| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,092.0 |
3,091.0 |
-1.0 |
0.0% |
3,104.0 |
| High |
3,112.0 |
3,094.0 |
-18.0 |
-0.6% |
3,138.0 |
| Low |
3,083.0 |
3,034.0 |
-49.0 |
-1.6% |
3,018.0 |
| Close |
3,096.0 |
3,040.0 |
-56.0 |
-1.8% |
3,056.0 |
| Range |
29.0 |
60.0 |
31.0 |
106.9% |
120.0 |
| ATR |
67.1 |
66.7 |
-0.4 |
-0.5% |
0.0 |
| Volume |
998,620 |
1,065,047 |
66,427 |
6.7% |
5,412,563 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,236.0 |
3,198.0 |
3,073.0 |
|
| R3 |
3,176.0 |
3,138.0 |
3,056.5 |
|
| R2 |
3,116.0 |
3,116.0 |
3,051.0 |
|
| R1 |
3,078.0 |
3,078.0 |
3,045.5 |
3,067.0 |
| PP |
3,056.0 |
3,056.0 |
3,056.0 |
3,050.5 |
| S1 |
3,018.0 |
3,018.0 |
3,034.5 |
3,007.0 |
| S2 |
2,996.0 |
2,996.0 |
3,029.0 |
|
| S3 |
2,936.0 |
2,958.0 |
3,023.5 |
|
| S4 |
2,876.0 |
2,898.0 |
3,007.0 |
|
|
| 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 |
3.5% |
60.4 |
2.0% |
7% |
False |
False |
986,970 |
| 10 |
3,138.0 |
2,954.0 |
184.0 |
6.1% |
61.5 |
2.0% |
47% |
False |
False |
1,055,950 |
| 20 |
3,138.0 |
2,771.0 |
367.0 |
12.1% |
69.1 |
2.3% |
73% |
False |
False |
1,160,380 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
67.3 |
2.2% |
52% |
False |
False |
1,284,165 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
57.5 |
1.9% |
52% |
False |
False |
952,624 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
54.4 |
1.8% |
52% |
False |
False |
716,958 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.2% |
50.6 |
1.7% |
52% |
False |
False |
573,623 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.6% |
45.8 |
1.5% |
50% |
False |
False |
478,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,349.0 |
|
2.618 |
3,251.1 |
|
1.618 |
3,191.1 |
|
1.000 |
3,154.0 |
|
0.618 |
3,131.1 |
|
HIGH |
3,094.0 |
|
0.618 |
3,071.1 |
|
0.500 |
3,064.0 |
|
0.382 |
3,056.9 |
|
LOW |
3,034.0 |
|
0.618 |
2,996.9 |
|
1.000 |
2,974.0 |
|
1.618 |
2,936.9 |
|
2.618 |
2,876.9 |
|
4.250 |
2,779.0 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.0 |
3,073.0 |
| PP |
3,056.0 |
3,062.0 |
| S1 |
3,048.0 |
3,051.0 |
|