| 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 |
3,054.0 |
3,023.0 |
-31.0 |
-1.0% |
3,057.0 |
| High |
3,060.0 |
3,083.0 |
23.0 |
0.8% |
3,105.0 |
| Low |
3,019.0 |
3,014.0 |
-5.0 |
-0.2% |
3,013.0 |
| Close |
3,046.0 |
3,072.0 |
26.0 |
0.9% |
3,046.0 |
| Range |
41.0 |
69.0 |
28.0 |
68.3% |
92.0 |
| ATR |
59.5 |
60.2 |
0.7 |
1.1% |
0.0 |
| Volume |
62,867 |
240 |
-62,627 |
-99.6% |
96,387 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,263.3 |
3,236.7 |
3,110.0 |
|
| R3 |
3,194.3 |
3,167.7 |
3,091.0 |
|
| R2 |
3,125.3 |
3,125.3 |
3,084.7 |
|
| R1 |
3,098.7 |
3,098.7 |
3,078.3 |
3,112.0 |
| PP |
3,056.3 |
3,056.3 |
3,056.3 |
3,063.0 |
| S1 |
3,029.7 |
3,029.7 |
3,065.7 |
3,043.0 |
| S2 |
2,987.3 |
2,987.3 |
3,059.4 |
|
| S3 |
2,918.3 |
2,960.7 |
3,053.0 |
|
| S4 |
2,849.3 |
2,891.7 |
3,034.1 |
|
|
| 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% |
49.0 |
1.6% |
64% |
False |
False |
19,296 |
| 10 |
3,125.0 |
3,013.0 |
112.0 |
3.6% |
54.0 |
1.8% |
53% |
False |
False |
13,996 |
| 20 |
3,125.0 |
2,891.0 |
234.0 |
7.6% |
55.9 |
1.8% |
77% |
False |
False |
16,655 |
| 40 |
3,240.0 |
2,768.0 |
472.0 |
15.4% |
63.7 |
2.1% |
64% |
False |
False |
10,313 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
51.6 |
1.7% |
59% |
False |
False |
7,342 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
47.1 |
1.5% |
59% |
False |
False |
5,629 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.8% |
42.6 |
1.4% |
59% |
False |
False |
4,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,376.3 |
|
2.618 |
3,263.6 |
|
1.618 |
3,194.6 |
|
1.000 |
3,152.0 |
|
0.618 |
3,125.6 |
|
HIGH |
3,083.0 |
|
0.618 |
3,056.6 |
|
0.500 |
3,048.5 |
|
0.382 |
3,040.4 |
|
LOW |
3,014.0 |
|
0.618 |
2,971.4 |
|
1.000 |
2,945.0 |
|
1.618 |
2,902.4 |
|
2.618 |
2,833.4 |
|
4.250 |
2,720.8 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,064.2 |
3,064.0 |
| PP |
3,056.3 |
3,056.0 |
| S1 |
3,048.5 |
3,048.0 |
|