| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,030.0 |
-27.0 |
-0.9% |
3,063.0 |
| High |
3,067.0 |
3,088.0 |
21.0 |
0.7% |
3,112.0 |
| Low |
3,023.0 |
3,016.0 |
-7.0 |
-0.2% |
3,019.0 |
| Close |
3,051.0 |
3,077.0 |
26.0 |
0.9% |
3,051.0 |
| Range |
44.0 |
72.0 |
28.0 |
63.6% |
93.0 |
| ATR |
64.2 |
64.8 |
0.6 |
0.9% |
0.0 |
| Volume |
904,242 |
959,824 |
55,582 |
6.1% |
4,496,233 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,276.3 |
3,248.7 |
3,116.6 |
|
| R3 |
3,204.3 |
3,176.7 |
3,096.8 |
|
| R2 |
3,132.3 |
3,132.3 |
3,090.2 |
|
| R1 |
3,104.7 |
3,104.7 |
3,083.6 |
3,118.5 |
| PP |
3,060.3 |
3,060.3 |
3,060.3 |
3,067.3 |
| S1 |
3,032.7 |
3,032.7 |
3,070.4 |
3,046.5 |
| S2 |
2,988.3 |
2,988.3 |
3,063.8 |
|
| S3 |
2,916.3 |
2,960.7 |
3,057.2 |
|
| S4 |
2,844.3 |
2,888.7 |
3,037.4 |
|
|
| 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 |
3,016.0 |
96.0 |
3.1% |
51.6 |
1.7% |
64% |
False |
True |
959,688 |
| 10 |
3,138.0 |
3,016.0 |
122.0 |
4.0% |
59.3 |
1.9% |
50% |
False |
True |
964,012 |
| 20 |
3,138.0 |
2,896.0 |
242.0 |
7.9% |
61.7 |
2.0% |
75% |
False |
False |
1,067,587 |
| 40 |
3,249.0 |
2,771.0 |
478.0 |
15.5% |
68.9 |
2.2% |
64% |
False |
False |
1,280,874 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
58.4 |
1.9% |
59% |
False |
False |
997,504 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
54.8 |
1.8% |
59% |
False |
False |
751,007 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
51.3 |
1.7% |
59% |
False |
False |
600,962 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.4% |
47.0 |
1.5% |
57% |
False |
False |
500,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,394.0 |
|
2.618 |
3,276.5 |
|
1.618 |
3,204.5 |
|
1.000 |
3,160.0 |
|
0.618 |
3,132.5 |
|
HIGH |
3,088.0 |
|
0.618 |
3,060.5 |
|
0.500 |
3,052.0 |
|
0.382 |
3,043.5 |
|
LOW |
3,016.0 |
|
0.618 |
2,971.5 |
|
1.000 |
2,944.0 |
|
1.618 |
2,899.5 |
|
2.618 |
2,827.5 |
|
4.250 |
2,710.0 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,068.7 |
3,068.7 |
| PP |
3,060.3 |
3,060.3 |
| S1 |
3,052.0 |
3,052.0 |
|