 |
| 20 |
3,401.75 |
3,195.00 |
206.75 |
6.2% |
38.00 |
1.1% |
80% |
False |
False |
242,839 |
| 40 |
3,401.75 |
3,110.75 |
291.00 |
8.7% |
39.75 |
1.2% |
86% |
False |
False |
253,370 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.5% |
37.75 |
1.1% |
88% |
False |
False |
175,110 |
| 80 |
3,401.75 |
3,016.75 |
385.00 |
11.5% |
33.25 |
1.0% |
89% |
False |
False |
131,373 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
30.50 |
0.9% |
93% |
False |
False |
105,102 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
27.25 |
0.8% |
93% |
False |
False |
87,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,588.25 |
|
2.618 |
3,501.75 |
|
1.618 |
3,448.75 |
|
1.000 |
3,416.00 |
|
0.618 |
3,395.75 |
|
HIGH |
3,363.00 |
|
0.618 |
3,342.75 |
|
0.500 |
3,336.50 |
|
0.382 |
3,330.25 |
|
LOW |
3,310.00 |
|
0.618 |
3,277.25 |
|
1.000 |
3,257.00 |
|
1.618 |
3,224.25 |
|
2.618 |
3,171.25 |
|
4.250 |
3,084.75 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,352.50 |
3,358.25 |
| PP |
3,344.50 |
3,356.25 |
| S1 |
3,336.50 |
3,354.00 |
|