| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,028.00 |
2,026.50 |
-1.50 |
-0.1% |
2,003.00 |
| High |
2,029.25 |
2,036.00 |
6.75 |
0.3% |
2,025.75 |
| Low |
2,019.25 |
2,019.75 |
0.50 |
0.0% |
1,988.00 |
| Close |
2,028.50 |
2,026.50 |
-2.00 |
-0.1% |
2,018.25 |
| Range |
10.00 |
16.25 |
6.25 |
62.5% |
37.75 |
| ATR |
22.75 |
22.28 |
-0.46 |
-2.0% |
0.00 |
| Volume |
4,787 |
14,695 |
9,908 |
207.0% |
17,684 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.25 |
2,067.50 |
2,035.50 |
|
| R3 |
2,060.00 |
2,051.25 |
2,031.00 |
|
| R2 |
2,043.75 |
2,043.75 |
2,029.50 |
|
| R1 |
2,035.00 |
2,035.00 |
2,028.00 |
2,034.50 |
| PP |
2,027.50 |
2,027.50 |
2,027.50 |
2,027.25 |
| S1 |
2,018.75 |
2,018.75 |
2,025.00 |
2,018.50 |
| S2 |
2,011.25 |
2,011.25 |
2,023.50 |
|
| S3 |
1,995.00 |
2,002.50 |
2,022.00 |
|
| S4 |
1,978.75 |
1,986.25 |
2,017.50 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.00 |
2,108.75 |
2,039.00 |
|
| R3 |
2,086.25 |
2,071.00 |
2,028.75 |
|
| R2 |
2,048.50 |
2,048.50 |
2,025.25 |
|
| R1 |
2,033.25 |
2,033.25 |
2,021.75 |
2,041.00 |
| PP |
2,010.75 |
2,010.75 |
2,010.75 |
2,014.50 |
| S1 |
1,995.50 |
1,995.50 |
2,014.75 |
2,003.00 |
| S2 |
1,973.00 |
1,973.00 |
2,011.25 |
|
| S3 |
1,935.25 |
1,957.75 |
2,007.75 |
|
| S4 |
1,897.50 |
1,920.00 |
1,997.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,036.00 |
2,013.25 |
22.75 |
1.1% |
12.00 |
0.6% |
58% |
True |
False |
5,767 |
| 10 |
2,036.00 |
1,979.50 |
56.50 |
2.8% |
15.25 |
0.8% |
83% |
True |
False |
5,067 |
| 20 |
2,036.00 |
1,843.50 |
192.50 |
9.5% |
23.00 |
1.1% |
95% |
True |
False |
5,093 |
| 40 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
27.50 |
1.4% |
96% |
True |
False |
4,148 |
| 60 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
22.50 |
1.1% |
96% |
True |
False |
2,847 |
| 80 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
20.75 |
1.0% |
96% |
True |
False |
2,147 |
| 100 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
19.00 |
0.9% |
96% |
True |
False |
1,724 |
| 120 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
16.75 |
0.8% |
96% |
True |
False |
1,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.00 |
|
2.618 |
2,078.50 |
|
1.618 |
2,062.25 |
|
1.000 |
2,052.25 |
|
0.618 |
2,046.00 |
|
HIGH |
2,036.00 |
|
0.618 |
2,029.75 |
|
0.500 |
2,028.00 |
|
0.382 |
2,026.00 |
|
LOW |
2,019.75 |
|
0.618 |
2,009.75 |
|
1.000 |
2,003.50 |
|
1.618 |
1,993.50 |
|
2.618 |
1,977.25 |
|
4.250 |
1,950.75 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.00 |
2,027.50 |
| PP |
2,027.50 |
2,027.25 |
| S1 |
2,027.00 |
2,027.00 |
|