| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,422.50 |
3,426.75 |
4.25 |
0.1% |
3,416.50 |
| High |
3,437.25 |
3,456.00 |
18.75 |
0.5% |
3,425.75 |
| Low |
3,420.25 |
3,422.75 |
2.50 |
0.1% |
3,358.50 |
| Close |
3,429.00 |
3,447.25 |
18.25 |
0.5% |
3,420.00 |
| Range |
17.00 |
33.25 |
16.25 |
95.6% |
67.25 |
| ATR |
35.37 |
35.22 |
-0.15 |
-0.4% |
0.00 |
| Volume |
177,967 |
188,922 |
10,955 |
6.2% |
1,140,797 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.75 |
3,527.75 |
3,465.50 |
|
| R3 |
3,508.50 |
3,494.50 |
3,456.50 |
|
| R2 |
3,475.25 |
3,475.25 |
3,453.25 |
|
| R1 |
3,461.25 |
3,461.25 |
3,450.25 |
3,468.25 |
| PP |
3,442.00 |
3,442.00 |
3,442.00 |
3,445.50 |
| S1 |
3,428.00 |
3,428.00 |
3,444.25 |
3,435.00 |
| S2 |
3,408.75 |
3,408.75 |
3,441.25 |
|
| S3 |
3,375.50 |
3,394.75 |
3,438.00 |
|
| S4 |
3,342.25 |
3,361.50 |
3,429.00 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,603.25 |
3,578.75 |
3,457.00 |
|
| R3 |
3,536.00 |
3,511.50 |
3,438.50 |
|
| R2 |
3,468.75 |
3,468.75 |
3,432.25 |
|
| R1 |
3,444.25 |
3,444.25 |
3,426.25 |
3,456.50 |
| PP |
3,401.50 |
3,401.50 |
3,401.50 |
3,407.50 |
| S1 |
3,377.00 |
3,377.00 |
3,413.75 |
3,389.25 |
| S2 |
3,334.25 |
3,334.25 |
3,407.75 |
|
| S3 |
3,267.00 |
3,309.75 |
3,401.50 |
|
| S4 |
3,199.75 |
3,242.50 |
3,383.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,456.00 |
3,358.50 |
97.50 |
2.8% |
31.75 |
0.9% |
91% |
True |
False |
205,106 |
| 10 |
3,456.00 |
3,338.25 |
117.75 |
3.4% |
34.75 |
1.0% |
93% |
True |
False |
215,931 |
| 20 |
3,456.00 |
3,310.00 |
146.00 |
4.2% |
35.00 |
1.0% |
94% |
True |
False |
228,493 |
| 40 |
3,456.00 |
3,110.75 |
345.25 |
10.0% |
39.25 |
1.1% |
97% |
True |
False |
246,321 |
| 60 |
3,456.00 |
3,076.75 |
379.25 |
11.0% |
37.25 |
1.1% |
98% |
True |
False |
217,026 |
| 80 |
3,456.00 |
3,049.25 |
406.75 |
11.8% |
35.75 |
1.0% |
98% |
True |
False |
162,862 |
| 100 |
3,456.00 |
2,968.25 |
487.75 |
14.1% |
31.50 |
0.9% |
98% |
True |
False |
130,305 |
| 120 |
3,456.00 |
2,813.00 |
643.00 |
18.7% |
30.00 |
0.9% |
99% |
True |
False |
108,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,597.25 |
|
2.618 |
3,543.00 |
|
1.618 |
3,509.75 |
|
1.000 |
3,489.25 |
|
0.618 |
3,476.50 |
|
HIGH |
3,456.00 |
|
0.618 |
3,443.25 |
|
0.500 |
3,439.50 |
|
0.382 |
3,435.50 |
|
LOW |
3,422.75 |
|
0.618 |
3,402.25 |
|
1.000 |
3,389.50 |
|
1.618 |
3,369.00 |
|
2.618 |
3,335.75 |
|
4.250 |
3,281.50 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,444.50 |
3,440.75 |
| PP |
3,442.00 |
3,434.50 |
| S1 |
3,439.50 |
3,428.00 |
|