| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,033.75 |
2,036.50 |
2.75 |
0.1% |
2,011.25 |
| High |
2,039.00 |
2,037.25 |
-1.75 |
-0.1% |
2,033.50 |
| Low |
2,031.00 |
2,026.75 |
-4.25 |
-0.2% |
1,995.25 |
| Close |
2,036.50 |
2,036.00 |
-0.50 |
0.0% |
2,026.00 |
| Range |
8.00 |
10.50 |
2.50 |
31.3% |
38.25 |
| ATR |
24.44 |
23.44 |
-1.00 |
-4.1% |
0.00 |
| Volume |
779,708 |
1,082,280 |
302,572 |
38.8% |
7,177,975 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,064.75 |
2,061.00 |
2,041.75 |
|
| R3 |
2,054.25 |
2,050.50 |
2,039.00 |
|
| R2 |
2,043.75 |
2,043.75 |
2,038.00 |
|
| R1 |
2,040.00 |
2,040.00 |
2,037.00 |
2,036.50 |
| PP |
2,033.25 |
2,033.25 |
2,033.25 |
2,031.75 |
| S1 |
2,029.50 |
2,029.50 |
2,035.00 |
2,026.00 |
| S2 |
2,022.75 |
2,022.75 |
2,034.00 |
|
| S3 |
2,012.25 |
2,019.00 |
2,033.00 |
|
| S4 |
2,001.75 |
2,008.50 |
2,030.25 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.00 |
2,117.75 |
2,047.00 |
|
| R3 |
2,094.75 |
2,079.50 |
2,036.50 |
|
| R2 |
2,056.50 |
2,056.50 |
2,033.00 |
|
| R1 |
2,041.25 |
2,041.25 |
2,029.50 |
2,049.00 |
| PP |
2,018.25 |
2,018.25 |
2,018.25 |
2,022.00 |
| S1 |
2,003.00 |
2,003.00 |
2,022.50 |
2,010.50 |
| S2 |
1,980.00 |
1,980.00 |
2,019.00 |
|
| S3 |
1,941.75 |
1,964.75 |
2,015.50 |
|
| S4 |
1,903.50 |
1,926.50 |
2,005.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.00 |
2,010.75 |
28.25 |
1.4% |
12.75 |
0.6% |
89% |
False |
False |
1,109,428 |
| 10 |
2,039.00 |
1,959.25 |
79.75 |
3.9% |
17.75 |
0.9% |
96% |
False |
False |
1,391,296 |
| 20 |
2,039.00 |
1,815.25 |
223.75 |
11.0% |
25.75 |
1.3% |
99% |
False |
False |
1,715,503 |
| 40 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
28.25 |
1.4% |
99% |
False |
False |
1,999,530 |
| 60 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
23.50 |
1.2% |
99% |
False |
False |
1,485,449 |
| 80 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
22.25 |
1.1% |
99% |
False |
False |
1,115,194 |
| 100 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
21.00 |
1.0% |
99% |
False |
False |
892,634 |
| 120 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
19.25 |
0.9% |
99% |
False |
False |
743,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,082.00 |
|
2.618 |
2,064.75 |
|
1.618 |
2,054.25 |
|
1.000 |
2,047.75 |
|
0.618 |
2,043.75 |
|
HIGH |
2,037.25 |
|
0.618 |
2,033.25 |
|
0.500 |
2,032.00 |
|
0.382 |
2,030.75 |
|
LOW |
2,026.75 |
|
0.618 |
2,020.25 |
|
1.000 |
2,016.25 |
|
1.618 |
2,009.75 |
|
2.618 |
1,999.25 |
|
4.250 |
1,982.00 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,034.75 |
2,034.00 |
| PP |
2,033.25 |
2,032.00 |
| S1 |
2,032.00 |
2,030.00 |
|