| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
3,426.75 |
3,447.00 |
20.25 |
0.6% |
3,416.50 |
| High |
3,456.00 |
3,472.25 |
16.25 |
0.5% |
3,425.75 |
| Low |
3,422.75 |
3,445.75 |
23.00 |
0.7% |
3,358.50 |
| Close |
3,447.25 |
3,468.50 |
21.25 |
0.6% |
3,420.00 |
| Range |
33.25 |
26.50 |
-6.75 |
-20.3% |
67.25 |
| ATR |
35.22 |
34.60 |
-0.62 |
-1.8% |
0.00 |
| Volume |
188,922 |
146,375 |
-42,547 |
-22.5% |
1,140,797 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,541.75 |
3,531.50 |
3,483.00 |
|
| R3 |
3,515.25 |
3,505.00 |
3,475.75 |
|
| R2 |
3,488.75 |
3,488.75 |
3,473.25 |
|
| R1 |
3,478.50 |
3,478.50 |
3,471.00 |
3,483.50 |
| PP |
3,462.25 |
3,462.25 |
3,462.25 |
3,464.75 |
| S1 |
3,452.00 |
3,452.00 |
3,466.00 |
3,457.00 |
| S2 |
3,435.75 |
3,435.75 |
3,463.75 |
|
| S3 |
3,409.25 |
3,425.50 |
3,461.25 |
|
| S4 |
3,382.75 |
3,399.00 |
3,454.00 |
|
|
| 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 |
3,472.25 |
3,360.25 |
112.00 |
3.2% |
29.00 |
0.8% |
97% |
True |
False |
176,344 |
| 10 |
3,472.25 |
3,358.50 |
113.75 |
3.3% |
30.50 |
0.9% |
97% |
True |
False |
203,630 |
| 20 |
3,472.25 |
3,310.00 |
162.25 |
4.7% |
34.50 |
1.0% |
98% |
True |
False |
221,433 |
| 40 |
3,472.25 |
3,110.75 |
361.50 |
10.4% |
39.00 |
1.1% |
99% |
True |
False |
243,947 |
| 60 |
3,472.25 |
3,089.75 |
382.50 |
11.0% |
36.75 |
1.1% |
99% |
True |
False |
219,437 |
| 80 |
3,472.25 |
3,049.25 |
423.00 |
12.2% |
35.75 |
1.0% |
99% |
True |
False |
164,689 |
| 100 |
3,472.25 |
2,990.25 |
482.00 |
13.9% |
31.75 |
0.9% |
99% |
True |
False |
131,769 |
| 120 |
3,472.25 |
2,813.00 |
659.25 |
19.0% |
30.25 |
0.9% |
99% |
True |
False |
109,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,585.00 |
|
2.618 |
3,541.75 |
|
1.618 |
3,515.25 |
|
1.000 |
3,498.75 |
|
0.618 |
3,488.75 |
|
HIGH |
3,472.25 |
|
0.618 |
3,462.25 |
|
0.500 |
3,459.00 |
|
0.382 |
3,455.75 |
|
LOW |
3,445.75 |
|
0.618 |
3,429.25 |
|
1.000 |
3,419.25 |
|
1.618 |
3,402.75 |
|
2.618 |
3,376.25 |
|
4.250 |
3,333.00 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3,465.25 |
3,461.00 |
| PP |
3,462.25 |
3,453.75 |
| S1 |
3,459.00 |
3,446.25 |
|