| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,706.5 |
6,758.0 |
51.5 |
0.8% |
6,614.0 |
| High |
6,776.0 |
6,765.5 |
-10.5 |
-0.2% |
6,776.0 |
| Low |
6,691.0 |
6,719.5 |
28.5 |
0.4% |
6,613.0 |
| Close |
6,755.0 |
6,730.0 |
-25.0 |
-0.4% |
6,755.0 |
| Range |
85.0 |
46.0 |
-39.0 |
-45.9% |
163.0 |
| ATR |
77.0 |
74.8 |
-2.2 |
-2.9% |
0.0 |
| Volume |
119,201 |
63,627 |
-55,574 |
-46.6% |
418,476 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,876.5 |
6,849.0 |
6,755.5 |
|
| R3 |
6,830.5 |
6,803.0 |
6,742.5 |
|
| R2 |
6,784.5 |
6,784.5 |
6,738.5 |
|
| R1 |
6,757.0 |
6,757.0 |
6,734.0 |
6,748.0 |
| PP |
6,738.5 |
6,738.5 |
6,738.5 |
6,733.5 |
| S1 |
6,711.0 |
6,711.0 |
6,726.0 |
6,702.0 |
| S2 |
6,692.5 |
6,692.5 |
6,721.5 |
|
| S3 |
6,646.5 |
6,665.0 |
6,717.5 |
|
| S4 |
6,600.5 |
6,619.0 |
6,704.5 |
|
|
| 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 |
6,642.5 |
133.5 |
2.0% |
56.5 |
0.8% |
66% |
False |
False |
82,973 |
| 10 |
6,776.0 |
6,575.5 |
200.5 |
3.0% |
53.0 |
0.8% |
77% |
False |
False |
78,017 |
| 20 |
6,776.0 |
6,355.0 |
421.0 |
6.3% |
64.0 |
0.9% |
89% |
False |
False |
88,046 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
93.0 |
1.4% |
94% |
False |
False |
116,734 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.5 |
1.3% |
83% |
False |
False |
105,559 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
70.5 |
1.0% |
83% |
False |
False |
79,283 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
61.5 |
0.9% |
83% |
False |
False |
63,434 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
52.0 |
0.8% |
83% |
False |
False |
52,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,961.0 |
|
2.618 |
6,886.0 |
|
1.618 |
6,840.0 |
|
1.000 |
6,811.5 |
|
0.618 |
6,794.0 |
|
HIGH |
6,765.5 |
|
0.618 |
6,748.0 |
|
0.500 |
6,742.5 |
|
0.382 |
6,737.0 |
|
LOW |
6,719.5 |
|
0.618 |
6,691.0 |
|
1.000 |
6,673.5 |
|
1.618 |
6,645.0 |
|
2.618 |
6,599.0 |
|
4.250 |
6,524.0 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,742.5 |
6,723.0 |
| PP |
6,738.5 |
6,716.0 |
| S1 |
6,734.0 |
6,709.0 |
|