| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,688.5 |
6,706.5 |
18.0 |
0.3% |
6,614.0 |
| High |
6,698.5 |
6,776.0 |
77.5 |
1.2% |
6,776.0 |
| Low |
6,642.5 |
6,691.0 |
48.5 |
0.7% |
6,613.0 |
| Close |
6,678.0 |
6,755.0 |
77.0 |
1.2% |
6,755.0 |
| Range |
56.0 |
85.0 |
29.0 |
51.8% |
163.0 |
| ATR |
75.4 |
77.0 |
1.6 |
2.1% |
0.0 |
| Volume |
79,362 |
119,201 |
39,839 |
50.2% |
418,476 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,995.5 |
6,960.5 |
6,802.0 |
|
| R3 |
6,910.5 |
6,875.5 |
6,778.5 |
|
| R2 |
6,825.5 |
6,825.5 |
6,770.5 |
|
| R1 |
6,790.5 |
6,790.5 |
6,763.0 |
6,808.0 |
| PP |
6,740.5 |
6,740.5 |
6,740.5 |
6,749.5 |
| S1 |
6,705.5 |
6,705.5 |
6,747.0 |
6,723.0 |
| S2 |
6,655.5 |
6,655.5 |
6,739.5 |
|
| S3 |
6,570.5 |
6,620.5 |
6,731.5 |
|
| S4 |
6,485.5 |
6,535.5 |
6,708.0 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.5 |
7,142.5 |
6,844.5 |
|
| R3 |
7,040.5 |
6,979.5 |
6,800.0 |
|
| R2 |
6,877.5 |
6,877.5 |
6,785.0 |
|
| R1 |
6,816.5 |
6,816.5 |
6,770.0 |
6,847.0 |
| PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,730.0 |
| S1 |
6,653.5 |
6,653.5 |
6,740.0 |
6,684.0 |
| S2 |
6,551.5 |
6,551.5 |
6,725.0 |
|
| S3 |
6,388.5 |
6,490.5 |
6,710.0 |
|
| S4 |
6,225.5 |
6,327.5 |
6,665.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,776.0 |
6,613.0 |
163.0 |
2.4% |
61.5 |
0.9% |
87% |
True |
False |
83,695 |
| 10 |
6,776.0 |
6,548.0 |
228.0 |
3.4% |
54.5 |
0.8% |
91% |
True |
False |
78,711 |
| 20 |
6,776.0 |
6,313.0 |
463.0 |
6.9% |
67.5 |
1.0% |
95% |
True |
False |
88,928 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
93.5 |
1.4% |
97% |
True |
False |
117,494 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
84.0 |
1.2% |
86% |
False |
False |
104,515 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
71.0 |
1.0% |
86% |
False |
False |
78,488 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
61.0 |
0.9% |
86% |
False |
False |
62,798 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
51.5 |
0.8% |
86% |
False |
False |
52,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,137.0 |
|
2.618 |
6,998.5 |
|
1.618 |
6,913.5 |
|
1.000 |
6,861.0 |
|
0.618 |
6,828.5 |
|
HIGH |
6,776.0 |
|
0.618 |
6,743.5 |
|
0.500 |
6,733.5 |
|
0.382 |
6,723.5 |
|
LOW |
6,691.0 |
|
0.618 |
6,638.5 |
|
1.000 |
6,606.0 |
|
1.618 |
6,553.5 |
|
2.618 |
6,468.5 |
|
4.250 |
6,330.0 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,748.0 |
6,740.0 |
| PP |
6,740.5 |
6,724.5 |
| S1 |
6,733.5 |
6,709.0 |
|