| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,110.0 |
3,111.0 |
1.0 |
0.0% |
3,057.0 |
| High |
3,131.0 |
3,111.0 |
-20.0 |
-0.6% |
3,105.0 |
| Low |
3,103.0 |
3,066.0 |
-37.0 |
-1.2% |
3,013.0 |
| Close |
3,112.0 |
3,093.0 |
-19.0 |
-0.6% |
3,046.0 |
| Range |
28.0 |
45.0 |
17.0 |
60.7% |
92.0 |
| ATR |
57.3 |
56.5 |
-0.8 |
-1.4% |
0.0 |
| Volume |
5,183 |
190 |
-4,993 |
-96.3% |
96,387 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.0 |
3,204.0 |
3,117.8 |
|
| R3 |
3,180.0 |
3,159.0 |
3,105.4 |
|
| R2 |
3,135.0 |
3,135.0 |
3,101.3 |
|
| R1 |
3,114.0 |
3,114.0 |
3,097.1 |
3,102.0 |
| PP |
3,090.0 |
3,090.0 |
3,090.0 |
3,084.0 |
| S1 |
3,069.0 |
3,069.0 |
3,088.9 |
3,057.0 |
| S2 |
3,045.0 |
3,045.0 |
3,084.8 |
|
| S3 |
3,000.0 |
3,024.0 |
3,080.6 |
|
| S4 |
2,955.0 |
2,979.0 |
3,068.3 |
|
|
| 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 |
3,014.0 |
117.0 |
3.8% |
46.6 |
1.5% |
68% |
False |
False |
13,793 |
| 10 |
3,131.0 |
3,013.0 |
118.0 |
3.8% |
48.7 |
1.6% |
68% |
False |
False |
10,321 |
| 20 |
3,131.0 |
2,951.0 |
180.0 |
5.8% |
51.1 |
1.7% |
79% |
False |
False |
8,188 |
| 40 |
3,221.0 |
2,768.0 |
453.0 |
14.6% |
62.3 |
2.0% |
72% |
False |
False |
10,164 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
52.4 |
1.7% |
63% |
False |
False |
7,427 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
47.6 |
1.5% |
63% |
False |
False |
5,700 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.7% |
43.2 |
1.4% |
63% |
False |
False |
4,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,302.3 |
|
2.618 |
3,228.8 |
|
1.618 |
3,183.8 |
|
1.000 |
3,156.0 |
|
0.618 |
3,138.8 |
|
HIGH |
3,111.0 |
|
0.618 |
3,093.8 |
|
0.500 |
3,088.5 |
|
0.382 |
3,083.2 |
|
LOW |
3,066.0 |
|
0.618 |
3,038.2 |
|
1.000 |
3,021.0 |
|
1.618 |
2,993.2 |
|
2.618 |
2,948.2 |
|
4.250 |
2,874.8 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,091.5 |
3,098.5 |
| PP |
3,090.0 |
3,096.7 |
| S1 |
3,088.5 |
3,094.8 |
|