| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,038.50 |
2,039.25 |
0.75 |
0.0% |
2,025.75 |
| High |
2,040.50 |
2,054.00 |
13.50 |
0.7% |
2,043.75 |
| Low |
2,025.25 |
2,035.75 |
10.50 |
0.5% |
2,021.00 |
| Close |
2,039.75 |
2,048.50 |
8.75 |
0.4% |
2,038.00 |
| Range |
15.25 |
18.25 |
3.00 |
19.7% |
22.75 |
| ATR |
21.42 |
21.19 |
-0.23 |
-1.1% |
0.00 |
| Volume |
1,061,143 |
1,146,480 |
85,337 |
8.0% |
5,418,663 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.75 |
2,093.00 |
2,058.50 |
|
| R3 |
2,082.50 |
2,074.75 |
2,053.50 |
|
| R2 |
2,064.25 |
2,064.25 |
2,051.75 |
|
| R1 |
2,056.50 |
2,056.50 |
2,050.25 |
2,060.50 |
| PP |
2,046.00 |
2,046.00 |
2,046.00 |
2,048.00 |
| S1 |
2,038.25 |
2,038.25 |
2,046.75 |
2,042.00 |
| S2 |
2,027.75 |
2,027.75 |
2,045.25 |
|
| S3 |
2,009.50 |
2,020.00 |
2,043.50 |
|
| S4 |
1,991.25 |
2,001.75 |
2,038.50 |
|
|
| 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 |
2,054.00 |
2,025.25 |
28.75 |
1.4% |
13.75 |
0.7% |
81% |
True |
False |
1,175,752 |
| 10 |
2,054.00 |
2,003.75 |
50.25 |
2.5% |
14.00 |
0.7% |
89% |
True |
False |
1,191,840 |
| 20 |
2,054.00 |
1,920.25 |
133.75 |
6.5% |
19.50 |
1.0% |
96% |
True |
False |
1,463,344 |
| 40 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
27.75 |
1.4% |
98% |
True |
False |
1,962,348 |
| 60 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
23.75 |
1.2% |
98% |
True |
False |
1,565,112 |
| 80 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
22.50 |
1.1% |
98% |
True |
False |
1,175,037 |
| 100 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
20.75 |
1.0% |
98% |
True |
False |
940,533 |
| 120 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
19.50 |
0.9% |
98% |
True |
False |
783,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.50 |
|
2.618 |
2,101.75 |
|
1.618 |
2,083.50 |
|
1.000 |
2,072.25 |
|
0.618 |
2,065.25 |
|
HIGH |
2,054.00 |
|
0.618 |
2,047.00 |
|
0.500 |
2,045.00 |
|
0.382 |
2,042.75 |
|
LOW |
2,035.75 |
|
0.618 |
2,024.50 |
|
1.000 |
2,017.50 |
|
1.618 |
2,006.25 |
|
2.618 |
1,988.00 |
|
4.250 |
1,958.25 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.25 |
2,045.50 |
| PP |
2,046.00 |
2,042.50 |
| S1 |
2,045.00 |
2,039.50 |
|