| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,111.0 |
3,103.0 |
-8.0 |
-0.3% |
3,023.0 |
| High |
3,111.0 |
3,186.0 |
75.0 |
2.4% |
3,186.0 |
| Low |
3,066.0 |
3,100.0 |
34.0 |
1.1% |
3,014.0 |
| Close |
3,093.0 |
3,186.0 |
93.0 |
3.0% |
3,186.0 |
| Range |
45.0 |
86.0 |
41.0 |
91.1% |
172.0 |
| ATR |
56.5 |
59.1 |
2.6 |
4.6% |
0.0 |
| Volume |
190 |
225,161 |
224,971 |
118,405.8% |
231,260 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,415.3 |
3,386.7 |
3,233.3 |
|
| R3 |
3,329.3 |
3,300.7 |
3,209.7 |
|
| R2 |
3,243.3 |
3,243.3 |
3,201.8 |
|
| R1 |
3,214.7 |
3,214.7 |
3,193.9 |
3,229.0 |
| PP |
3,157.3 |
3,157.3 |
3,157.3 |
3,164.5 |
| S1 |
3,128.7 |
3,128.7 |
3,178.1 |
3,143.0 |
| S2 |
3,071.3 |
3,071.3 |
3,170.2 |
|
| S3 |
2,985.3 |
3,042.7 |
3,162.4 |
|
| S4 |
2,899.3 |
2,956.7 |
3,138.7 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.7 |
3,587.3 |
3,280.6 |
|
| R3 |
3,472.7 |
3,415.3 |
3,233.3 |
|
| R2 |
3,300.7 |
3,300.7 |
3,217.5 |
|
| R1 |
3,243.3 |
3,243.3 |
3,201.8 |
3,272.0 |
| PP |
3,128.7 |
3,128.7 |
3,128.7 |
3,143.0 |
| S1 |
3,071.3 |
3,071.3 |
3,170.2 |
3,100.0 |
| S2 |
2,956.7 |
2,956.7 |
3,154.5 |
|
| S3 |
2,784.7 |
2,899.3 |
3,138.7 |
|
| S4 |
2,612.7 |
2,727.3 |
3,091.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,186.0 |
3,014.0 |
172.0 |
5.4% |
55.6 |
1.7% |
100% |
True |
False |
46,252 |
| 10 |
3,186.0 |
3,013.0 |
173.0 |
5.4% |
49.4 |
1.6% |
100% |
True |
False |
32,764 |
| 20 |
3,186.0 |
2,951.0 |
235.0 |
7.4% |
54.3 |
1.7% |
100% |
True |
False |
19,441 |
| 40 |
3,220.0 |
2,768.0 |
452.0 |
14.2% |
63.2 |
2.0% |
92% |
False |
False |
15,790 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
53.3 |
1.7% |
81% |
False |
False |
11,179 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
48.0 |
1.5% |
81% |
False |
False |
8,515 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
44.0 |
1.4% |
81% |
False |
False |
6,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,551.5 |
|
2.618 |
3,411.1 |
|
1.618 |
3,325.1 |
|
1.000 |
3,272.0 |
|
0.618 |
3,239.1 |
|
HIGH |
3,186.0 |
|
0.618 |
3,153.1 |
|
0.500 |
3,143.0 |
|
0.382 |
3,132.9 |
|
LOW |
3,100.0 |
|
0.618 |
3,046.9 |
|
1.000 |
3,014.0 |
|
1.618 |
2,960.9 |
|
2.618 |
2,874.9 |
|
4.250 |
2,734.5 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,171.7 |
3,166.0 |
| PP |
3,157.3 |
3,146.0 |
| S1 |
3,143.0 |
3,126.0 |
|