| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,642.0 |
6,614.0 |
-28.0 |
-0.4% |
6,562.0 |
| High |
6,653.0 |
6,684.0 |
31.0 |
0.5% |
6,653.0 |
| Low |
6,600.0 |
6,613.0 |
13.0 |
0.2% |
6,548.0 |
| Close |
6,642.0 |
6,665.5 |
23.5 |
0.4% |
6,642.0 |
| Range |
53.0 |
71.0 |
18.0 |
34.0% |
105.0 |
| ATR |
82.1 |
81.3 |
-0.8 |
-1.0% |
0.0 |
| Volume |
75,058 |
67,237 |
-7,821 |
-10.4% |
368,637 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,867.0 |
6,837.5 |
6,704.5 |
|
| R3 |
6,796.0 |
6,766.5 |
6,685.0 |
|
| R2 |
6,725.0 |
6,725.0 |
6,678.5 |
|
| R1 |
6,695.5 |
6,695.5 |
6,672.0 |
6,710.0 |
| PP |
6,654.0 |
6,654.0 |
6,654.0 |
6,661.5 |
| S1 |
6,624.5 |
6,624.5 |
6,659.0 |
6,639.0 |
| S2 |
6,583.0 |
6,583.0 |
6,652.5 |
|
| S3 |
6,512.0 |
6,553.5 |
6,646.0 |
|
| S4 |
6,441.0 |
6,482.5 |
6,626.5 |
|
|
| 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 |
6,684.0 |
6,575.5 |
108.5 |
1.6% |
49.5 |
0.7% |
83% |
True |
False |
73,061 |
| 10 |
6,684.0 |
6,422.0 |
262.0 |
3.9% |
59.0 |
0.9% |
93% |
True |
False |
80,379 |
| 20 |
6,684.0 |
6,198.5 |
485.5 |
7.3% |
76.0 |
1.1% |
96% |
True |
False |
92,578 |
| 40 |
6,757.5 |
6,042.5 |
715.0 |
10.7% |
97.0 |
1.5% |
87% |
False |
False |
118,869 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
82.0 |
1.2% |
75% |
False |
False |
98,775 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
69.5 |
1.0% |
75% |
False |
False |
74,098 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
59.0 |
0.9% |
75% |
False |
False |
59,286 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
49.5 |
0.7% |
75% |
False |
False |
49,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,986.0 |
|
2.618 |
6,870.0 |
|
1.618 |
6,799.0 |
|
1.000 |
6,755.0 |
|
0.618 |
6,728.0 |
|
HIGH |
6,684.0 |
|
0.618 |
6,657.0 |
|
0.500 |
6,648.5 |
|
0.382 |
6,640.0 |
|
LOW |
6,613.0 |
|
0.618 |
6,569.0 |
|
1.000 |
6,542.0 |
|
1.618 |
6,498.0 |
|
2.618 |
6,427.0 |
|
4.250 |
6,311.0 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,660.0 |
6,656.0 |
| PP |
6,654.0 |
6,647.0 |
| S1 |
6,648.5 |
6,637.5 |
|