| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,733.0 |
6,713.0 |
-20.0 |
-0.3% |
6,758.0 |
| High |
6,752.5 |
6,739.0 |
-13.5 |
-0.2% |
6,768.0 |
| Low |
6,715.5 |
6,668.0 |
-47.5 |
-0.7% |
6,668.0 |
| Close |
6,720.0 |
6,731.0 |
11.0 |
0.2% |
6,731.0 |
| Range |
37.0 |
71.0 |
34.0 |
91.9% |
100.0 |
| ATR |
69.3 |
69.4 |
0.1 |
0.2% |
0.0 |
| Volume |
52,380 |
87,407 |
35,027 |
66.9% |
356,496 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,925.5 |
6,899.5 |
6,770.0 |
|
| R3 |
6,854.5 |
6,828.5 |
6,750.5 |
|
| R2 |
6,783.5 |
6,783.5 |
6,744.0 |
|
| R1 |
6,757.5 |
6,757.5 |
6,737.5 |
6,770.5 |
| PP |
6,712.5 |
6,712.5 |
6,712.5 |
6,719.0 |
| S1 |
6,686.5 |
6,686.5 |
6,724.5 |
6,699.5 |
| S2 |
6,641.5 |
6,641.5 |
6,718.0 |
|
| S3 |
6,570.5 |
6,615.5 |
6,711.5 |
|
| S4 |
6,499.5 |
6,544.5 |
6,692.0 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.5 |
6,976.5 |
6,786.0 |
|
| R3 |
6,922.5 |
6,876.5 |
6,758.5 |
|
| R2 |
6,822.5 |
6,822.5 |
6,749.5 |
|
| R1 |
6,776.5 |
6,776.5 |
6,740.0 |
6,749.5 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,709.0 |
| S1 |
6,676.5 |
6,676.5 |
6,722.0 |
6,649.5 |
| S2 |
6,622.5 |
6,622.5 |
6,712.5 |
|
| S3 |
6,522.5 |
6,576.5 |
6,703.5 |
|
| S4 |
6,422.5 |
6,476.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,768.0 |
6,668.0 |
100.0 |
1.5% |
50.0 |
0.7% |
63% |
False |
True |
71,299 |
| 10 |
6,776.0 |
6,613.0 |
163.0 |
2.4% |
56.0 |
0.8% |
72% |
False |
False |
77,497 |
| 20 |
6,776.0 |
6,422.0 |
354.0 |
5.3% |
58.0 |
0.9% |
87% |
False |
False |
80,793 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
89.0 |
1.3% |
94% |
False |
False |
111,999 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.5 |
1.3% |
83% |
False |
False |
109,935 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
72.0 |
1.1% |
83% |
False |
False |
82,943 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
63.0 |
0.9% |
83% |
False |
False |
66,362 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
54.0 |
0.8% |
83% |
False |
False |
55,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,041.0 |
|
2.618 |
6,925.0 |
|
1.618 |
6,854.0 |
|
1.000 |
6,810.0 |
|
0.618 |
6,783.0 |
|
HIGH |
6,739.0 |
|
0.618 |
6,712.0 |
|
0.500 |
6,703.5 |
|
0.382 |
6,695.0 |
|
LOW |
6,668.0 |
|
0.618 |
6,624.0 |
|
1.000 |
6,597.0 |
|
1.618 |
6,553.0 |
|
2.618 |
6,482.0 |
|
4.250 |
6,366.0 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,722.0 |
6,726.5 |
| PP |
6,712.5 |
6,722.5 |
| S1 |
6,703.5 |
6,718.0 |
|