| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,091.0 |
3,063.0 |
-28.0 |
-0.9% |
3,104.0 |
| High |
3,094.0 |
3,072.0 |
-22.0 |
-0.7% |
3,138.0 |
| Low |
3,034.0 |
3,019.0 |
-15.0 |
-0.5% |
3,018.0 |
| Close |
3,040.0 |
3,052.0 |
12.0 |
0.4% |
3,056.0 |
| Range |
60.0 |
53.0 |
-7.0 |
-11.7% |
120.0 |
| ATR |
66.7 |
65.7 |
-1.0 |
-1.5% |
0.0 |
| Volume |
1,065,047 |
870,707 |
-194,340 |
-18.2% |
5,412,563 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,206.7 |
3,182.3 |
3,081.2 |
|
| R3 |
3,153.7 |
3,129.3 |
3,066.6 |
|
| R2 |
3,100.7 |
3,100.7 |
3,061.7 |
|
| R1 |
3,076.3 |
3,076.3 |
3,056.9 |
3,062.0 |
| PP |
3,047.7 |
3,047.7 |
3,047.7 |
3,040.5 |
| S1 |
3,023.3 |
3,023.3 |
3,047.1 |
3,009.0 |
| S2 |
2,994.7 |
2,994.7 |
3,042.3 |
|
| S3 |
2,941.7 |
2,970.3 |
3,037.4 |
|
| S4 |
2,888.7 |
2,917.3 |
3,022.9 |
|
|
| 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 |
3,118.0 |
3,019.0 |
99.0 |
3.2% |
55.0 |
1.8% |
33% |
False |
True |
862,638 |
| 10 |
3,138.0 |
3,018.0 |
120.0 |
3.9% |
58.0 |
1.9% |
28% |
False |
False |
987,129 |
| 20 |
3,138.0 |
2,851.0 |
287.0 |
9.4% |
64.4 |
2.1% |
70% |
False |
False |
1,106,194 |
| 40 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
67.8 |
2.2% |
54% |
False |
False |
1,277,571 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
57.9 |
1.9% |
54% |
False |
False |
966,571 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
54.7 |
1.8% |
54% |
False |
False |
727,837 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
50.9 |
1.7% |
54% |
False |
False |
582,328 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.5% |
46.2 |
1.5% |
53% |
False |
False |
485,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,297.3 |
|
2.618 |
3,210.8 |
|
1.618 |
3,157.8 |
|
1.000 |
3,125.0 |
|
0.618 |
3,104.8 |
|
HIGH |
3,072.0 |
|
0.618 |
3,051.8 |
|
0.500 |
3,045.5 |
|
0.382 |
3,039.2 |
|
LOW |
3,019.0 |
|
0.618 |
2,986.2 |
|
1.000 |
2,966.0 |
|
1.618 |
2,933.2 |
|
2.618 |
2,880.2 |
|
4.250 |
2,793.8 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,049.8 |
3,065.5 |
| PP |
3,047.7 |
3,061.0 |
| S1 |
3,045.5 |
3,056.5 |
|