| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,034.75 |
2,033.00 |
-1.75 |
-0.1% |
2,025.75 |
| High |
2,043.75 |
2,039.75 |
-4.00 |
-0.2% |
2,043.75 |
| Low |
2,026.75 |
2,032.00 |
5.25 |
0.3% |
2,021.00 |
| Close |
2,034.00 |
2,038.00 |
4.00 |
0.2% |
2,038.00 |
| Range |
17.00 |
7.75 |
-9.25 |
-54.4% |
22.75 |
| ATR |
22.98 |
21.89 |
-1.09 |
-4.7% |
0.00 |
| Volume |
1,541,477 |
1,047,384 |
-494,093 |
-32.1% |
5,418,663 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.75 |
2,056.75 |
2,042.25 |
|
| R3 |
2,052.00 |
2,049.00 |
2,040.25 |
|
| R2 |
2,044.25 |
2,044.25 |
2,039.50 |
|
| R1 |
2,041.25 |
2,041.25 |
2,038.75 |
2,042.75 |
| PP |
2,036.50 |
2,036.50 |
2,036.50 |
2,037.50 |
| S1 |
2,033.50 |
2,033.50 |
2,037.25 |
2,035.00 |
| S2 |
2,028.75 |
2,028.75 |
2,036.50 |
|
| S3 |
2,021.00 |
2,025.75 |
2,035.75 |
|
| S4 |
2,013.25 |
2,018.00 |
2,033.75 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.50 |
2,093.00 |
2,050.50 |
|
| R3 |
2,079.75 |
2,070.25 |
2,044.25 |
|
| R2 |
2,057.00 |
2,057.00 |
2,042.25 |
|
| R1 |
2,047.50 |
2,047.50 |
2,040.00 |
2,052.25 |
| PP |
2,034.25 |
2,034.25 |
2,034.25 |
2,036.50 |
| S1 |
2,024.75 |
2,024.75 |
2,036.00 |
2,029.50 |
| S2 |
2,011.50 |
2,011.50 |
2,033.75 |
|
| S3 |
1,988.75 |
2,002.00 |
2,031.75 |
|
| S4 |
1,966.00 |
1,979.25 |
2,025.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,043.75 |
2,021.00 |
22.75 |
1.1% |
11.50 |
0.6% |
75% |
False |
False |
1,083,732 |
| 10 |
2,043.75 |
1,995.25 |
48.50 |
2.4% |
13.50 |
0.7% |
88% |
False |
False |
1,259,663 |
| 20 |
2,043.75 |
1,872.25 |
171.50 |
8.4% |
22.00 |
1.1% |
97% |
False |
False |
1,547,575 |
| 40 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
28.00 |
1.4% |
98% |
False |
False |
1,987,416 |
| 60 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
23.50 |
1.2% |
98% |
False |
False |
1,528,424 |
| 80 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
22.50 |
1.1% |
98% |
False |
False |
1,147,501 |
| 100 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
20.75 |
1.0% |
98% |
False |
False |
918,485 |
| 120 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
19.25 |
0.9% |
98% |
False |
False |
765,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,072.75 |
|
2.618 |
2,060.00 |
|
1.618 |
2,052.25 |
|
1.000 |
2,047.50 |
|
0.618 |
2,044.50 |
|
HIGH |
2,039.75 |
|
0.618 |
2,036.75 |
|
0.500 |
2,036.00 |
|
0.382 |
2,035.00 |
|
LOW |
2,032.00 |
|
0.618 |
2,027.25 |
|
1.000 |
2,024.25 |
|
1.618 |
2,019.50 |
|
2.618 |
2,011.75 |
|
4.250 |
1,999.00 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.25 |
2,037.00 |
| PP |
2,036.50 |
2,036.25 |
| S1 |
2,036.00 |
2,035.25 |
|