| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,183.1 |
1,194.0 |
10.9 |
0.9% |
1,185.5 |
| High |
1,196.6 |
1,207.6 |
11.0 |
0.9% |
1,207.6 |
| Low |
1,176.2 |
1,186.1 |
9.9 |
0.8% |
1,173.9 |
| Close |
1,190.9 |
1,197.7 |
6.8 |
0.6% |
1,197.7 |
| Range |
20.4 |
21.5 |
1.1 |
5.4% |
33.7 |
| ATR |
21.6 |
21.6 |
0.0 |
0.0% |
0.0 |
| Volume |
187,475 |
199,906 |
12,431 |
6.6% |
1,023,566 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.6 |
1,251.2 |
1,209.5 |
|
| R3 |
1,240.1 |
1,229.7 |
1,203.6 |
|
| R2 |
1,218.6 |
1,218.6 |
1,201.6 |
|
| R1 |
1,208.2 |
1,208.2 |
1,199.7 |
1,213.4 |
| PP |
1,197.1 |
1,197.1 |
1,197.1 |
1,199.8 |
| S1 |
1,186.7 |
1,186.7 |
1,195.7 |
1,191.9 |
| S2 |
1,175.6 |
1,175.6 |
1,193.8 |
|
| S3 |
1,154.1 |
1,165.2 |
1,191.8 |
|
| S4 |
1,132.6 |
1,143.7 |
1,185.9 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.2 |
1,279.6 |
1,216.2 |
|
| R3 |
1,260.5 |
1,245.9 |
1,207.0 |
|
| R2 |
1,226.8 |
1,226.8 |
1,203.9 |
|
| R1 |
1,212.2 |
1,212.2 |
1,200.8 |
1,219.5 |
| PP |
1,193.1 |
1,193.1 |
1,193.1 |
1,196.7 |
| S1 |
1,178.5 |
1,178.5 |
1,194.6 |
1,185.8 |
| S2 |
1,159.4 |
1,159.4 |
1,191.5 |
|
| S3 |
1,125.7 |
1,144.8 |
1,188.4 |
|
| S4 |
1,092.0 |
1,111.1 |
1,179.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.6 |
1,173.9 |
33.7 |
2.8% |
20.8 |
1.7% |
71% |
True |
False |
204,713 |
| 10 |
1,207.6 |
1,145.5 |
62.1 |
5.2% |
23.6 |
2.0% |
84% |
True |
False |
207,475 |
| 20 |
1,235.5 |
1,130.4 |
105.1 |
8.8% |
22.9 |
1.9% |
64% |
False |
False |
195,965 |
| 40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.7 |
1.6% |
54% |
False |
False |
171,048 |
| 60 |
1,292.5 |
1,130.4 |
162.1 |
13.5% |
17.6 |
1.5% |
42% |
False |
False |
159,935 |
| 80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.4 |
1.4% |
35% |
False |
False |
146,384 |
| 100 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
16.3 |
1.4% |
31% |
False |
False |
125,678 |
| 120 |
1,347.5 |
1,130.4 |
217.1 |
18.1% |
15.8 |
1.3% |
31% |
False |
False |
105,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,299.0 |
|
2.618 |
1,263.9 |
|
1.618 |
1,242.4 |
|
1.000 |
1,229.1 |
|
0.618 |
1,220.9 |
|
HIGH |
1,207.6 |
|
0.618 |
1,199.4 |
|
0.500 |
1,196.9 |
|
0.382 |
1,194.3 |
|
LOW |
1,186.1 |
|
0.618 |
1,172.8 |
|
1.000 |
1,164.6 |
|
1.618 |
1,151.3 |
|
2.618 |
1,129.8 |
|
4.250 |
1,094.7 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.4 |
1,195.4 |
| PP |
1,197.1 |
1,193.1 |
| S1 |
1,196.9 |
1,190.8 |
|