| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,081.0 |
3,115.0 |
34.0 |
1.1% |
3,063.0 |
| High |
3,128.0 |
3,137.0 |
9.0 |
0.3% |
3,112.0 |
| Low |
3,077.0 |
3,105.0 |
28.0 |
0.9% |
3,019.0 |
| Close |
3,112.0 |
3,116.0 |
4.0 |
0.1% |
3,051.0 |
| Range |
51.0 |
32.0 |
-19.0 |
-37.3% |
93.0 |
| ATR |
63.8 |
61.5 |
-2.3 |
-3.6% |
0.0 |
| Volume |
859,119 |
968,294 |
109,175 |
12.7% |
4,496,233 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,215.3 |
3,197.7 |
3,133.6 |
|
| R3 |
3,183.3 |
3,165.7 |
3,124.8 |
|
| R2 |
3,151.3 |
3,151.3 |
3,121.9 |
|
| R1 |
3,133.7 |
3,133.7 |
3,118.9 |
3,142.5 |
| PP |
3,119.3 |
3,119.3 |
3,119.3 |
3,123.8 |
| S1 |
3,101.7 |
3,101.7 |
3,113.1 |
3,110.5 |
| S2 |
3,087.3 |
3,087.3 |
3,110.1 |
|
| S3 |
3,055.3 |
3,069.7 |
3,107.2 |
|
| S4 |
3,023.3 |
3,037.7 |
3,098.4 |
|
|
| 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 |
3,137.0 |
3,016.0 |
121.0 |
3.9% |
50.4 |
1.6% |
83% |
True |
False |
912,437 |
| 10 |
3,138.0 |
3,016.0 |
122.0 |
3.9% |
55.4 |
1.8% |
82% |
False |
False |
949,704 |
| 20 |
3,138.0 |
2,954.0 |
184.0 |
5.9% |
58.3 |
1.9% |
88% |
False |
False |
1,022,182 |
| 40 |
3,249.0 |
2,771.0 |
478.0 |
15.3% |
67.9 |
2.2% |
72% |
False |
False |
1,275,443 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
58.3 |
1.9% |
66% |
False |
False |
1,027,049 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
54.8 |
1.8% |
66% |
False |
False |
773,837 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
51.6 |
1.7% |
66% |
False |
False |
619,232 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.2% |
47.5 |
1.5% |
64% |
False |
False |
516,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,273.0 |
|
2.618 |
3,220.8 |
|
1.618 |
3,188.8 |
|
1.000 |
3,169.0 |
|
0.618 |
3,156.8 |
|
HIGH |
3,137.0 |
|
0.618 |
3,124.8 |
|
0.500 |
3,121.0 |
|
0.382 |
3,117.2 |
|
LOW |
3,105.0 |
|
0.618 |
3,085.2 |
|
1.000 |
3,073.0 |
|
1.618 |
3,053.2 |
|
2.618 |
3,021.2 |
|
4.250 |
2,969.0 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,121.0 |
3,102.8 |
| PP |
3,119.3 |
3,089.7 |
| S1 |
3,117.7 |
3,076.5 |
|