| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,708.0 |
6,688.5 |
-19.5 |
-0.3% |
6,562.0 |
| High |
6,713.5 |
6,698.5 |
-15.0 |
-0.2% |
6,653.0 |
| Low |
6,673.0 |
6,642.5 |
-30.5 |
-0.5% |
6,548.0 |
| Close |
6,687.5 |
6,678.0 |
-9.5 |
-0.1% |
6,642.0 |
| Range |
40.5 |
56.0 |
15.5 |
38.3% |
105.0 |
| ATR |
76.9 |
75.4 |
-1.5 |
-1.9% |
0.0 |
| Volume |
75,597 |
79,362 |
3,765 |
5.0% |
368,637 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,841.0 |
6,815.5 |
6,709.0 |
|
| R3 |
6,785.0 |
6,759.5 |
6,693.5 |
|
| R2 |
6,729.0 |
6,729.0 |
6,688.5 |
|
| R1 |
6,703.5 |
6,703.5 |
6,683.0 |
6,688.0 |
| PP |
6,673.0 |
6,673.0 |
6,673.0 |
6,665.5 |
| S1 |
6,647.5 |
6,647.5 |
6,673.0 |
6,632.0 |
| S2 |
6,617.0 |
6,617.0 |
6,667.5 |
|
| S3 |
6,561.0 |
6,591.5 |
6,662.5 |
|
| S4 |
6,505.0 |
6,535.5 |
6,647.0 |
|
|
| 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 |
6,600.0 |
124.5 |
1.9% |
55.0 |
0.8% |
63% |
False |
False |
74,866 |
| 10 |
6,724.5 |
6,539.0 |
185.5 |
2.8% |
51.5 |
0.8% |
75% |
False |
False |
77,400 |
| 20 |
6,724.5 |
6,313.0 |
411.5 |
6.2% |
65.5 |
1.0% |
89% |
False |
False |
87,805 |
| 40 |
6,724.5 |
6,042.5 |
682.0 |
10.2% |
93.0 |
1.4% |
93% |
False |
False |
116,600 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
83.0 |
1.2% |
76% |
False |
False |
102,533 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
70.5 |
1.1% |
76% |
False |
False |
76,998 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
60.5 |
0.9% |
76% |
False |
False |
61,606 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
51.0 |
0.8% |
76% |
False |
False |
51,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,936.5 |
|
2.618 |
6,845.0 |
|
1.618 |
6,789.0 |
|
1.000 |
6,754.5 |
|
0.618 |
6,733.0 |
|
HIGH |
6,698.5 |
|
0.618 |
6,677.0 |
|
0.500 |
6,670.5 |
|
0.382 |
6,664.0 |
|
LOW |
6,642.5 |
|
0.618 |
6,608.0 |
|
1.000 |
6,586.5 |
|
1.618 |
6,552.0 |
|
2.618 |
6,496.0 |
|
4.250 |
6,404.5 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,675.5 |
6,683.5 |
| PP |
6,673.0 |
6,681.5 |
| S1 |
6,670.5 |
6,680.0 |
|