| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1,310.7 |
1,288.8 |
-21.9 |
-1.7% |
1,314.4 |
| High |
1,313.3 |
1,289.0 |
-24.3 |
-1.9% |
1,325.2 |
| Low |
1,283.0 |
1,281.2 |
-1.8 |
-0.1% |
1,283.0 |
| Close |
1,286.6 |
1,283.1 |
-3.5 |
-0.3% |
1,286.6 |
| Range |
30.3 |
7.8 |
-22.5 |
-74.3% |
42.2 |
| ATR |
21.3 |
20.3 |
-1.0 |
-4.5% |
0.0 |
| Volume |
3,725 |
5,358 |
1,633 |
43.8% |
10,118 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,307.8 |
1,303.3 |
1,287.4 |
|
| R3 |
1,300.0 |
1,295.5 |
1,285.2 |
|
| R2 |
1,292.2 |
1,292.2 |
1,284.5 |
|
| R1 |
1,287.7 |
1,287.7 |
1,283.8 |
1,286.1 |
| PP |
1,284.4 |
1,284.4 |
1,284.4 |
1,283.6 |
| S1 |
1,279.9 |
1,279.9 |
1,282.4 |
1,278.3 |
| S2 |
1,276.6 |
1,276.6 |
1,281.7 |
|
| S3 |
1,268.8 |
1,272.1 |
1,281.0 |
|
| S4 |
1,261.0 |
1,264.3 |
1,278.8 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,424.9 |
1,397.9 |
1,309.8 |
|
| R3 |
1,382.7 |
1,355.7 |
1,298.2 |
|
| R2 |
1,340.5 |
1,340.5 |
1,294.3 |
|
| R1 |
1,313.5 |
1,313.5 |
1,290.5 |
1,305.9 |
| PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,294.5 |
| S1 |
1,271.3 |
1,271.3 |
1,282.7 |
1,263.7 |
| S2 |
1,256.1 |
1,256.1 |
1,278.9 |
|
| S3 |
1,213.9 |
1,229.1 |
1,275.0 |
|
| S4 |
1,171.7 |
1,186.9 |
1,263.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,325.2 |
1,281.2 |
44.0 |
3.4% |
17.0 |
1.3% |
4% |
False |
True |
2,761 |
| 10 |
1,360.6 |
1,281.2 |
79.4 |
6.2% |
17.2 |
1.3% |
2% |
False |
True |
1,907 |
| 20 |
1,361.1 |
1,255.0 |
106.1 |
8.3% |
18.9 |
1.5% |
26% |
False |
False |
1,591 |
| 40 |
1,375.3 |
1,255.0 |
120.3 |
9.4% |
22.0 |
1.7% |
23% |
False |
False |
1,298 |
| 60 |
1,430.2 |
1,255.0 |
175.2 |
13.7% |
21.3 |
1.7% |
16% |
False |
False |
1,085 |
| 80 |
1,430.2 |
1,255.0 |
175.2 |
13.7% |
20.6 |
1.6% |
16% |
False |
False |
1,024 |
| 100 |
1,430.2 |
1,194.4 |
235.8 |
18.4% |
19.6 |
1.5% |
38% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,322.2 |
|
2.618 |
1,309.4 |
|
1.618 |
1,301.6 |
|
1.000 |
1,296.8 |
|
0.618 |
1,293.8 |
|
HIGH |
1,289.0 |
|
0.618 |
1,286.0 |
|
0.500 |
1,285.1 |
|
0.382 |
1,284.2 |
|
LOW |
1,281.2 |
|
0.618 |
1,276.4 |
|
1.000 |
1,273.4 |
|
1.618 |
1,268.6 |
|
2.618 |
1,260.8 |
|
4.250 |
1,248.1 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.1 |
1,303.2 |
| PP |
1,284.4 |
1,296.5 |
| S1 |
1,283.8 |
1,289.8 |
|