| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,562.0 |
6,599.5 |
37.5 |
0.6% |
6,520.0 |
| High |
6,606.5 |
6,621.0 |
14.5 |
0.2% |
6,596.5 |
| Low |
6,548.0 |
6,592.0 |
44.0 |
0.7% |
6,422.0 |
| Close |
6,595.5 |
6,609.0 |
13.5 |
0.2% |
6,557.0 |
| Range |
58.5 |
29.0 |
-29.5 |
-50.4% |
174.5 |
| ATR |
94.8 |
90.1 |
-4.7 |
-5.0% |
0.0 |
| Volume |
70,566 |
53,880 |
-16,686 |
-23.6% |
472,266 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,694.5 |
6,680.5 |
6,625.0 |
|
| R3 |
6,665.5 |
6,651.5 |
6,617.0 |
|
| R2 |
6,636.5 |
6,636.5 |
6,614.5 |
|
| R1 |
6,622.5 |
6,622.5 |
6,611.5 |
6,629.5 |
| PP |
6,607.5 |
6,607.5 |
6,607.5 |
6,611.0 |
| S1 |
6,593.5 |
6,593.5 |
6,606.5 |
6,600.5 |
| S2 |
6,578.5 |
6,578.5 |
6,603.5 |
|
| S3 |
6,549.5 |
6,564.5 |
6,601.0 |
|
| S4 |
6,520.5 |
6,535.5 |
6,593.0 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,048.5 |
6,977.5 |
6,653.0 |
|
| R3 |
6,874.0 |
6,803.0 |
6,605.0 |
|
| R2 |
6,699.5 |
6,699.5 |
6,589.0 |
|
| R1 |
6,628.5 |
6,628.5 |
6,573.0 |
6,664.0 |
| PP |
6,525.0 |
6,525.0 |
6,525.0 |
6,543.0 |
| S1 |
6,454.0 |
6,454.0 |
6,541.0 |
6,489.5 |
| S2 |
6,350.5 |
6,350.5 |
6,525.0 |
|
| S3 |
6,176.0 |
6,279.5 |
6,509.0 |
|
| S4 |
6,001.5 |
6,105.0 |
6,461.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,621.0 |
6,451.0 |
170.0 |
2.6% |
59.0 |
0.9% |
93% |
True |
False |
82,559 |
| 10 |
6,621.0 |
6,355.5 |
265.5 |
4.0% |
71.5 |
1.1% |
95% |
True |
False |
94,447 |
| 20 |
6,621.0 |
6,042.5 |
578.5 |
8.8% |
101.5 |
1.5% |
98% |
True |
False |
115,420 |
| 40 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
98.5 |
1.5% |
68% |
False |
False |
122,361 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
80.5 |
1.2% |
68% |
False |
False |
93,602 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
68.0 |
1.0% |
68% |
False |
False |
70,212 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
56.5 |
0.9% |
68% |
False |
False |
56,172 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.6% |
48.0 |
0.7% |
68% |
False |
False |
46,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,744.0 |
|
2.618 |
6,697.0 |
|
1.618 |
6,668.0 |
|
1.000 |
6,650.0 |
|
0.618 |
6,639.0 |
|
HIGH |
6,621.0 |
|
0.618 |
6,610.0 |
|
0.500 |
6,606.5 |
|
0.382 |
6,603.0 |
|
LOW |
6,592.0 |
|
0.618 |
6,574.0 |
|
1.000 |
6,563.0 |
|
1.618 |
6,545.0 |
|
2.618 |
6,516.0 |
|
4.250 |
6,469.0 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,608.0 |
6,599.5 |
| PP |
6,607.5 |
6,589.5 |
| S1 |
6,606.5 |
6,580.0 |
|