| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,030.0 |
3,081.0 |
51.0 |
1.7% |
3,063.0 |
| High |
3,088.0 |
3,128.0 |
40.0 |
1.3% |
3,112.0 |
| Low |
3,016.0 |
3,077.0 |
61.0 |
2.0% |
3,019.0 |
| Close |
3,077.0 |
3,112.0 |
35.0 |
1.1% |
3,051.0 |
| Range |
72.0 |
51.0 |
-21.0 |
-29.2% |
93.0 |
| ATR |
64.8 |
63.8 |
-1.0 |
-1.5% |
0.0 |
| Volume |
959,824 |
859,119 |
-100,705 |
-10.5% |
4,496,233 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,258.7 |
3,236.3 |
3,140.1 |
|
| R3 |
3,207.7 |
3,185.3 |
3,126.0 |
|
| R2 |
3,156.7 |
3,156.7 |
3,121.4 |
|
| R1 |
3,134.3 |
3,134.3 |
3,116.7 |
3,145.5 |
| PP |
3,105.7 |
3,105.7 |
3,105.7 |
3,111.3 |
| S1 |
3,083.3 |
3,083.3 |
3,107.3 |
3,094.5 |
| S2 |
3,054.7 |
3,054.7 |
3,102.7 |
|
| S3 |
3,003.7 |
3,032.3 |
3,098.0 |
|
| S4 |
2,952.7 |
2,981.3 |
3,084.0 |
|
|
| 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 |
3,128.0 |
3,016.0 |
112.0 |
3.6% |
56.0 |
1.8% |
86% |
True |
False |
931,787 |
| 10 |
3,138.0 |
3,016.0 |
122.0 |
3.9% |
57.2 |
1.8% |
79% |
False |
False |
951,399 |
| 20 |
3,138.0 |
2,954.0 |
184.0 |
5.9% |
58.9 |
1.9% |
86% |
False |
False |
1,041,321 |
| 40 |
3,249.0 |
2,771.0 |
478.0 |
15.4% |
68.7 |
2.2% |
71% |
False |
False |
1,280,187 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
58.5 |
1.9% |
65% |
False |
False |
1,011,804 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
54.9 |
1.8% |
65% |
False |
False |
761,739 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
51.5 |
1.7% |
65% |
False |
False |
609,553 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.2% |
47.3 |
1.5% |
64% |
False |
False |
508,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,344.8 |
|
2.618 |
3,261.5 |
|
1.618 |
3,210.5 |
|
1.000 |
3,179.0 |
|
0.618 |
3,159.5 |
|
HIGH |
3,128.0 |
|
0.618 |
3,108.5 |
|
0.500 |
3,102.5 |
|
0.382 |
3,096.5 |
|
LOW |
3,077.0 |
|
0.618 |
3,045.5 |
|
1.000 |
3,026.0 |
|
1.618 |
2,994.5 |
|
2.618 |
2,943.5 |
|
4.250 |
2,860.3 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,108.8 |
3,098.7 |
| PP |
3,105.7 |
3,085.3 |
| S1 |
3,102.5 |
3,072.0 |
|