| Trading Metrics calculated at close of trading on 28-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
28-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
6,582.5 |
6,599.5 |
17.0 |
0.3% |
6,626.5 |
| High |
6,608.0 |
6,624.5 |
16.5 |
0.2% |
6,673.0 |
| Low |
6,582.5 |
6,598.5 |
16.0 |
0.2% |
6,598.0 |
| Close |
6,602.0 |
6,606.5 |
4.5 |
0.1% |
6,622.5 |
| Range |
25.5 |
26.0 |
0.5 |
2.0% |
75.0 |
| ATR |
47.3 |
45.7 |
-1.5 |
-3.2% |
0.0 |
| Volume |
35 |
27,921 |
27,886 |
79,674.3% |
299 |
|
| Daily Pivots for day following 28-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,688.0 |
6,673.0 |
6,621.0 |
|
| R3 |
6,662.0 |
6,647.0 |
6,613.5 |
|
| R2 |
6,636.0 |
6,636.0 |
6,611.5 |
|
| R1 |
6,621.0 |
6,621.0 |
6,609.0 |
6,628.5 |
| PP |
6,610.0 |
6,610.0 |
6,610.0 |
6,613.5 |
| S1 |
6,595.0 |
6,595.0 |
6,604.0 |
6,602.5 |
| S2 |
6,584.0 |
6,584.0 |
6,601.5 |
|
| S3 |
6,558.0 |
6,569.0 |
6,599.5 |
|
| S4 |
6,532.0 |
6,543.0 |
6,592.0 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,856.0 |
6,814.5 |
6,664.0 |
|
| R3 |
6,781.0 |
6,739.5 |
6,643.0 |
|
| R2 |
6,706.0 |
6,706.0 |
6,636.0 |
|
| R1 |
6,664.5 |
6,664.5 |
6,629.5 |
6,648.0 |
| PP |
6,631.0 |
6,631.0 |
6,631.0 |
6,623.0 |
| S1 |
6,589.5 |
6,589.5 |
6,615.5 |
6,573.0 |
| S2 |
6,556.0 |
6,556.0 |
6,609.0 |
|
| S3 |
6,481.0 |
6,514.5 |
6,602.0 |
|
| S4 |
6,406.0 |
6,439.5 |
6,581.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,658.5 |
6,582.5 |
76.0 |
1.2% |
34.5 |
0.5% |
32% |
False |
False |
5,606 |
| 10 |
6,673.0 |
6,582.5 |
90.5 |
1.4% |
35.0 |
0.5% |
27% |
False |
False |
2,834 |
| 20 |
6,706.5 |
6,558.5 |
148.0 |
2.2% |
42.5 |
0.6% |
32% |
False |
False |
2,036 |
| 40 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
35.5 |
0.5% |
71% |
False |
False |
1,086 |
| 60 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
26.5 |
0.4% |
71% |
False |
False |
760 |
| 80 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
22.0 |
0.3% |
71% |
False |
False |
575 |
| 100 |
6,740.0 |
6,275.0 |
465.0 |
7.0% |
17.5 |
0.3% |
71% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,735.0 |
|
2.618 |
6,692.5 |
|
1.618 |
6,666.5 |
|
1.000 |
6,650.5 |
|
0.618 |
6,640.5 |
|
HIGH |
6,624.5 |
|
0.618 |
6,614.5 |
|
0.500 |
6,611.5 |
|
0.382 |
6,608.5 |
|
LOW |
6,598.5 |
|
0.618 |
6,582.5 |
|
1.000 |
6,572.5 |
|
1.618 |
6,556.5 |
|
2.618 |
6,530.5 |
|
4.250 |
6,488.0 |
|
|
| Fisher Pivots for day following 28-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,611.5 |
6,608.0 |
| PP |
6,610.0 |
6,607.5 |
| S1 |
6,608.0 |
6,607.0 |
|