| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,604.0 |
6,642.0 |
38.0 |
0.6% |
6,562.0 |
| High |
6,644.0 |
6,653.0 |
9.0 |
0.1% |
6,653.0 |
| Low |
6,591.0 |
6,600.0 |
9.0 |
0.1% |
6,548.0 |
| Close |
6,635.5 |
6,642.0 |
6.5 |
0.1% |
6,642.0 |
| Range |
53.0 |
53.0 |
0.0 |
0.0% |
105.0 |
| ATR |
84.3 |
82.1 |
-2.2 |
-2.7% |
0.0 |
| Volume |
92,790 |
75,058 |
-17,732 |
-19.1% |
368,637 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,790.5 |
6,769.5 |
6,671.0 |
|
| R3 |
6,737.5 |
6,716.5 |
6,656.5 |
|
| R2 |
6,684.5 |
6,684.5 |
6,651.5 |
|
| R1 |
6,663.5 |
6,663.5 |
6,647.0 |
6,668.5 |
| PP |
6,631.5 |
6,631.5 |
6,631.5 |
6,634.0 |
| S1 |
6,610.5 |
6,610.5 |
6,637.0 |
6,615.5 |
| S2 |
6,578.5 |
6,578.5 |
6,632.5 |
|
| S3 |
6,525.5 |
6,557.5 |
6,627.5 |
|
| S4 |
6,472.5 |
6,504.5 |
6,613.0 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,929.5 |
6,890.5 |
6,700.0 |
|
| R3 |
6,824.5 |
6,785.5 |
6,671.0 |
|
| R2 |
6,719.5 |
6,719.5 |
6,661.0 |
|
| R1 |
6,680.5 |
6,680.5 |
6,651.5 |
6,700.0 |
| PP |
6,614.5 |
6,614.5 |
6,614.5 |
6,624.0 |
| S1 |
6,575.5 |
6,575.5 |
6,632.5 |
6,595.0 |
| S2 |
6,509.5 |
6,509.5 |
6,623.0 |
|
| S3 |
6,404.5 |
6,470.5 |
6,613.0 |
|
| S4 |
6,299.5 |
6,365.5 |
6,584.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,653.0 |
6,548.0 |
105.0 |
1.6% |
47.0 |
0.7% |
90% |
True |
False |
73,727 |
| 10 |
6,653.0 |
6,422.0 |
231.0 |
3.5% |
60.5 |
0.9% |
95% |
True |
False |
84,090 |
| 20 |
6,653.0 |
6,198.5 |
454.5 |
6.8% |
78.5 |
1.2% |
98% |
True |
False |
97,558 |
| 40 |
6,820.0 |
6,042.5 |
777.5 |
11.7% |
97.5 |
1.5% |
77% |
False |
False |
120,621 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
81.5 |
1.2% |
72% |
False |
False |
97,656 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
68.5 |
1.0% |
72% |
False |
False |
73,257 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
58.0 |
0.9% |
72% |
False |
False |
58,614 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
49.0 |
0.7% |
72% |
False |
False |
48,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,878.0 |
|
2.618 |
6,792.0 |
|
1.618 |
6,739.0 |
|
1.000 |
6,706.0 |
|
0.618 |
6,686.0 |
|
HIGH |
6,653.0 |
|
0.618 |
6,633.0 |
|
0.500 |
6,626.5 |
|
0.382 |
6,620.0 |
|
LOW |
6,600.0 |
|
0.618 |
6,567.0 |
|
1.000 |
6,547.0 |
|
1.618 |
6,514.0 |
|
2.618 |
6,461.0 |
|
4.250 |
6,375.0 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,637.0 |
6,633.0 |
| PP |
6,631.5 |
6,623.5 |
| S1 |
6,626.5 |
6,614.0 |
|