| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,090.0 |
3,084.0 |
-6.0 |
-0.2% |
3,102.0 |
| High |
3,105.0 |
3,088.0 |
-17.0 |
-0.5% |
3,125.0 |
| Low |
3,081.0 |
3,030.0 |
-51.0 |
-1.7% |
3,018.0 |
| Close |
3,091.0 |
3,035.0 |
-56.0 |
-1.8% |
3,051.0 |
| Range |
24.0 |
58.0 |
34.0 |
141.7% |
107.0 |
| ATR |
61.6 |
61.5 |
0.0 |
-0.1% |
0.0 |
| Volume |
25,090 |
600 |
-24,490 |
-97.6% |
43,417 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.0 |
3,188.0 |
3,066.9 |
|
| R3 |
3,167.0 |
3,130.0 |
3,051.0 |
|
| R2 |
3,109.0 |
3,109.0 |
3,045.6 |
|
| R1 |
3,072.0 |
3,072.0 |
3,040.3 |
3,061.5 |
| PP |
3,051.0 |
3,051.0 |
3,051.0 |
3,045.8 |
| S1 |
3,014.0 |
3,014.0 |
3,029.7 |
3,003.5 |
| S2 |
2,993.0 |
2,993.0 |
3,024.4 |
|
| S3 |
2,935.0 |
2,956.0 |
3,019.1 |
|
| S4 |
2,877.0 |
2,898.0 |
3,003.1 |
|
|
| 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 |
3.2% |
54.0 |
1.8% |
6% |
False |
False |
9,872 |
| 10 |
3,125.0 |
2,951.0 |
174.0 |
5.7% |
54.9 |
1.8% |
48% |
False |
False |
8,599 |
| 20 |
3,125.0 |
2,768.0 |
357.0 |
11.8% |
62.7 |
2.1% |
75% |
False |
False |
15,644 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
61.8 |
2.0% |
52% |
False |
False |
8,774 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
50.5 |
1.7% |
52% |
False |
False |
6,166 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
46.5 |
1.5% |
52% |
False |
False |
4,744 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
41.7 |
1.4% |
52% |
False |
False |
3,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,334.5 |
|
2.618 |
3,239.8 |
|
1.618 |
3,181.8 |
|
1.000 |
3,146.0 |
|
0.618 |
3,123.8 |
|
HIGH |
3,088.0 |
|
0.618 |
3,065.8 |
|
0.500 |
3,059.0 |
|
0.382 |
3,052.2 |
|
LOW |
3,030.0 |
|
0.618 |
2,994.2 |
|
1.000 |
2,972.0 |
|
1.618 |
2,936.2 |
|
2.618 |
2,878.2 |
|
4.250 |
2,783.5 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,059.0 |
3,067.5 |
| PP |
3,051.0 |
3,056.7 |
| S1 |
3,043.0 |
3,045.8 |
|