| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,727.0 |
6,732.0 |
5.0 |
0.1% |
6,614.0 |
| High |
6,752.5 |
6,768.0 |
15.5 |
0.2% |
6,776.0 |
| Low |
6,705.0 |
6,718.5 |
13.5 |
0.2% |
6,613.0 |
| Close |
6,710.5 |
6,738.0 |
27.5 |
0.4% |
6,755.0 |
| Range |
47.5 |
49.5 |
2.0 |
4.2% |
163.0 |
| ATR |
72.9 |
71.8 |
-1.1 |
-1.5% |
0.0 |
| Volume |
79,938 |
73,144 |
-6,794 |
-8.5% |
418,476 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,890.0 |
6,863.5 |
6,765.0 |
|
| R3 |
6,840.5 |
6,814.0 |
6,751.5 |
|
| R2 |
6,791.0 |
6,791.0 |
6,747.0 |
|
| R1 |
6,764.5 |
6,764.5 |
6,742.5 |
6,778.0 |
| PP |
6,741.5 |
6,741.5 |
6,741.5 |
6,748.0 |
| S1 |
6,715.0 |
6,715.0 |
6,733.5 |
6,728.0 |
| S2 |
6,692.0 |
6,692.0 |
6,729.0 |
|
| S3 |
6,642.5 |
6,665.5 |
6,724.5 |
|
| S4 |
6,593.0 |
6,616.0 |
6,711.0 |
|
|
| 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 |
6,642.5 |
133.5 |
2.0% |
57.0 |
0.8% |
72% |
False |
False |
83,054 |
| 10 |
6,776.0 |
6,591.0 |
185.0 |
2.7% |
55.5 |
0.8% |
79% |
False |
False |
80,303 |
| 20 |
6,776.0 |
6,355.5 |
420.5 |
6.2% |
63.0 |
0.9% |
91% |
False |
False |
85,695 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
91.5 |
1.4% |
95% |
False |
False |
113,655 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.0 |
1.2% |
84% |
False |
False |
107,763 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
71.5 |
1.1% |
84% |
False |
False |
81,196 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
62.5 |
0.9% |
84% |
False |
False |
64,965 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
53.0 |
0.8% |
84% |
False |
False |
54,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,978.5 |
|
2.618 |
6,897.5 |
|
1.618 |
6,848.0 |
|
1.000 |
6,817.5 |
|
0.618 |
6,798.5 |
|
HIGH |
6,768.0 |
|
0.618 |
6,749.0 |
|
0.500 |
6,743.0 |
|
0.382 |
6,737.5 |
|
LOW |
6,718.5 |
|
0.618 |
6,688.0 |
|
1.000 |
6,669.0 |
|
1.618 |
6,638.5 |
|
2.618 |
6,589.0 |
|
4.250 |
6,508.0 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,743.0 |
6,737.5 |
| PP |
6,741.5 |
6,737.0 |
| S1 |
6,740.0 |
6,736.5 |
|