| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,062.25 |
2,067.25 |
5.00 |
0.2% |
2,038.50 |
| High |
2,069.00 |
2,073.00 |
4.00 |
0.2% |
2,072.25 |
| Low |
2,060.75 |
2,062.75 |
2.00 |
0.1% |
2,025.25 |
| Close |
2,067.50 |
2,067.50 |
0.00 |
0.0% |
2,061.75 |
| Range |
8.25 |
10.25 |
2.00 |
24.2% |
47.00 |
| ATR |
19.65 |
18.97 |
-0.67 |
-3.4% |
0.00 |
| Volume |
793,915 |
977,855 |
183,940 |
23.2% |
6,160,467 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.50 |
2,093.25 |
2,073.25 |
|
| R3 |
2,088.25 |
2,083.00 |
2,070.25 |
|
| R2 |
2,078.00 |
2,078.00 |
2,069.50 |
|
| R1 |
2,072.75 |
2,072.75 |
2,068.50 |
2,075.50 |
| PP |
2,067.75 |
2,067.75 |
2,067.75 |
2,069.00 |
| S1 |
2,062.50 |
2,062.50 |
2,066.50 |
2,065.00 |
| S2 |
2,057.50 |
2,057.50 |
2,065.50 |
|
| S3 |
2,047.25 |
2,052.25 |
2,064.75 |
|
| S4 |
2,037.00 |
2,042.00 |
2,061.75 |
|
|
| 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 |
2,073.00 |
2,035.25 |
37.75 |
1.8% |
14.25 |
0.7% |
85% |
True |
False |
1,144,922 |
| 10 |
2,073.00 |
2,025.25 |
47.75 |
2.3% |
14.00 |
0.7% |
88% |
True |
False |
1,160,337 |
| 20 |
2,073.00 |
1,959.25 |
113.75 |
5.5% |
16.50 |
0.8% |
95% |
True |
False |
1,316,486 |
| 40 |
2,073.00 |
1,813.00 |
260.00 |
12.6% |
26.50 |
1.3% |
98% |
True |
False |
1,871,841 |
| 60 |
2,073.00 |
1,813.00 |
260.00 |
12.6% |
24.00 |
1.2% |
98% |
True |
False |
1,659,667 |
| 80 |
2,073.00 |
1,813.00 |
260.00 |
12.6% |
22.00 |
1.1% |
98% |
True |
False |
1,246,266 |
| 100 |
2,073.00 |
1,813.00 |
260.00 |
12.6% |
21.00 |
1.0% |
98% |
True |
False |
997,689 |
| 120 |
2,073.00 |
1,813.00 |
260.00 |
12.6% |
19.50 |
0.9% |
98% |
True |
False |
831,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,116.50 |
|
2.618 |
2,099.75 |
|
1.618 |
2,089.50 |
|
1.000 |
2,083.25 |
|
0.618 |
2,079.25 |
|
HIGH |
2,073.00 |
|
0.618 |
2,069.00 |
|
0.500 |
2,068.00 |
|
0.382 |
2,066.75 |
|
LOW |
2,062.75 |
|
0.618 |
2,056.50 |
|
1.000 |
2,052.50 |
|
1.618 |
2,046.25 |
|
2.618 |
2,036.00 |
|
4.250 |
2,019.25 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.00 |
2,065.50 |
| PP |
2,067.75 |
2,063.50 |
| S1 |
2,067.50 |
2,061.50 |
|