| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,075.0 |
3,110.0 |
35.0 |
1.1% |
3,057.0 |
| High |
3,123.0 |
3,131.0 |
8.0 |
0.3% |
3,105.0 |
| Low |
3,073.0 |
3,103.0 |
30.0 |
1.0% |
3,013.0 |
| Close |
3,107.0 |
3,112.0 |
5.0 |
0.2% |
3,046.0 |
| Range |
50.0 |
28.0 |
-22.0 |
-44.0% |
92.0 |
| ATR |
59.5 |
57.3 |
-2.3 |
-3.8% |
0.0 |
| Volume |
486 |
5,183 |
4,697 |
966.5% |
96,387 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,199.3 |
3,183.7 |
3,127.4 |
|
| R3 |
3,171.3 |
3,155.7 |
3,119.7 |
|
| R2 |
3,143.3 |
3,143.3 |
3,117.1 |
|
| R1 |
3,127.7 |
3,127.7 |
3,114.6 |
3,135.5 |
| PP |
3,115.3 |
3,115.3 |
3,115.3 |
3,119.3 |
| S1 |
3,099.7 |
3,099.7 |
3,109.4 |
3,107.5 |
| S2 |
3,087.3 |
3,087.3 |
3,106.9 |
|
| S3 |
3,059.3 |
3,071.7 |
3,104.3 |
|
| S4 |
3,031.3 |
3,043.7 |
3,096.6 |
|
|
| 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 |
3,131.0 |
3,013.0 |
118.0 |
3.8% |
48.2 |
1.5% |
84% |
True |
False |
15,291 |
| 10 |
3,131.0 |
3,013.0 |
118.0 |
3.8% |
51.1 |
1.6% |
84% |
True |
False |
12,582 |
| 20 |
3,131.0 |
2,951.0 |
180.0 |
5.8% |
52.6 |
1.7% |
89% |
True |
False |
8,853 |
| 40 |
3,240.0 |
2,768.0 |
472.0 |
15.2% |
62.8 |
2.0% |
73% |
False |
False |
10,173 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
52.1 |
1.7% |
67% |
False |
False |
7,436 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
47.7 |
1.5% |
67% |
False |
False |
5,700 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.6% |
43.2 |
1.4% |
67% |
False |
False |
4,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,250.0 |
|
2.618 |
3,204.3 |
|
1.618 |
3,176.3 |
|
1.000 |
3,159.0 |
|
0.618 |
3,148.3 |
|
HIGH |
3,131.0 |
|
0.618 |
3,120.3 |
|
0.500 |
3,117.0 |
|
0.382 |
3,113.7 |
|
LOW |
3,103.0 |
|
0.618 |
3,085.7 |
|
1.000 |
3,075.0 |
|
1.618 |
3,057.7 |
|
2.618 |
3,029.7 |
|
4.250 |
2,984.0 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,117.0 |
3,098.8 |
| PP |
3,115.3 |
3,085.7 |
| S1 |
3,113.7 |
3,072.5 |
|