| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,162.0 |
1,186.3 |
24.3 |
2.1% |
1,177.0 |
| High |
1,193.5 |
1,194.3 |
0.8 |
0.1% |
1,193.5 |
| Low |
1,146.9 |
1,181.8 |
34.9 |
3.0% |
1,146.9 |
| Close |
1,186.3 |
1,184.3 |
-2.0 |
-0.2% |
1,186.3 |
| Range |
46.6 |
12.5 |
-34.1 |
-73.2% |
46.6 |
| ATR |
20.8 |
20.2 |
-0.6 |
-2.9% |
0.0 |
| Volume |
26,188 |
26,369 |
181 |
0.7% |
148,823 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.3 |
1,216.8 |
1,191.2 |
|
| R3 |
1,211.8 |
1,204.3 |
1,187.7 |
|
| R2 |
1,199.3 |
1,199.3 |
1,186.6 |
|
| R1 |
1,191.8 |
1,191.8 |
1,185.4 |
1,189.3 |
| PP |
1,186.8 |
1,186.8 |
1,186.8 |
1,185.6 |
| S1 |
1,179.3 |
1,179.3 |
1,183.2 |
1,176.8 |
| S2 |
1,174.3 |
1,174.3 |
1,182.0 |
|
| S3 |
1,161.8 |
1,166.8 |
1,180.9 |
|
| S4 |
1,149.3 |
1,154.3 |
1,177.4 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.4 |
1,297.4 |
1,211.9 |
|
| R3 |
1,268.8 |
1,250.8 |
1,199.1 |
|
| R2 |
1,222.2 |
1,222.2 |
1,194.8 |
|
| R1 |
1,204.2 |
1,204.2 |
1,190.6 |
1,213.2 |
| PP |
1,175.6 |
1,175.6 |
1,175.6 |
1,180.1 |
| S1 |
1,157.6 |
1,157.6 |
1,182.0 |
1,166.6 |
| S2 |
1,129.0 |
1,129.0 |
1,177.8 |
|
| S3 |
1,082.4 |
1,111.0 |
1,173.5 |
|
| S4 |
1,035.8 |
1,064.4 |
1,160.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,194.3 |
1,146.9 |
47.4 |
4.0% |
22.2 |
1.9% |
79% |
True |
False |
30,340 |
| 10 |
1,194.3 |
1,132.0 |
62.3 |
5.3% |
23.7 |
2.0% |
84% |
True |
False |
23,376 |
| 20 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
19.5 |
1.6% |
42% |
False |
False |
15,953 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
16.9 |
1.4% |
42% |
False |
False |
9,306 |
| 60 |
1,298.4 |
1,132.0 |
166.4 |
14.1% |
15.4 |
1.3% |
31% |
False |
False |
6,898 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
16.1% |
14.4 |
1.2% |
27% |
False |
False |
5,487 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.2% |
13.9 |
1.2% |
24% |
False |
False |
4,535 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.2% |
13.1 |
1.1% |
24% |
False |
False |
3,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,247.4 |
|
2.618 |
1,227.0 |
|
1.618 |
1,214.5 |
|
1.000 |
1,206.8 |
|
0.618 |
1,202.0 |
|
HIGH |
1,194.3 |
|
0.618 |
1,189.5 |
|
0.500 |
1,188.1 |
|
0.382 |
1,186.6 |
|
LOW |
1,181.8 |
|
0.618 |
1,174.1 |
|
1.000 |
1,169.3 |
|
1.618 |
1,161.6 |
|
2.618 |
1,149.1 |
|
4.250 |
1,128.7 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.1 |
1,179.7 |
| PP |
1,186.8 |
1,175.2 |
| S1 |
1,185.6 |
1,170.6 |
|