| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,614.0 |
6,688.0 |
74.0 |
1.1% |
6,562.0 |
| High |
6,684.0 |
6,724.5 |
40.5 |
0.6% |
6,653.0 |
| Low |
6,613.0 |
6,669.0 |
56.0 |
0.8% |
6,548.0 |
| Close |
6,665.5 |
6,699.5 |
34.0 |
0.5% |
6,642.0 |
| Range |
71.0 |
55.5 |
-15.5 |
-21.8% |
105.0 |
| ATR |
81.3 |
79.7 |
-1.6 |
-2.0% |
0.0 |
| Volume |
67,237 |
77,079 |
9,842 |
14.6% |
368,637 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,864.0 |
6,837.5 |
6,730.0 |
|
| R3 |
6,808.5 |
6,782.0 |
6,715.0 |
|
| R2 |
6,753.0 |
6,753.0 |
6,709.5 |
|
| R1 |
6,726.5 |
6,726.5 |
6,704.5 |
6,740.0 |
| PP |
6,697.5 |
6,697.5 |
6,697.5 |
6,704.5 |
| S1 |
6,671.0 |
6,671.0 |
6,694.5 |
6,684.0 |
| S2 |
6,642.0 |
6,642.0 |
6,689.5 |
|
| S3 |
6,586.5 |
6,615.5 |
6,684.0 |
|
| S4 |
6,531.0 |
6,560.0 |
6,669.0 |
|
|
| 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 |
6,724.5 |
6,575.5 |
149.0 |
2.2% |
55.0 |
0.8% |
83% |
True |
False |
77,701 |
| 10 |
6,724.5 |
6,451.0 |
273.5 |
4.1% |
57.0 |
0.9% |
91% |
True |
False |
80,130 |
| 20 |
6,724.5 |
6,292.0 |
432.5 |
6.5% |
70.5 |
1.0% |
94% |
True |
False |
90,441 |
| 40 |
6,724.5 |
6,042.5 |
682.0 |
10.2% |
95.0 |
1.4% |
96% |
True |
False |
118,046 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
82.0 |
1.2% |
79% |
False |
False |
100,054 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
70.0 |
1.0% |
79% |
False |
False |
75,061 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
59.5 |
0.9% |
79% |
False |
False |
60,057 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
50.0 |
0.7% |
79% |
False |
False |
50,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,960.5 |
|
2.618 |
6,870.0 |
|
1.618 |
6,814.5 |
|
1.000 |
6,780.0 |
|
0.618 |
6,759.0 |
|
HIGH |
6,724.5 |
|
0.618 |
6,703.5 |
|
0.500 |
6,697.0 |
|
0.382 |
6,690.0 |
|
LOW |
6,669.0 |
|
0.618 |
6,634.5 |
|
1.000 |
6,613.5 |
|
1.618 |
6,579.0 |
|
2.618 |
6,523.5 |
|
4.250 |
6,433.0 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,698.5 |
6,687.0 |
| PP |
6,697.5 |
6,674.5 |
| S1 |
6,697.0 |
6,662.0 |
|