| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,057.0 |
3,090.0 |
33.0 |
1.1% |
3,102.0 |
| High |
3,082.0 |
3,105.0 |
23.0 |
0.7% |
3,125.0 |
| Low |
3,042.0 |
3,081.0 |
39.0 |
1.3% |
3,018.0 |
| Close |
3,079.0 |
3,091.0 |
12.0 |
0.4% |
3,051.0 |
| Range |
40.0 |
24.0 |
-16.0 |
-40.0% |
107.0 |
| ATR |
64.3 |
61.6 |
-2.7 |
-4.3% |
0.0 |
| Volume |
147 |
25,090 |
24,943 |
16,968.0% |
43,417 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.3 |
3,151.7 |
3,104.2 |
|
| R3 |
3,140.3 |
3,127.7 |
3,097.6 |
|
| R2 |
3,116.3 |
3,116.3 |
3,095.4 |
|
| R1 |
3,103.7 |
3,103.7 |
3,093.2 |
3,110.0 |
| PP |
3,092.3 |
3,092.3 |
3,092.3 |
3,095.5 |
| S1 |
3,079.7 |
3,079.7 |
3,088.8 |
3,086.0 |
| S2 |
3,068.3 |
3,068.3 |
3,086.6 |
|
| S3 |
3,044.3 |
3,055.7 |
3,084.4 |
|
| S4 |
3,020.3 |
3,031.7 |
3,077.8 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,385.7 |
3,325.3 |
3,109.9 |
|
| R3 |
3,278.7 |
3,218.3 |
3,080.4 |
|
| R2 |
3,171.7 |
3,171.7 |
3,070.6 |
|
| R1 |
3,111.3 |
3,111.3 |
3,060.8 |
3,088.0 |
| PP |
3,064.7 |
3,064.7 |
3,064.7 |
3,053.0 |
| S1 |
3,004.3 |
3,004.3 |
3,041.2 |
2,981.0 |
| S2 |
2,957.7 |
2,957.7 |
3,031.4 |
|
| S3 |
2,850.7 |
2,897.3 |
3,021.6 |
|
| S4 |
2,743.7 |
2,790.3 |
2,992.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,125.0 |
3,029.0 |
96.0 |
3.1% |
50.8 |
1.6% |
65% |
False |
False |
11,639 |
| 10 |
3,125.0 |
2,951.0 |
174.0 |
5.6% |
53.5 |
1.7% |
80% |
False |
False |
8,596 |
| 20 |
3,125.0 |
2,768.0 |
357.0 |
11.5% |
67.3 |
2.2% |
90% |
False |
False |
15,896 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
60.9 |
2.0% |
62% |
False |
False |
9,003 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
49.9 |
1.6% |
62% |
False |
False |
6,257 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
45.9 |
1.5% |
62% |
False |
False |
4,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,207.0 |
|
2.618 |
3,167.8 |
|
1.618 |
3,143.8 |
|
1.000 |
3,129.0 |
|
0.618 |
3,119.8 |
|
HIGH |
3,105.0 |
|
0.618 |
3,095.8 |
|
0.500 |
3,093.0 |
|
0.382 |
3,090.2 |
|
LOW |
3,081.0 |
|
0.618 |
3,066.2 |
|
1.000 |
3,057.0 |
|
1.618 |
3,042.2 |
|
2.618 |
3,018.2 |
|
4.250 |
2,979.0 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,093.0 |
3,083.5 |
| PP |
3,092.3 |
3,076.0 |
| S1 |
3,091.7 |
3,068.5 |
|