| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,048.75 |
2,047.00 |
-1.75 |
-0.1% |
2,025.75 |
| High |
2,050.50 |
2,052.75 |
2.25 |
0.1% |
2,043.75 |
| Low |
2,037.75 |
2,035.25 |
-2.50 |
-0.1% |
2,021.00 |
| Close |
2,047.25 |
2,052.00 |
4.75 |
0.2% |
2,038.00 |
| Range |
12.75 |
17.50 |
4.75 |
37.3% |
22.75 |
| ATR |
20.59 |
20.37 |
-0.22 |
-1.1% |
0.00 |
| Volume |
1,188,471 |
1,130,058 |
-58,413 |
-4.9% |
5,418,663 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.25 |
2,093.00 |
2,061.50 |
|
| R3 |
2,081.75 |
2,075.50 |
2,056.75 |
|
| R2 |
2,064.25 |
2,064.25 |
2,055.25 |
|
| R1 |
2,058.00 |
2,058.00 |
2,053.50 |
2,061.00 |
| PP |
2,046.75 |
2,046.75 |
2,046.75 |
2,048.25 |
| S1 |
2,040.50 |
2,040.50 |
2,050.50 |
2,043.50 |
| S2 |
2,029.25 |
2,029.25 |
2,048.75 |
|
| S3 |
2,011.75 |
2,023.00 |
2,047.25 |
|
| S4 |
1,994.25 |
2,005.50 |
2,042.50 |
|
|
| 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% |
14.25 |
0.7% |
93% |
False |
False |
1,114,707 |
| 10 |
2,054.00 |
2,020.50 |
33.50 |
1.6% |
13.50 |
0.7% |
94% |
False |
False |
1,122,725 |
| 20 |
2,054.00 |
1,931.75 |
122.25 |
6.0% |
18.25 |
0.9% |
98% |
False |
False |
1,377,398 |
| 40 |
2,054.00 |
1,813.00 |
241.00 |
11.7% |
27.00 |
1.3% |
99% |
False |
False |
1,923,172 |
| 60 |
2,054.00 |
1,813.00 |
241.00 |
11.7% |
24.00 |
1.2% |
99% |
False |
False |
1,603,558 |
| 80 |
2,054.00 |
1,813.00 |
241.00 |
11.7% |
22.50 |
1.1% |
99% |
False |
False |
1,203,946 |
| 100 |
2,054.00 |
1,813.00 |
241.00 |
11.7% |
21.00 |
1.0% |
99% |
False |
False |
963,674 |
| 120 |
2,054.00 |
1,813.00 |
241.00 |
11.7% |
19.50 |
1.0% |
99% |
False |
False |
803,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.00 |
|
2.618 |
2,098.50 |
|
1.618 |
2,081.00 |
|
1.000 |
2,070.25 |
|
0.618 |
2,063.50 |
|
HIGH |
2,052.75 |
|
0.618 |
2,046.00 |
|
0.500 |
2,044.00 |
|
0.382 |
2,042.00 |
|
LOW |
2,035.25 |
|
0.618 |
2,024.50 |
|
1.000 |
2,017.75 |
|
1.618 |
2,007.00 |
|
2.618 |
1,989.50 |
|
4.250 |
1,961.00 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.25 |
2,049.50 |
| PP |
2,046.75 |
2,047.00 |
| S1 |
2,044.00 |
2,044.50 |
|