| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,023.0 |
3,075.0 |
52.0 |
1.7% |
3,057.0 |
| High |
3,083.0 |
3,123.0 |
40.0 |
1.3% |
3,105.0 |
| Low |
3,014.0 |
3,073.0 |
59.0 |
2.0% |
3,013.0 |
| Close |
3,072.0 |
3,107.0 |
35.0 |
1.1% |
3,046.0 |
| Range |
69.0 |
50.0 |
-19.0 |
-27.5% |
92.0 |
| ATR |
60.2 |
59.5 |
-0.7 |
-1.1% |
0.0 |
| Volume |
240 |
486 |
246 |
102.5% |
96,387 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,251.0 |
3,229.0 |
3,134.5 |
|
| R3 |
3,201.0 |
3,179.0 |
3,120.8 |
|
| R2 |
3,151.0 |
3,151.0 |
3,116.2 |
|
| R1 |
3,129.0 |
3,129.0 |
3,111.6 |
3,140.0 |
| PP |
3,101.0 |
3,101.0 |
3,101.0 |
3,106.5 |
| S1 |
3,079.0 |
3,079.0 |
3,102.4 |
3,090.0 |
| S2 |
3,051.0 |
3,051.0 |
3,097.8 |
|
| S3 |
3,001.0 |
3,029.0 |
3,093.3 |
|
| S4 |
2,951.0 |
2,979.0 |
3,079.5 |
|
|
| 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 |
3,123.0 |
3,013.0 |
110.0 |
3.5% |
54.2 |
1.7% |
85% |
True |
False |
14,375 |
| 10 |
3,125.0 |
3,013.0 |
112.0 |
3.6% |
52.5 |
1.7% |
84% |
False |
False |
13,007 |
| 20 |
3,125.0 |
2,951.0 |
174.0 |
5.6% |
53.4 |
1.7% |
90% |
False |
False |
14,164 |
| 40 |
3,240.0 |
2,768.0 |
472.0 |
15.2% |
63.6 |
2.0% |
72% |
False |
False |
10,191 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
51.8 |
1.7% |
66% |
False |
False |
7,350 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
47.8 |
1.5% |
66% |
False |
False |
5,635 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
43.0 |
1.4% |
66% |
False |
False |
4,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,335.5 |
|
2.618 |
3,253.9 |
|
1.618 |
3,203.9 |
|
1.000 |
3,173.0 |
|
0.618 |
3,153.9 |
|
HIGH |
3,123.0 |
|
0.618 |
3,103.9 |
|
0.500 |
3,098.0 |
|
0.382 |
3,092.1 |
|
LOW |
3,073.0 |
|
0.618 |
3,042.1 |
|
1.000 |
3,023.0 |
|
1.618 |
2,992.1 |
|
2.618 |
2,942.1 |
|
4.250 |
2,860.5 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,104.0 |
3,094.2 |
| PP |
3,101.0 |
3,081.3 |
| S1 |
3,098.0 |
3,068.5 |
|