| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
17,653.11 |
17,631.85 |
-21.26 |
-0.1% |
17,568.98 |
| High |
17,664.15 |
17,675.07 |
10.92 |
0.1% |
17,705.48 |
| Low |
17,613.20 |
17,606.81 |
-6.39 |
0.0% |
17,536.17 |
| Close |
17,634.74 |
17,647.75 |
13.01 |
0.1% |
17,634.74 |
| Range |
50.95 |
68.26 |
17.31 |
34.0% |
169.31 |
| ATR |
147.29 |
141.64 |
-5.64 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,847.99 |
17,816.13 |
17,685.29 |
|
| R3 |
17,779.73 |
17,747.87 |
17,666.52 |
|
| R2 |
17,711.47 |
17,711.47 |
17,660.26 |
|
| R1 |
17,679.61 |
17,679.61 |
17,654.01 |
17,695.54 |
| PP |
17,643.21 |
17,643.21 |
17,643.21 |
17,651.18 |
| S1 |
17,611.35 |
17,611.35 |
17,641.49 |
17,627.28 |
| S2 |
17,574.95 |
17,574.95 |
17,635.24 |
|
| S3 |
17,506.69 |
17,543.09 |
17,628.98 |
|
| S4 |
17,438.43 |
17,474.83 |
17,610.21 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,133.39 |
18,053.38 |
17,727.86 |
|
| R3 |
17,964.08 |
17,884.07 |
17,681.30 |
|
| R2 |
17,794.77 |
17,794.77 |
17,665.78 |
|
| R1 |
17,714.76 |
17,714.76 |
17,650.26 |
17,754.77 |
| PP |
17,625.46 |
17,625.46 |
17,625.46 |
17,645.47 |
| S1 |
17,545.45 |
17,545.45 |
17,619.22 |
17,585.46 |
| S2 |
17,456.15 |
17,456.15 |
17,603.70 |
|
| S3 |
17,286.84 |
17,376.14 |
17,588.18 |
|
| S4 |
17,117.53 |
17,206.83 |
17,541.62 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,705.48 |
17,536.17 |
169.31 |
1.0% |
76.92 |
0.4% |
66% |
False |
False |
|
| 10 |
17,705.48 |
17,278.36 |
427.12 |
2.4% |
88.06 |
0.5% |
86% |
False |
False |
|
| 20 |
17,705.48 |
16,405.77 |
1,299.71 |
7.4% |
138.52 |
0.8% |
96% |
False |
False |
|
| 40 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
187.96 |
1.1% |
97% |
False |
False |
|
| 60 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
159.68 |
0.9% |
97% |
False |
False |
|
| 80 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
154.15 |
0.9% |
97% |
False |
False |
|
| 100 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
145.14 |
0.8% |
97% |
False |
False |
|
| 120 |
17,705.48 |
15,855.12 |
1,850.36 |
10.5% |
135.94 |
0.8% |
97% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,965.18 |
|
2.618 |
17,853.77 |
|
1.618 |
17,785.51 |
|
1.000 |
17,743.33 |
|
0.618 |
17,717.25 |
|
HIGH |
17,675.07 |
|
0.618 |
17,648.99 |
|
0.500 |
17,640.94 |
|
0.382 |
17,632.89 |
|
LOW |
17,606.81 |
|
0.618 |
17,564.63 |
|
1.000 |
17,538.55 |
|
1.618 |
17,496.37 |
|
2.618 |
17,428.11 |
|
4.250 |
17,316.71 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,645.48 |
17,646.73 |
| PP |
17,643.21 |
17,645.70 |
| S1 |
17,640.94 |
17,644.68 |
|