| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,115.0 |
3,115.0 |
0.0 |
0.0% |
3,063.0 |
| High |
3,137.0 |
3,120.0 |
-17.0 |
-0.5% |
3,112.0 |
| Low |
3,105.0 |
3,069.0 |
-36.0 |
-1.2% |
3,019.0 |
| Close |
3,116.0 |
3,098.0 |
-18.0 |
-0.6% |
3,051.0 |
| Range |
32.0 |
51.0 |
19.0 |
59.4% |
93.0 |
| ATR |
61.5 |
60.8 |
-0.8 |
-1.2% |
0.0 |
| Volume |
968,294 |
1,734,572 |
766,278 |
79.1% |
4,496,233 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,224.3 |
3,126.1 |
|
| R3 |
3,197.7 |
3,173.3 |
3,112.0 |
|
| R2 |
3,146.7 |
3,146.7 |
3,107.4 |
|
| R1 |
3,122.3 |
3,122.3 |
3,102.7 |
3,109.0 |
| PP |
3,095.7 |
3,095.7 |
3,095.7 |
3,089.0 |
| S1 |
3,071.3 |
3,071.3 |
3,093.3 |
3,058.0 |
| S2 |
3,044.7 |
3,044.7 |
3,088.7 |
|
| S3 |
2,993.7 |
3,020.3 |
3,084.0 |
|
| S4 |
2,942.7 |
2,969.3 |
3,070.0 |
|
|
| 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 |
3,137.0 |
3,016.0 |
121.0 |
3.9% |
50.0 |
1.6% |
68% |
False |
False |
1,085,210 |
| 10 |
3,137.0 |
3,016.0 |
121.0 |
3.9% |
52.5 |
1.7% |
68% |
False |
False |
973,924 |
| 20 |
3,138.0 |
2,954.0 |
184.0 |
5.9% |
56.8 |
1.8% |
78% |
False |
False |
1,061,364 |
| 40 |
3,231.0 |
2,771.0 |
460.0 |
14.8% |
67.5 |
2.2% |
71% |
False |
False |
1,295,925 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
58.8 |
1.9% |
63% |
False |
False |
1,055,477 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
54.9 |
1.8% |
63% |
False |
False |
795,489 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
16.8% |
51.9 |
1.7% |
63% |
False |
False |
636,577 |
| 120 |
3,306.0 |
2,771.0 |
535.0 |
17.3% |
47.7 |
1.5% |
61% |
False |
False |
530,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,336.8 |
|
2.618 |
3,253.5 |
|
1.618 |
3,202.5 |
|
1.000 |
3,171.0 |
|
0.618 |
3,151.5 |
|
HIGH |
3,120.0 |
|
0.618 |
3,100.5 |
|
0.500 |
3,094.5 |
|
0.382 |
3,088.5 |
|
LOW |
3,069.0 |
|
0.618 |
3,037.5 |
|
1.000 |
3,018.0 |
|
1.618 |
2,986.5 |
|
2.618 |
2,935.5 |
|
4.250 |
2,852.3 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,096.8 |
3,103.0 |
| PP |
3,095.7 |
3,101.3 |
| S1 |
3,094.5 |
3,099.7 |
|