| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,194.0 |
1,199.9 |
5.9 |
0.5% |
1,185.5 |
| High |
1,207.6 |
1,203.8 |
-3.8 |
-0.3% |
1,207.6 |
| Low |
1,186.1 |
1,192.2 |
6.1 |
0.5% |
1,173.9 |
| Close |
1,197.7 |
1,195.7 |
-2.0 |
-0.2% |
1,197.7 |
| Range |
21.5 |
11.6 |
-9.9 |
-46.0% |
33.7 |
| ATR |
21.6 |
20.9 |
-0.7 |
-3.3% |
0.0 |
| Volume |
199,906 |
158,694 |
-41,212 |
-20.6% |
1,023,566 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,232.0 |
1,225.5 |
1,202.1 |
|
| R3 |
1,220.4 |
1,213.9 |
1,198.9 |
|
| R2 |
1,208.8 |
1,208.8 |
1,197.8 |
|
| R1 |
1,202.3 |
1,202.3 |
1,196.8 |
1,199.8 |
| PP |
1,197.2 |
1,197.2 |
1,197.2 |
1,196.0 |
| S1 |
1,190.7 |
1,190.7 |
1,194.6 |
1,188.2 |
| S2 |
1,185.6 |
1,185.6 |
1,193.6 |
|
| S3 |
1,174.0 |
1,179.1 |
1,192.5 |
|
| S4 |
1,162.4 |
1,167.5 |
1,189.3 |
|
|
| 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% |
20.5 |
1.7% |
65% |
False |
False |
196,547 |
| 10 |
1,207.6 |
1,145.5 |
62.1 |
5.2% |
21.7 |
1.8% |
81% |
False |
False |
203,449 |
| 20 |
1,235.5 |
1,130.4 |
105.1 |
8.8% |
23.1 |
1.9% |
62% |
False |
False |
199,584 |
| 40 |
1,255.6 |
1,130.4 |
125.2 |
10.5% |
18.7 |
1.6% |
52% |
False |
False |
172,371 |
| 60 |
1,290.9 |
1,130.4 |
160.5 |
13.4% |
17.7 |
1.5% |
41% |
False |
False |
161,307 |
| 80 |
1,324.3 |
1,130.4 |
193.9 |
16.2% |
16.4 |
1.4% |
34% |
False |
False |
146,555 |
| 100 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
16.2 |
1.4% |
30% |
False |
False |
127,184 |
| 120 |
1,347.5 |
1,130.4 |
217.1 |
18.2% |
15.8 |
1.3% |
30% |
False |
False |
106,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,253.1 |
|
2.618 |
1,234.2 |
|
1.618 |
1,222.6 |
|
1.000 |
1,215.4 |
|
0.618 |
1,211.0 |
|
HIGH |
1,203.8 |
|
0.618 |
1,199.4 |
|
0.500 |
1,198.0 |
|
0.382 |
1,196.6 |
|
LOW |
1,192.2 |
|
0.618 |
1,185.0 |
|
1.000 |
1,180.6 |
|
1.618 |
1,173.4 |
|
2.618 |
1,161.8 |
|
4.250 |
1,142.9 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.0 |
1,194.4 |
| PP |
1,197.2 |
1,193.2 |
| S1 |
1,196.5 |
1,191.9 |
|