| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,067.25 |
2,068.25 |
1.00 |
0.0% |
2,038.50 |
| High |
2,073.00 |
2,075.25 |
2.25 |
0.1% |
2,072.25 |
| Low |
2,062.75 |
2,065.25 |
2.50 |
0.1% |
2,025.25 |
| Close |
2,067.50 |
2,072.25 |
4.75 |
0.2% |
2,061.75 |
| Range |
10.25 |
10.00 |
-0.25 |
-2.4% |
47.00 |
| ATR |
18.97 |
18.33 |
-0.64 |
-3.4% |
0.00 |
| Volume |
977,855 |
743,541 |
-234,314 |
-24.0% |
6,160,467 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.00 |
2,096.50 |
2,077.75 |
|
| R3 |
2,091.00 |
2,086.50 |
2,075.00 |
|
| R2 |
2,081.00 |
2,081.00 |
2,074.00 |
|
| R1 |
2,076.50 |
2,076.50 |
2,073.25 |
2,078.75 |
| PP |
2,071.00 |
2,071.00 |
2,071.00 |
2,072.00 |
| S1 |
2,066.50 |
2,066.50 |
2,071.25 |
2,068.75 |
| S2 |
2,061.00 |
2,061.00 |
2,070.50 |
|
| S3 |
2,051.00 |
2,056.50 |
2,069.50 |
|
| S4 |
2,041.00 |
2,046.50 |
2,066.75 |
|
|
| 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 |
2,075.25 |
2,035.25 |
40.00 |
1.9% |
13.75 |
0.7% |
93% |
True |
False |
1,055,936 |
| 10 |
2,075.25 |
2,025.25 |
50.00 |
2.4% |
14.00 |
0.7% |
94% |
True |
False |
1,126,463 |
| 20 |
2,075.25 |
1,959.25 |
116.00 |
5.6% |
15.75 |
0.8% |
97% |
True |
False |
1,258,880 |
| 40 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
26.00 |
1.3% |
99% |
True |
False |
1,829,155 |
| 60 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
24.00 |
1.2% |
99% |
True |
False |
1,671,597 |
| 80 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.75 |
1.0% |
99% |
True |
False |
1,255,525 |
| 100 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.00 |
1.0% |
99% |
True |
False |
1,005,098 |
| 120 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
19.50 |
0.9% |
99% |
True |
False |
837,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.75 |
|
2.618 |
2,101.50 |
|
1.618 |
2,091.50 |
|
1.000 |
2,085.25 |
|
0.618 |
2,081.50 |
|
HIGH |
2,075.25 |
|
0.618 |
2,071.50 |
|
0.500 |
2,070.25 |
|
0.382 |
2,069.00 |
|
LOW |
2,065.25 |
|
0.618 |
2,059.00 |
|
1.000 |
2,055.25 |
|
1.618 |
2,049.00 |
|
2.618 |
2,039.00 |
|
4.250 |
2,022.75 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.50 |
2,070.75 |
| PP |
2,071.00 |
2,069.50 |
| S1 |
2,070.25 |
2,068.00 |
|