| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,063.0 |
3,092.0 |
29.0 |
0.9% |
3,104.0 |
| High |
3,089.0 |
3,112.0 |
23.0 |
0.7% |
3,138.0 |
| Low |
3,041.0 |
3,083.0 |
42.0 |
1.4% |
3,018.0 |
| Close |
3,084.0 |
3,096.0 |
12.0 |
0.4% |
3,056.0 |
| Range |
48.0 |
29.0 |
-19.0 |
-39.6% |
120.0 |
| ATR |
70.0 |
67.1 |
-2.9 |
-4.2% |
0.0 |
| Volume |
657,617 |
998,620 |
341,003 |
51.9% |
5,412,563 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,184.0 |
3,169.0 |
3,112.0 |
|
| R3 |
3,155.0 |
3,140.0 |
3,104.0 |
|
| R2 |
3,126.0 |
3,126.0 |
3,101.3 |
|
| R1 |
3,111.0 |
3,111.0 |
3,098.7 |
3,118.5 |
| PP |
3,097.0 |
3,097.0 |
3,097.0 |
3,100.8 |
| S1 |
3,082.0 |
3,082.0 |
3,093.3 |
3,089.5 |
| S2 |
3,068.0 |
3,068.0 |
3,090.7 |
|
| S3 |
3,039.0 |
3,053.0 |
3,088.0 |
|
| S4 |
3,010.0 |
3,024.0 |
3,080.1 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,430.7 |
3,363.3 |
3,122.0 |
|
| R3 |
3,310.7 |
3,243.3 |
3,089.0 |
|
| R2 |
3,190.7 |
3,190.7 |
3,078.0 |
|
| R1 |
3,123.3 |
3,123.3 |
3,067.0 |
3,097.0 |
| PP |
3,070.7 |
3,070.7 |
3,070.7 |
3,057.5 |
| S1 |
3,003.3 |
3,003.3 |
3,045.0 |
2,977.0 |
| S2 |
2,950.7 |
2,950.7 |
3,034.0 |
|
| S3 |
2,830.7 |
2,883.3 |
3,023.0 |
|
| S4 |
2,710.7 |
2,763.3 |
2,990.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,138.0 |
3,033.0 |
105.0 |
3.4% |
58.4 |
1.9% |
60% |
False |
False |
971,011 |
| 10 |
3,138.0 |
2,954.0 |
184.0 |
5.9% |
60.5 |
2.0% |
77% |
False |
False |
1,091,852 |
| 20 |
3,138.0 |
2,771.0 |
367.0 |
11.9% |
73.9 |
2.4% |
89% |
False |
False |
1,257,472 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
66.6 |
2.2% |
62% |
False |
False |
1,276,611 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
56.7 |
1.8% |
62% |
False |
False |
935,956 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
54.1 |
1.7% |
62% |
False |
False |
703,646 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
16.9% |
50.3 |
1.6% |
62% |
False |
False |
562,975 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
45.5 |
1.5% |
61% |
False |
False |
469,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,235.3 |
|
2.618 |
3,187.9 |
|
1.618 |
3,158.9 |
|
1.000 |
3,141.0 |
|
0.618 |
3,129.9 |
|
HIGH |
3,112.0 |
|
0.618 |
3,100.9 |
|
0.500 |
3,097.5 |
|
0.382 |
3,094.1 |
|
LOW |
3,083.0 |
|
0.618 |
3,065.1 |
|
1.000 |
3,054.0 |
|
1.618 |
3,036.1 |
|
2.618 |
3,007.1 |
|
4.250 |
2,959.8 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,097.5 |
3,089.2 |
| PP |
3,097.0 |
3,082.3 |
| S1 |
3,096.5 |
3,075.5 |
|