| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,688.0 |
6,708.0 |
20.0 |
0.3% |
6,562.0 |
| High |
6,724.5 |
6,713.5 |
-11.0 |
-0.2% |
6,653.0 |
| Low |
6,669.0 |
6,673.0 |
4.0 |
0.1% |
6,548.0 |
| Close |
6,699.5 |
6,687.5 |
-12.0 |
-0.2% |
6,642.0 |
| Range |
55.5 |
40.5 |
-15.0 |
-27.0% |
105.0 |
| ATR |
79.7 |
76.9 |
-2.8 |
-3.5% |
0.0 |
| Volume |
77,079 |
75,597 |
-1,482 |
-1.9% |
368,637 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,813.0 |
6,790.5 |
6,710.0 |
|
| R3 |
6,772.5 |
6,750.0 |
6,698.5 |
|
| R2 |
6,732.0 |
6,732.0 |
6,695.0 |
|
| R1 |
6,709.5 |
6,709.5 |
6,691.0 |
6,700.5 |
| PP |
6,691.5 |
6,691.5 |
6,691.5 |
6,687.0 |
| S1 |
6,669.0 |
6,669.0 |
6,684.0 |
6,660.0 |
| S2 |
6,651.0 |
6,651.0 |
6,680.0 |
|
| S3 |
6,610.5 |
6,628.5 |
6,676.5 |
|
| S4 |
6,570.0 |
6,588.0 |
6,665.0 |
|
|
| 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 |
6,591.0 |
133.5 |
2.0% |
54.5 |
0.8% |
72% |
False |
False |
77,552 |
| 10 |
6,724.5 |
6,491.0 |
233.5 |
3.5% |
54.0 |
0.8% |
84% |
False |
False |
79,418 |
| 20 |
6,724.5 |
6,292.0 |
432.5 |
6.5% |
68.5 |
1.0% |
91% |
False |
False |
89,028 |
| 40 |
6,724.5 |
6,042.5 |
682.0 |
10.2% |
94.5 |
1.4% |
95% |
False |
False |
116,967 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
82.5 |
1.2% |
77% |
False |
False |
101,289 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
70.5 |
1.1% |
77% |
False |
False |
76,006 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
60.0 |
0.9% |
77% |
False |
False |
60,813 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
50.5 |
0.8% |
77% |
False |
False |
50,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,885.5 |
|
2.618 |
6,819.5 |
|
1.618 |
6,779.0 |
|
1.000 |
6,754.0 |
|
0.618 |
6,738.5 |
|
HIGH |
6,713.5 |
|
0.618 |
6,698.0 |
|
0.500 |
6,693.0 |
|
0.382 |
6,688.5 |
|
LOW |
6,673.0 |
|
0.618 |
6,648.0 |
|
1.000 |
6,632.5 |
|
1.618 |
6,607.5 |
|
2.618 |
6,567.0 |
|
4.250 |
6,501.0 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,693.0 |
6,681.0 |
| PP |
6,691.5 |
6,675.0 |
| S1 |
6,689.5 |
6,669.0 |
|