| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,795.25 |
1,798.50 |
3.25 |
0.2% |
1,795.00 |
| High |
1,801.00 |
1,805.75 |
4.75 |
0.3% |
1,805.75 |
| Low |
1,794.50 |
1,796.50 |
2.00 |
0.1% |
1,792.00 |
| Close |
1,798.00 |
1,797.75 |
-0.25 |
0.0% |
1,797.75 |
| Range |
6.50 |
9.25 |
2.75 |
42.3% |
13.75 |
| ATR |
14.42 |
14.05 |
-0.37 |
-2.6% |
0.00 |
| Volume |
19,451 |
24,181 |
4,730 |
24.3% |
61,202 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,827.75 |
1,822.00 |
1,802.75 |
|
| R3 |
1,818.50 |
1,812.75 |
1,800.25 |
|
| R2 |
1,809.25 |
1,809.25 |
1,799.50 |
|
| R1 |
1,803.50 |
1,803.50 |
1,798.50 |
1,801.75 |
| PP |
1,800.00 |
1,800.00 |
1,800.00 |
1,799.00 |
| S1 |
1,794.25 |
1,794.25 |
1,797.00 |
1,792.50 |
| S2 |
1,790.75 |
1,790.75 |
1,796.00 |
|
| S3 |
1,781.50 |
1,785.00 |
1,795.25 |
|
| S4 |
1,772.25 |
1,775.75 |
1,792.75 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,839.75 |
1,832.50 |
1,805.25 |
|
| R3 |
1,826.00 |
1,818.75 |
1,801.50 |
|
| R2 |
1,812.25 |
1,812.25 |
1,800.25 |
|
| R1 |
1,805.00 |
1,805.00 |
1,799.00 |
1,808.50 |
| PP |
1,798.50 |
1,798.50 |
1,798.50 |
1,800.25 |
| S1 |
1,791.25 |
1,791.25 |
1,796.50 |
1,795.00 |
| S2 |
1,784.75 |
1,784.75 |
1,795.25 |
|
| S3 |
1,771.00 |
1,777.50 |
1,794.00 |
|
| S4 |
1,757.25 |
1,763.75 |
1,790.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,805.75 |
1,785.50 |
20.25 |
1.1% |
9.00 |
0.5% |
60% |
True |
False |
13,346 |
| 10 |
1,805.75 |
1,768.25 |
37.50 |
2.1% |
11.75 |
0.7% |
79% |
True |
False |
9,016 |
| 20 |
1,805.75 |
1,729.50 |
76.25 |
4.2% |
14.50 |
0.8% |
90% |
True |
False |
7,299 |
| 40 |
1,805.75 |
1,633.50 |
172.25 |
9.6% |
16.25 |
0.9% |
95% |
True |
False |
6,277 |
| 60 |
1,805.75 |
1,626.50 |
179.25 |
10.0% |
15.75 |
0.9% |
96% |
True |
False |
4,928 |
| 80 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
15.25 |
0.9% |
96% |
True |
False |
3,712 |
| 100 |
1,805.75 |
1,613.00 |
192.75 |
10.7% |
14.00 |
0.8% |
96% |
True |
False |
2,979 |
| 120 |
1,805.75 |
1,542.25 |
263.50 |
14.7% |
15.00 |
0.8% |
97% |
True |
False |
2,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,845.00 |
|
2.618 |
1,830.00 |
|
1.618 |
1,820.75 |
|
1.000 |
1,815.00 |
|
0.618 |
1,811.50 |
|
HIGH |
1,805.75 |
|
0.618 |
1,802.25 |
|
0.500 |
1,801.00 |
|
0.382 |
1,800.00 |
|
LOW |
1,796.50 |
|
0.618 |
1,790.75 |
|
1.000 |
1,787.25 |
|
1.618 |
1,781.50 |
|
2.618 |
1,772.25 |
|
4.250 |
1,757.25 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,801.00 |
1,799.00 |
| PP |
1,800.00 |
1,798.50 |
| S1 |
1,799.00 |
1,798.25 |
|