| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,758.0 |
6,727.0 |
-31.0 |
-0.5% |
6,614.0 |
| High |
6,765.5 |
6,752.5 |
-13.0 |
-0.2% |
6,776.0 |
| Low |
6,719.5 |
6,705.0 |
-14.5 |
-0.2% |
6,613.0 |
| Close |
6,730.0 |
6,710.5 |
-19.5 |
-0.3% |
6,755.0 |
| Range |
46.0 |
47.5 |
1.5 |
3.3% |
163.0 |
| ATR |
74.8 |
72.9 |
-2.0 |
-2.6% |
0.0 |
| Volume |
63,627 |
79,938 |
16,311 |
25.6% |
418,476 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,865.0 |
6,835.5 |
6,736.5 |
|
| R3 |
6,817.5 |
6,788.0 |
6,723.5 |
|
| R2 |
6,770.0 |
6,770.0 |
6,719.0 |
|
| R1 |
6,740.5 |
6,740.5 |
6,715.0 |
6,731.5 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,718.0 |
| S1 |
6,693.0 |
6,693.0 |
6,706.0 |
6,684.0 |
| S2 |
6,675.0 |
6,675.0 |
6,702.0 |
|
| S3 |
6,627.5 |
6,645.5 |
6,697.5 |
|
| S4 |
6,580.0 |
6,598.0 |
6,684.5 |
|
|
| 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% |
55.0 |
0.8% |
51% |
False |
False |
83,545 |
| 10 |
6,776.0 |
6,575.5 |
200.5 |
3.0% |
55.0 |
0.8% |
67% |
False |
False |
80,623 |
| 20 |
6,776.0 |
6,355.5 |
420.5 |
6.3% |
63.5 |
0.9% |
84% |
False |
False |
87,535 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
92.5 |
1.4% |
91% |
False |
False |
115,931 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.5 |
1.3% |
80% |
False |
False |
106,813 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
71.0 |
1.1% |
80% |
False |
False |
80,282 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
62.0 |
0.9% |
80% |
False |
False |
64,233 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
52.5 |
0.8% |
80% |
False |
False |
53,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.5 |
|
2.618 |
6,877.0 |
|
1.618 |
6,829.5 |
|
1.000 |
6,800.0 |
|
0.618 |
6,782.0 |
|
HIGH |
6,752.5 |
|
0.618 |
6,734.5 |
|
0.500 |
6,729.0 |
|
0.382 |
6,723.0 |
|
LOW |
6,705.0 |
|
0.618 |
6,675.5 |
|
1.000 |
6,657.5 |
|
1.618 |
6,628.0 |
|
2.618 |
6,580.5 |
|
4.250 |
6,503.0 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,729.0 |
6,733.5 |
| PP |
6,722.5 |
6,726.0 |
| S1 |
6,716.5 |
6,718.0 |
|