| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,361.50 |
3,354.75 |
-6.75 |
-0.2% |
3,368.00 |
| High |
3,365.50 |
3,366.75 |
1.25 |
0.0% |
3,398.00 |
| Low |
3,345.50 |
3,343.75 |
-1.75 |
-0.1% |
3,310.00 |
| Close |
3,354.25 |
3,364.50 |
10.25 |
0.3% |
3,360.50 |
| Range |
20.00 |
23.00 |
3.00 |
15.0% |
88.00 |
| ATR |
38.20 |
37.11 |
-1.09 |
-2.8% |
0.00 |
| Volume |
164,939 |
196,199 |
31,260 |
19.0% |
1,279,020 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,427.25 |
3,419.00 |
3,377.25 |
|
| R3 |
3,404.25 |
3,396.00 |
3,370.75 |
|
| R2 |
3,381.25 |
3,381.25 |
3,368.75 |
|
| R1 |
3,373.00 |
3,373.00 |
3,366.50 |
3,377.00 |
| PP |
3,358.25 |
3,358.25 |
3,358.25 |
3,360.50 |
| S1 |
3,350.00 |
3,350.00 |
3,362.50 |
3,354.00 |
| S2 |
3,335.25 |
3,335.25 |
3,360.25 |
|
| S3 |
3,312.25 |
3,327.00 |
3,358.25 |
|
| S4 |
3,289.25 |
3,304.00 |
3,351.75 |
|
|
| 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% |
39.25 |
1.2% |
62% |
False |
False |
254,615 |
| 10 |
3,401.75 |
3,310.00 |
91.75 |
2.7% |
35.25 |
1.1% |
59% |
False |
False |
241,054 |
| 20 |
3,401.75 |
3,234.75 |
167.00 |
5.0% |
35.75 |
1.1% |
78% |
False |
False |
232,754 |
| 40 |
3,401.75 |
3,110.75 |
291.00 |
8.6% |
38.50 |
1.1% |
87% |
False |
False |
249,236 |
| 60 |
3,401.75 |
3,049.25 |
352.50 |
10.5% |
37.50 |
1.1% |
89% |
False |
False |
181,123 |
| 80 |
3,401.75 |
3,016.75 |
385.00 |
11.4% |
33.75 |
1.0% |
90% |
False |
False |
135,886 |
| 100 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
30.50 |
0.9% |
94% |
False |
False |
108,713 |
| 120 |
3,401.75 |
2,813.00 |
588.75 |
17.5% |
27.25 |
0.8% |
94% |
False |
False |
90,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,464.50 |
|
2.618 |
3,427.00 |
|
1.618 |
3,404.00 |
|
1.000 |
3,389.75 |
|
0.618 |
3,381.00 |
|
HIGH |
3,366.75 |
|
0.618 |
3,358.00 |
|
0.500 |
3,355.25 |
|
0.382 |
3,352.50 |
|
LOW |
3,343.75 |
|
0.618 |
3,329.50 |
|
1.000 |
3,320.75 |
|
1.618 |
3,306.50 |
|
2.618 |
3,283.50 |
|
4.250 |
3,246.00 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,361.50 |
3,355.75 |
| PP |
3,358.25 |
3,347.00 |
| S1 |
3,355.25 |
3,338.50 |
|