| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,047.00 |
2,052.25 |
5.25 |
0.3% |
2,038.50 |
| High |
2,052.75 |
2,072.25 |
19.50 |
0.9% |
2,072.25 |
| Low |
2,035.25 |
2,049.75 |
14.50 |
0.7% |
2,025.25 |
| Close |
2,052.00 |
2,061.75 |
9.75 |
0.5% |
2,061.75 |
| Range |
17.50 |
22.50 |
5.00 |
28.6% |
47.00 |
| ATR |
20.37 |
20.52 |
0.15 |
0.7% |
0.00 |
| Volume |
1,130,058 |
1,634,315 |
504,257 |
44.6% |
6,160,467 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.75 |
2,117.75 |
2,074.00 |
|
| R3 |
2,106.25 |
2,095.25 |
2,068.00 |
|
| R2 |
2,083.75 |
2,083.75 |
2,066.00 |
|
| R1 |
2,072.75 |
2,072.75 |
2,063.75 |
2,078.25 |
| PP |
2,061.25 |
2,061.25 |
2,061.25 |
2,064.00 |
| S1 |
2,050.25 |
2,050.25 |
2,059.75 |
2,055.75 |
| S2 |
2,038.75 |
2,038.75 |
2,057.50 |
|
| S3 |
2,016.25 |
2,027.75 |
2,055.50 |
|
| S4 |
1,993.75 |
2,005.25 |
2,049.50 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.00 |
2,175.00 |
2,087.50 |
|
| R3 |
2,147.00 |
2,128.00 |
2,074.75 |
|
| R2 |
2,100.00 |
2,100.00 |
2,070.25 |
|
| R1 |
2,081.00 |
2,081.00 |
2,066.00 |
2,090.50 |
| PP |
2,053.00 |
2,053.00 |
2,053.00 |
2,058.00 |
| S1 |
2,034.00 |
2,034.00 |
2,057.50 |
2,043.50 |
| S2 |
2,006.00 |
2,006.00 |
2,053.25 |
|
| S3 |
1,959.00 |
1,987.00 |
2,048.75 |
|
| S4 |
1,912.00 |
1,940.00 |
2,036.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,072.25 |
2,025.25 |
47.00 |
2.3% |
17.25 |
0.8% |
78% |
True |
False |
1,232,093 |
| 10 |
2,072.25 |
2,021.00 |
51.25 |
2.5% |
14.25 |
0.7% |
80% |
True |
False |
1,157,913 |
| 20 |
2,072.25 |
1,944.50 |
127.75 |
6.2% |
17.75 |
0.9% |
92% |
True |
False |
1,379,051 |
| 40 |
2,072.25 |
1,813.00 |
259.25 |
12.6% |
27.00 |
1.3% |
96% |
True |
False |
1,922,007 |
| 60 |
2,072.25 |
1,813.00 |
259.25 |
12.6% |
24.25 |
1.2% |
96% |
True |
False |
1,630,579 |
| 80 |
2,072.25 |
1,813.00 |
259.25 |
12.6% |
22.25 |
1.1% |
96% |
True |
False |
1,224,320 |
| 100 |
2,072.25 |
1,813.00 |
259.25 |
12.6% |
21.00 |
1.0% |
96% |
True |
False |
980,003 |
| 120 |
2,072.25 |
1,813.00 |
259.25 |
12.6% |
19.75 |
1.0% |
96% |
True |
False |
816,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.00 |
|
2.618 |
2,131.25 |
|
1.618 |
2,108.75 |
|
1.000 |
2,094.75 |
|
0.618 |
2,086.25 |
|
HIGH |
2,072.25 |
|
0.618 |
2,063.75 |
|
0.500 |
2,061.00 |
|
0.382 |
2,058.25 |
|
LOW |
2,049.75 |
|
0.618 |
2,035.75 |
|
1.000 |
2,027.25 |
|
1.618 |
2,013.25 |
|
2.618 |
1,990.75 |
|
4.250 |
1,954.00 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,061.50 |
2,059.00 |
| PP |
2,061.25 |
2,056.50 |
| S1 |
2,061.00 |
2,053.75 |
|