| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,392.50 |
3,412.25 |
19.75 |
0.6% |
3,361.50 |
| High |
3,415.75 |
3,421.25 |
5.50 |
0.2% |
3,421.25 |
| Low |
3,386.75 |
3,405.25 |
18.50 |
0.5% |
3,338.25 |
| Close |
3,410.50 |
3,416.50 |
6.00 |
0.2% |
3,416.50 |
| Range |
29.00 |
16.00 |
-13.00 |
-44.8% |
83.00 |
| ATR |
38.62 |
37.00 |
-1.62 |
-4.2% |
0.00 |
| Volume |
225,748 |
156,493 |
-69,255 |
-30.7% |
1,012,766 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,462.25 |
3,455.50 |
3,425.25 |
|
| R3 |
3,446.25 |
3,439.50 |
3,421.00 |
|
| R2 |
3,430.25 |
3,430.25 |
3,419.50 |
|
| R1 |
3,423.50 |
3,423.50 |
3,418.00 |
3,427.00 |
| PP |
3,414.25 |
3,414.25 |
3,414.25 |
3,416.00 |
| S1 |
3,407.50 |
3,407.50 |
3,415.00 |
3,411.00 |
| S2 |
3,398.25 |
3,398.25 |
3,413.50 |
|
| S3 |
3,382.25 |
3,391.50 |
3,412.00 |
|
| S4 |
3,366.25 |
3,375.50 |
3,407.75 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,641.00 |
3,611.75 |
3,462.25 |
|
| R3 |
3,558.00 |
3,528.75 |
3,439.25 |
|
| R2 |
3,475.00 |
3,475.00 |
3,431.75 |
|
| R1 |
3,445.75 |
3,445.75 |
3,424.00 |
3,460.50 |
| PP |
3,392.00 |
3,392.00 |
3,392.00 |
3,399.25 |
| S1 |
3,362.75 |
3,362.75 |
3,409.00 |
3,377.50 |
| S2 |
3,309.00 |
3,309.00 |
3,401.25 |
|
| S3 |
3,226.00 |
3,279.75 |
3,393.75 |
|
| S4 |
3,143.00 |
3,196.75 |
3,370.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,421.25 |
3,338.25 |
83.00 |
2.4% |
31.25 |
0.9% |
94% |
True |
False |
202,553 |
| 10 |
3,421.25 |
3,310.00 |
111.25 |
3.3% |
36.50 |
1.1% |
96% |
True |
False |
229,178 |
| 20 |
3,421.25 |
3,310.00 |
111.25 |
3.3% |
34.50 |
1.0% |
96% |
True |
False |
231,632 |
| 40 |
3,421.25 |
3,110.75 |
310.50 |
9.1% |
39.25 |
1.2% |
98% |
True |
False |
248,629 |
| 60 |
3,421.25 |
3,050.00 |
371.25 |
10.9% |
37.50 |
1.1% |
99% |
True |
False |
191,962 |
| 80 |
3,421.25 |
3,038.50 |
382.75 |
11.2% |
34.25 |
1.0% |
99% |
True |
False |
144,028 |
| 100 |
3,421.25 |
2,887.00 |
534.25 |
15.6% |
30.75 |
0.9% |
99% |
True |
False |
115,229 |
| 120 |
3,421.25 |
2,813.00 |
608.25 |
17.8% |
28.25 |
0.8% |
99% |
True |
False |
96,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,489.25 |
|
2.618 |
3,463.25 |
|
1.618 |
3,447.25 |
|
1.000 |
3,437.25 |
|
0.618 |
3,431.25 |
|
HIGH |
3,421.25 |
|
0.618 |
3,415.25 |
|
0.500 |
3,413.25 |
|
0.382 |
3,411.25 |
|
LOW |
3,405.25 |
|
0.618 |
3,395.25 |
|
1.000 |
3,389.25 |
|
1.618 |
3,379.25 |
|
2.618 |
3,363.25 |
|
4.250 |
3,337.25 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,415.50 |
3,404.25 |
| PP |
3,414.25 |
3,392.00 |
| S1 |
3,413.25 |
3,379.75 |
|