| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,068.25 |
2,074.00 |
5.75 |
0.3% |
2,062.25 |
| High |
2,075.25 |
2,074.75 |
-0.50 |
0.0% |
2,075.25 |
| Low |
2,065.25 |
2,063.50 |
-1.75 |
-0.1% |
2,060.75 |
| Close |
2,072.25 |
2,066.25 |
-6.00 |
-0.3% |
2,066.25 |
| Range |
10.00 |
11.25 |
1.25 |
12.5% |
14.50 |
| ATR |
18.33 |
17.83 |
-0.51 |
-2.8% |
0.00 |
| Volume |
743,541 |
783,116 |
39,575 |
5.3% |
3,298,427 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,102.00 |
2,095.25 |
2,072.50 |
|
| R3 |
2,090.75 |
2,084.00 |
2,069.25 |
|
| R2 |
2,079.50 |
2,079.50 |
2,068.25 |
|
| R1 |
2,072.75 |
2,072.75 |
2,067.25 |
2,070.50 |
| PP |
2,068.25 |
2,068.25 |
2,068.25 |
2,067.00 |
| S1 |
2,061.50 |
2,061.50 |
2,065.25 |
2,059.25 |
| S2 |
2,057.00 |
2,057.00 |
2,064.25 |
|
| S3 |
2,045.75 |
2,050.25 |
2,063.25 |
|
| S4 |
2,034.50 |
2,039.00 |
2,060.00 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.00 |
2,103.00 |
2,074.25 |
|
| R3 |
2,096.50 |
2,088.50 |
2,070.25 |
|
| R2 |
2,082.00 |
2,082.00 |
2,069.00 |
|
| R1 |
2,074.00 |
2,074.00 |
2,067.50 |
2,078.00 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,069.50 |
| S1 |
2,059.50 |
2,059.50 |
2,065.00 |
2,063.50 |
| S2 |
2,053.00 |
2,053.00 |
2,063.50 |
|
| S3 |
2,038.50 |
2,045.00 |
2,062.25 |
|
| S4 |
2,024.00 |
2,030.50 |
2,058.25 |
|
|
| 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 |
2,049.75 |
25.50 |
1.2% |
12.50 |
0.6% |
65% |
False |
False |
986,548 |
| 10 |
2,075.25 |
2,025.25 |
50.00 |
2.4% |
13.50 |
0.6% |
82% |
False |
False |
1,050,627 |
| 20 |
2,075.25 |
1,986.75 |
88.50 |
4.3% |
14.50 |
0.7% |
90% |
False |
False |
1,198,996 |
| 40 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
25.50 |
1.2% |
97% |
False |
False |
1,780,694 |
| 60 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
23.75 |
1.2% |
97% |
False |
False |
1,683,894 |
| 80 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.75 |
1.0% |
97% |
False |
False |
1,265,261 |
| 100 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.00 |
1.0% |
97% |
False |
False |
1,012,906 |
| 120 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
19.50 |
0.9% |
97% |
False |
False |
844,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,122.50 |
|
2.618 |
2,104.25 |
|
1.618 |
2,093.00 |
|
1.000 |
2,086.00 |
|
0.618 |
2,081.75 |
|
HIGH |
2,074.75 |
|
0.618 |
2,070.50 |
|
0.500 |
2,069.00 |
|
0.382 |
2,067.75 |
|
LOW |
2,063.50 |
|
0.618 |
2,056.50 |
|
1.000 |
2,052.25 |
|
1.618 |
2,045.25 |
|
2.618 |
2,034.00 |
|
4.250 |
2,015.75 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.00 |
2,069.00 |
| PP |
2,068.25 |
2,068.00 |
| S1 |
2,067.25 |
2,067.25 |
|