| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,301.0 |
9,360.0 |
59.0 |
0.6% |
9,309.0 |
| High |
9,352.5 |
9,400.0 |
47.5 |
0.5% |
9,469.0 |
| Low |
9,221.0 |
9,322.0 |
101.0 |
1.1% |
9,147.5 |
| Close |
9,341.5 |
9,365.5 |
24.0 |
0.3% |
9,292.0 |
| Range |
131.5 |
78.0 |
-53.5 |
-40.7% |
321.5 |
| ATR |
190.1 |
182.1 |
-8.0 |
-4.2% |
0.0 |
| Volume |
79,308 |
127,947 |
48,639 |
61.3% |
613,554 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,596.5 |
9,559.0 |
9,408.4 |
|
| R3 |
9,518.5 |
9,481.0 |
9,387.0 |
|
| R2 |
9,440.5 |
9,440.5 |
9,379.8 |
|
| R1 |
9,403.0 |
9,403.0 |
9,372.7 |
9,421.8 |
| PP |
9,362.5 |
9,362.5 |
9,362.5 |
9,371.9 |
| S1 |
9,325.0 |
9,325.0 |
9,358.4 |
9,343.8 |
| S2 |
9,284.5 |
9,284.5 |
9,351.2 |
|
| S3 |
9,206.5 |
9,247.0 |
9,344.1 |
|
| S4 |
9,128.5 |
9,169.0 |
9,322.6 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,267.3 |
10,101.2 |
9,468.8 |
|
| R3 |
9,945.8 |
9,779.7 |
9,380.4 |
|
| R2 |
9,624.3 |
9,624.3 |
9,350.9 |
|
| R1 |
9,458.2 |
9,458.2 |
9,321.5 |
9,380.5 |
| PP |
9,302.8 |
9,302.8 |
9,302.8 |
9,264.0 |
| S1 |
9,136.7 |
9,136.7 |
9,262.5 |
9,059.0 |
| S2 |
8,981.3 |
8,981.3 |
9,233.1 |
|
| S3 |
8,659.8 |
8,815.2 |
9,203.6 |
|
| S4 |
8,338.3 |
8,493.7 |
9,115.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,469.0 |
9,221.0 |
248.0 |
2.6% |
145.8 |
1.6% |
58% |
False |
False |
115,164 |
| 10 |
9,469.0 |
8,898.0 |
571.0 |
6.1% |
153.1 |
1.6% |
82% |
False |
False |
123,367 |
| 20 |
9,469.0 |
8,350.0 |
1,119.0 |
11.9% |
196.4 |
2.1% |
91% |
False |
False |
133,781 |
| 40 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
177.9 |
1.9% |
66% |
False |
False |
134,313 |
| 60 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
154.6 |
1.7% |
66% |
False |
False |
92,172 |
| 80 |
9,896.0 |
8,350.0 |
1,546.0 |
16.5% |
152.7 |
1.6% |
66% |
False |
False |
69,220 |
| 100 |
10,051.0 |
8,350.0 |
1,701.0 |
18.2% |
142.0 |
1.5% |
60% |
False |
False |
55,423 |
| 120 |
10,057.5 |
8,350.0 |
1,707.5 |
18.2% |
127.0 |
1.4% |
59% |
False |
False |
46,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,731.5 |
|
2.618 |
9,604.2 |
|
1.618 |
9,526.2 |
|
1.000 |
9,478.0 |
|
0.618 |
9,448.2 |
|
HIGH |
9,400.0 |
|
0.618 |
9,370.2 |
|
0.500 |
9,361.0 |
|
0.382 |
9,351.8 |
|
LOW |
9,322.0 |
|
0.618 |
9,273.8 |
|
1.000 |
9,244.0 |
|
1.618 |
9,195.8 |
|
2.618 |
9,117.8 |
|
4.250 |
8,990.5 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,364.0 |
9,355.3 |
| PP |
9,362.5 |
9,345.2 |
| S1 |
9,361.0 |
9,335.0 |
|