| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,084.0 |
3,060.0 |
-24.0 |
-0.8% |
3,102.0 |
| High |
3,088.0 |
3,066.0 |
-22.0 |
-0.7% |
3,125.0 |
| Low |
3,030.0 |
3,013.0 |
-17.0 |
-0.6% |
3,018.0 |
| Close |
3,035.0 |
3,047.0 |
12.0 |
0.4% |
3,051.0 |
| Range |
58.0 |
53.0 |
-5.0 |
-8.6% |
107.0 |
| ATR |
61.5 |
60.9 |
-0.6 |
-1.0% |
0.0 |
| Volume |
600 |
7,683 |
7,083 |
1,180.5% |
43,417 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,201.0 |
3,177.0 |
3,076.2 |
|
| R3 |
3,148.0 |
3,124.0 |
3,061.6 |
|
| R2 |
3,095.0 |
3,095.0 |
3,056.7 |
|
| R1 |
3,071.0 |
3,071.0 |
3,051.9 |
3,056.5 |
| PP |
3,042.0 |
3,042.0 |
3,042.0 |
3,034.8 |
| S1 |
3,018.0 |
3,018.0 |
3,042.1 |
3,003.5 |
| S2 |
2,989.0 |
2,989.0 |
3,037.3 |
|
| S3 |
2,936.0 |
2,965.0 |
3,032.4 |
|
| S4 |
2,883.0 |
2,912.0 |
3,017.9 |
|
|
| 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 |
3,108.0 |
3,013.0 |
95.0 |
3.1% |
50.8 |
1.7% |
36% |
False |
True |
6,850 |
| 10 |
3,125.0 |
3,013.0 |
112.0 |
3.7% |
51.7 |
1.7% |
30% |
False |
True |
7,822 |
| 20 |
3,125.0 |
2,852.0 |
273.0 |
9.0% |
58.2 |
1.9% |
71% |
False |
False |
13,667 |
| 40 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
62.6 |
2.1% |
54% |
False |
False |
8,763 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
50.9 |
1.7% |
54% |
False |
False |
6,292 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
46.6 |
1.5% |
54% |
False |
False |
4,840 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
42.0 |
1.4% |
54% |
False |
False |
3,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,291.3 |
|
2.618 |
3,204.8 |
|
1.618 |
3,151.8 |
|
1.000 |
3,119.0 |
|
0.618 |
3,098.8 |
|
HIGH |
3,066.0 |
|
0.618 |
3,045.8 |
|
0.500 |
3,039.5 |
|
0.382 |
3,033.2 |
|
LOW |
3,013.0 |
|
0.618 |
2,980.2 |
|
1.000 |
2,960.0 |
|
1.618 |
2,927.2 |
|
2.618 |
2,874.2 |
|
4.250 |
2,787.8 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,044.5 |
3,059.0 |
| PP |
3,042.0 |
3,055.0 |
| S1 |
3,039.5 |
3,051.0 |
|