| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,026.50 |
2,027.00 |
0.50 |
0.0% |
2,018.00 |
| High |
2,036.00 |
2,031.75 |
-4.25 |
-0.2% |
2,036.00 |
| Low |
2,019.75 |
2,024.75 |
5.00 |
0.2% |
2,013.50 |
| Close |
2,026.50 |
2,030.50 |
4.00 |
0.2% |
2,030.50 |
| Range |
16.25 |
7.00 |
-9.25 |
-56.9% |
22.50 |
| ATR |
22.28 |
21.19 |
-1.09 |
-4.9% |
0.00 |
| Volume |
14,695 |
5,009 |
-9,686 |
-65.9% |
31,855 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,050.00 |
2,047.25 |
2,034.25 |
|
| R3 |
2,043.00 |
2,040.25 |
2,032.50 |
|
| R2 |
2,036.00 |
2,036.00 |
2,031.75 |
|
| R1 |
2,033.25 |
2,033.25 |
2,031.25 |
2,034.50 |
| PP |
2,029.00 |
2,029.00 |
2,029.00 |
2,029.75 |
| S1 |
2,026.25 |
2,026.25 |
2,029.75 |
2,027.50 |
| S2 |
2,022.00 |
2,022.00 |
2,029.25 |
|
| S3 |
2,015.00 |
2,019.25 |
2,028.50 |
|
| S4 |
2,008.00 |
2,012.25 |
2,026.75 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.25 |
2,084.75 |
2,043.00 |
|
| R3 |
2,071.75 |
2,062.25 |
2,036.75 |
|
| R2 |
2,049.25 |
2,049.25 |
2,034.50 |
|
| R1 |
2,039.75 |
2,039.75 |
2,032.50 |
2,044.50 |
| PP |
2,026.75 |
2,026.75 |
2,026.75 |
2,029.00 |
| S1 |
2,017.25 |
2,017.25 |
2,028.50 |
2,022.00 |
| S2 |
2,004.25 |
2,004.25 |
2,026.50 |
|
| S3 |
1,981.75 |
1,994.75 |
2,024.25 |
|
| S4 |
1,959.25 |
1,972.25 |
2,018.00 |
|
|
| 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 |
2,013.50 |
22.50 |
1.1% |
10.75 |
0.5% |
76% |
False |
False |
6,371 |
| 10 |
2,036.00 |
1,988.00 |
48.00 |
2.4% |
13.00 |
0.6% |
89% |
False |
False |
4,953 |
| 20 |
2,036.00 |
1,865.00 |
171.00 |
8.4% |
21.50 |
1.1% |
97% |
False |
False |
5,162 |
| 40 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
27.25 |
1.3% |
98% |
False |
False |
4,265 |
| 60 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
22.50 |
1.1% |
98% |
False |
False |
2,930 |
| 80 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
20.75 |
1.0% |
98% |
False |
False |
2,209 |
| 100 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
18.75 |
0.9% |
98% |
False |
False |
1,773 |
| 120 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
16.75 |
0.8% |
98% |
False |
False |
1,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.50 |
|
2.618 |
2,050.00 |
|
1.618 |
2,043.00 |
|
1.000 |
2,038.75 |
|
0.618 |
2,036.00 |
|
HIGH |
2,031.75 |
|
0.618 |
2,029.00 |
|
0.500 |
2,028.25 |
|
0.382 |
2,027.50 |
|
LOW |
2,024.75 |
|
0.618 |
2,020.50 |
|
1.000 |
2,017.75 |
|
1.618 |
2,013.50 |
|
2.618 |
2,006.50 |
|
4.250 |
1,995.00 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.75 |
2,029.50 |
| PP |
2,029.00 |
2,028.50 |
| S1 |
2,028.25 |
2,027.50 |
|