| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,033.00 |
2,038.50 |
5.50 |
0.3% |
2,025.75 |
| High |
2,039.75 |
2,040.50 |
0.75 |
0.0% |
2,043.75 |
| Low |
2,032.00 |
2,025.25 |
-6.75 |
-0.3% |
2,021.00 |
| Close |
2,038.00 |
2,039.75 |
1.75 |
0.1% |
2,038.00 |
| Range |
7.75 |
15.25 |
7.50 |
96.8% |
22.75 |
| ATR |
21.89 |
21.42 |
-0.47 |
-2.2% |
0.00 |
| Volume |
1,047,384 |
1,061,143 |
13,759 |
1.3% |
5,418,663 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,081.00 |
2,075.50 |
2,048.25 |
|
| R3 |
2,065.75 |
2,060.25 |
2,044.00 |
|
| R2 |
2,050.50 |
2,050.50 |
2,042.50 |
|
| R1 |
2,045.00 |
2,045.00 |
2,041.25 |
2,047.75 |
| PP |
2,035.25 |
2,035.25 |
2,035.25 |
2,036.50 |
| S1 |
2,029.75 |
2,029.75 |
2,038.25 |
2,032.50 |
| S2 |
2,020.00 |
2,020.00 |
2,037.00 |
|
| S3 |
2,004.75 |
2,014.50 |
2,035.50 |
|
| S4 |
1,989.50 |
1,999.25 |
2,031.25 |
|
|
| 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 |
2,025.25 |
18.50 |
0.9% |
11.75 |
0.6% |
78% |
False |
True |
1,102,398 |
| 10 |
2,043.75 |
1,995.25 |
48.50 |
2.4% |
14.00 |
0.7% |
92% |
False |
False |
1,229,625 |
| 20 |
2,043.75 |
1,885.75 |
158.00 |
7.7% |
21.25 |
1.0% |
97% |
False |
False |
1,517,976 |
| 40 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
27.75 |
1.4% |
98% |
False |
False |
1,974,470 |
| 60 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
23.75 |
1.2% |
98% |
False |
False |
1,546,064 |
| 80 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
22.50 |
1.1% |
98% |
False |
False |
1,160,730 |
| 100 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
20.75 |
1.0% |
98% |
False |
False |
929,080 |
| 120 |
2,043.75 |
1,813.00 |
230.75 |
11.3% |
19.25 |
0.9% |
98% |
False |
False |
774,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.25 |
|
2.618 |
2,080.50 |
|
1.618 |
2,065.25 |
|
1.000 |
2,055.75 |
|
0.618 |
2,050.00 |
|
HIGH |
2,040.50 |
|
0.618 |
2,034.75 |
|
0.500 |
2,033.00 |
|
0.382 |
2,031.00 |
|
LOW |
2,025.25 |
|
0.618 |
2,015.75 |
|
1.000 |
2,010.00 |
|
1.618 |
2,000.50 |
|
2.618 |
1,985.25 |
|
4.250 |
1,960.50 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,037.50 |
2,038.00 |
| PP |
2,035.25 |
2,036.25 |
| S1 |
2,033.00 |
2,034.50 |
|