| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,177.4 |
1,178.8 |
1.4 |
0.1% |
1,170.9 |
| High |
1,181.9 |
1,186.2 |
4.3 |
0.4% |
1,178.6 |
| Low |
1,173.8 |
1,169.1 |
-4.7 |
-0.4% |
1,157.9 |
| Close |
1,178.9 |
1,185.7 |
6.8 |
0.6% |
1,170.1 |
| Range |
8.1 |
17.1 |
9.0 |
111.1% |
20.7 |
| ATR |
18.8 |
18.7 |
-0.1 |
-0.6% |
0.0 |
| Volume |
54,839 |
85,172 |
30,333 |
55.3% |
490,718 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.8 |
1,225.8 |
1,195.0 |
|
| R3 |
1,214.5 |
1,208.8 |
1,190.5 |
|
| R2 |
1,197.5 |
1,197.5 |
1,188.8 |
|
| R1 |
1,191.5 |
1,191.5 |
1,187.3 |
1,194.5 |
| PP |
1,180.3 |
1,180.3 |
1,180.3 |
1,181.8 |
| S1 |
1,174.5 |
1,174.5 |
1,184.3 |
1,177.5 |
| S2 |
1,163.3 |
1,163.3 |
1,182.5 |
|
| S3 |
1,146.3 |
1,157.3 |
1,181.0 |
|
| S4 |
1,129.0 |
1,140.3 |
1,176.3 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,231.0 |
1,221.3 |
1,181.5 |
|
| R3 |
1,210.3 |
1,200.5 |
1,175.8 |
|
| R2 |
1,189.5 |
1,189.5 |
1,174.0 |
|
| R1 |
1,179.8 |
1,179.8 |
1,172.0 |
1,174.3 |
| PP |
1,168.8 |
1,168.8 |
1,168.8 |
1,166.0 |
| S1 |
1,159.3 |
1,159.3 |
1,168.3 |
1,153.8 |
| S2 |
1,148.3 |
1,148.3 |
1,166.3 |
|
| S3 |
1,127.5 |
1,138.5 |
1,164.5 |
|
| S4 |
1,106.8 |
1,117.8 |
1,158.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,186.2 |
1,160.5 |
25.7 |
2.2% |
12.0 |
1.0% |
98% |
True |
False |
78,161 |
| 10 |
1,186.2 |
1,131.6 |
54.6 |
4.6% |
15.0 |
1.3% |
99% |
True |
False |
98,924 |
| 20 |
1,186.2 |
1,046.8 |
139.4 |
11.8% |
20.0 |
1.7% |
100% |
True |
False |
123,777 |
| 40 |
1,186.2 |
1,038.6 |
147.6 |
12.4% |
21.3 |
1.8% |
100% |
True |
False |
152,983 |
| 60 |
1,186.2 |
1,038.6 |
147.6 |
12.4% |
18.5 |
1.6% |
100% |
True |
False |
117,383 |
| 80 |
1,186.2 |
1,038.6 |
147.6 |
12.4% |
17.3 |
1.5% |
100% |
True |
False |
88,048 |
| 100 |
1,205.4 |
1,038.6 |
166.8 |
14.1% |
16.3 |
1.4% |
88% |
False |
False |
70,451 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.1% |
13.8 |
1.2% |
88% |
False |
False |
58,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,259.0 |
|
2.618 |
1,231.0 |
|
1.618 |
1,213.8 |
|
1.000 |
1,203.3 |
|
0.618 |
1,196.8 |
|
HIGH |
1,186.3 |
|
0.618 |
1,179.8 |
|
0.500 |
1,177.8 |
|
0.382 |
1,175.8 |
|
LOW |
1,169.0 |
|
0.618 |
1,158.5 |
|
1.000 |
1,152.0 |
|
1.618 |
1,141.5 |
|
2.618 |
1,124.3 |
|
4.250 |
1,096.5 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,183.0 |
1,183.0 |
| PP |
1,180.3 |
1,180.3 |
| S1 |
1,177.8 |
1,177.3 |
|