| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,063.0 |
3,057.0 |
-6.0 |
-0.2% |
3,063.0 |
| High |
3,072.0 |
3,067.0 |
-5.0 |
-0.2% |
3,112.0 |
| Low |
3,019.0 |
3,023.0 |
4.0 |
0.1% |
3,019.0 |
| Close |
3,052.0 |
3,051.0 |
-1.0 |
0.0% |
3,051.0 |
| Range |
53.0 |
44.0 |
-9.0 |
-17.0% |
93.0 |
| ATR |
65.7 |
64.2 |
-1.6 |
-2.4% |
0.0 |
| Volume |
870,707 |
904,242 |
33,535 |
3.9% |
4,496,233 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,179.0 |
3,159.0 |
3,075.2 |
|
| R3 |
3,135.0 |
3,115.0 |
3,063.1 |
|
| R2 |
3,091.0 |
3,091.0 |
3,059.1 |
|
| R1 |
3,071.0 |
3,071.0 |
3,055.0 |
3,059.0 |
| PP |
3,047.0 |
3,047.0 |
3,047.0 |
3,041.0 |
| S1 |
3,027.0 |
3,027.0 |
3,047.0 |
3,015.0 |
| S2 |
3,003.0 |
3,003.0 |
3,042.9 |
|
| S3 |
2,959.0 |
2,983.0 |
3,038.9 |
|
| S4 |
2,915.0 |
2,939.0 |
3,026.8 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,339.7 |
3,288.3 |
3,102.2 |
|
| R3 |
3,246.7 |
3,195.3 |
3,076.6 |
|
| R2 |
3,153.7 |
3,153.7 |
3,068.1 |
|
| R1 |
3,102.3 |
3,102.3 |
3,059.5 |
3,081.5 |
| PP |
3,060.7 |
3,060.7 |
3,060.7 |
3,050.3 |
| S1 |
3,009.3 |
3,009.3 |
3,042.5 |
2,988.5 |
| S2 |
2,967.7 |
2,967.7 |
3,034.0 |
|
| S3 |
2,874.7 |
2,916.3 |
3,025.4 |
|
| S4 |
2,781.7 |
2,823.3 |
2,999.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,112.0 |
3,019.0 |
93.0 |
3.0% |
46.8 |
1.5% |
34% |
False |
False |
899,246 |
| 10 |
3,138.0 |
3,018.0 |
120.0 |
3.9% |
56.5 |
1.9% |
28% |
False |
False |
990,879 |
| 20 |
3,138.0 |
2,896.0 |
242.0 |
7.9% |
61.3 |
2.0% |
64% |
False |
False |
1,091,501 |
| 40 |
3,263.0 |
2,771.0 |
492.0 |
16.1% |
67.9 |
2.2% |
57% |
False |
False |
1,284,534 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
57.9 |
1.9% |
54% |
False |
False |
981,548 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
54.6 |
1.8% |
54% |
False |
False |
739,013 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.1% |
50.8 |
1.7% |
54% |
False |
False |
591,365 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.5% |
46.5 |
1.5% |
52% |
False |
False |
492,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,254.0 |
|
2.618 |
3,182.2 |
|
1.618 |
3,138.2 |
|
1.000 |
3,111.0 |
|
0.618 |
3,094.2 |
|
HIGH |
3,067.0 |
|
0.618 |
3,050.2 |
|
0.500 |
3,045.0 |
|
0.382 |
3,039.8 |
|
LOW |
3,023.0 |
|
0.618 |
2,995.8 |
|
1.000 |
2,979.0 |
|
1.618 |
2,951.8 |
|
2.618 |
2,907.8 |
|
4.250 |
2,836.0 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,049.0 |
3,056.5 |
| PP |
3,047.0 |
3,054.7 |
| S1 |
3,045.0 |
3,052.8 |
|