| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,060.0 |
3,054.0 |
-6.0 |
-0.2% |
3,057.0 |
| High |
3,066.0 |
3,060.0 |
-6.0 |
-0.2% |
3,105.0 |
| Low |
3,013.0 |
3,019.0 |
6.0 |
0.2% |
3,013.0 |
| Close |
3,047.0 |
3,046.0 |
-1.0 |
0.0% |
3,046.0 |
| Range |
53.0 |
41.0 |
-12.0 |
-22.6% |
92.0 |
| ATR |
60.9 |
59.5 |
-1.4 |
-2.3% |
0.0 |
| Volume |
7,683 |
62,867 |
55,184 |
718.3% |
96,387 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,164.7 |
3,146.3 |
3,068.6 |
|
| R3 |
3,123.7 |
3,105.3 |
3,057.3 |
|
| R2 |
3,082.7 |
3,082.7 |
3,053.5 |
|
| R1 |
3,064.3 |
3,064.3 |
3,049.8 |
3,053.0 |
| PP |
3,041.7 |
3,041.7 |
3,041.7 |
3,036.0 |
| S1 |
3,023.3 |
3,023.3 |
3,042.2 |
3,012.0 |
| S2 |
3,000.7 |
3,000.7 |
3,038.5 |
|
| S3 |
2,959.7 |
2,982.3 |
3,034.7 |
|
| S4 |
2,918.7 |
2,941.3 |
3,023.5 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.7 |
3,280.3 |
3,096.6 |
|
| R3 |
3,238.7 |
3,188.3 |
3,071.3 |
|
| R2 |
3,146.7 |
3,146.7 |
3,062.9 |
|
| R1 |
3,096.3 |
3,096.3 |
3,054.4 |
3,075.5 |
| PP |
3,054.7 |
3,054.7 |
3,054.7 |
3,044.3 |
| S1 |
3,004.3 |
3,004.3 |
3,037.6 |
2,983.5 |
| S2 |
2,962.7 |
2,962.7 |
3,029.1 |
|
| S3 |
2,870.7 |
2,912.3 |
3,020.7 |
|
| S4 |
2,778.7 |
2,820.3 |
2,995.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,105.0 |
3,013.0 |
92.0 |
3.0% |
43.2 |
1.4% |
36% |
False |
False |
19,277 |
| 10 |
3,125.0 |
3,013.0 |
112.0 |
3.7% |
50.8 |
1.7% |
29% |
False |
False |
13,980 |
| 20 |
3,125.0 |
2,891.0 |
234.0 |
7.7% |
55.4 |
1.8% |
66% |
False |
False |
16,656 |
| 40 |
3,255.0 |
2,768.0 |
487.0 |
16.0% |
62.6 |
2.1% |
57% |
False |
False |
10,308 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
51.0 |
1.7% |
54% |
False |
False |
7,340 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
46.8 |
1.5% |
54% |
False |
False |
5,626 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.0% |
42.1 |
1.4% |
54% |
False |
False |
4,505 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,234.3 |
|
2.618 |
3,167.3 |
|
1.618 |
3,126.3 |
|
1.000 |
3,101.0 |
|
0.618 |
3,085.3 |
|
HIGH |
3,060.0 |
|
0.618 |
3,044.3 |
|
0.500 |
3,039.5 |
|
0.382 |
3,034.7 |
|
LOW |
3,019.0 |
|
0.618 |
2,993.7 |
|
1.000 |
2,978.0 |
|
1.618 |
2,952.7 |
|
2.618 |
2,911.7 |
|
4.250 |
2,844.8 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,043.8 |
3,050.5 |
| PP |
3,041.7 |
3,049.0 |
| S1 |
3,039.5 |
3,047.5 |
|