| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,039.25 |
2,048.75 |
9.50 |
0.5% |
2,025.75 |
| High |
2,054.00 |
2,050.50 |
-3.50 |
-0.2% |
2,043.75 |
| Low |
2,035.75 |
2,037.75 |
2.00 |
0.1% |
2,021.00 |
| Close |
2,048.50 |
2,047.25 |
-1.25 |
-0.1% |
2,038.00 |
| Range |
18.25 |
12.75 |
-5.50 |
-30.1% |
22.75 |
| ATR |
21.19 |
20.59 |
-0.60 |
-2.8% |
0.00 |
| Volume |
1,146,480 |
1,188,471 |
41,991 |
3.7% |
5,418,663 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,083.50 |
2,078.00 |
2,054.25 |
|
| R3 |
2,070.75 |
2,065.25 |
2,050.75 |
|
| R2 |
2,058.00 |
2,058.00 |
2,049.50 |
|
| R1 |
2,052.50 |
2,052.50 |
2,048.50 |
2,049.00 |
| PP |
2,045.25 |
2,045.25 |
2,045.25 |
2,043.25 |
| S1 |
2,039.75 |
2,039.75 |
2,046.00 |
2,036.00 |
| S2 |
2,032.50 |
2,032.50 |
2,045.00 |
|
| S3 |
2,019.75 |
2,027.00 |
2,043.75 |
|
| S4 |
2,007.00 |
2,014.25 |
2,040.25 |
|
|
| 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 |
2,054.00 |
2,025.25 |
28.75 |
1.4% |
14.25 |
0.7% |
77% |
False |
False |
1,196,991 |
| 10 |
2,054.00 |
2,010.75 |
43.25 |
2.1% |
13.50 |
0.7% |
84% |
False |
False |
1,153,209 |
| 20 |
2,054.00 |
1,922.25 |
131.75 |
6.4% |
19.00 |
0.9% |
95% |
False |
False |
1,421,645 |
| 40 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
27.50 |
1.3% |
97% |
False |
False |
1,952,893 |
| 60 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
23.75 |
1.2% |
97% |
False |
False |
1,584,790 |
| 80 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
22.50 |
1.1% |
97% |
False |
False |
1,189,849 |
| 100 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
21.00 |
1.0% |
97% |
False |
False |
952,384 |
| 120 |
2,054.00 |
1,813.00 |
241.00 |
11.8% |
19.50 |
0.9% |
97% |
False |
False |
793,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.75 |
|
2.618 |
2,084.00 |
|
1.618 |
2,071.25 |
|
1.000 |
2,063.25 |
|
0.618 |
2,058.50 |
|
HIGH |
2,050.50 |
|
0.618 |
2,045.75 |
|
0.500 |
2,044.00 |
|
0.382 |
2,042.50 |
|
LOW |
2,037.75 |
|
0.618 |
2,029.75 |
|
1.000 |
2,025.00 |
|
1.618 |
2,017.00 |
|
2.618 |
2,004.25 |
|
4.250 |
1,983.50 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.25 |
2,044.75 |
| PP |
2,045.25 |
2,042.25 |
| S1 |
2,044.00 |
2,039.50 |
|