| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,027.00 |
2,029.25 |
2.25 |
0.1% |
2,018.00 |
| High |
2,031.75 |
2,033.25 |
1.50 |
0.1% |
2,036.00 |
| Low |
2,024.75 |
2,018.00 |
-6.75 |
-0.3% |
2,013.50 |
| Close |
2,030.50 |
2,032.25 |
1.75 |
0.1% |
2,030.50 |
| Range |
7.00 |
15.25 |
8.25 |
117.9% |
22.50 |
| ATR |
21.19 |
20.77 |
-0.42 |
-2.0% |
0.00 |
| Volume |
5,009 |
9,094 |
4,085 |
81.6% |
31,855 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,073.50 |
2,068.25 |
2,040.75 |
|
| R3 |
2,058.25 |
2,053.00 |
2,036.50 |
|
| R2 |
2,043.00 |
2,043.00 |
2,035.00 |
|
| R1 |
2,037.75 |
2,037.75 |
2,033.75 |
2,040.50 |
| PP |
2,027.75 |
2,027.75 |
2,027.75 |
2,029.25 |
| S1 |
2,022.50 |
2,022.50 |
2,030.75 |
2,025.00 |
| S2 |
2,012.50 |
2,012.50 |
2,029.50 |
|
| S3 |
1,997.25 |
2,007.25 |
2,028.00 |
|
| S4 |
1,982.00 |
1,992.00 |
2,023.75 |
|
|
| 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 |
2,018.00 |
18.00 |
0.9% |
11.25 |
0.5% |
79% |
False |
True |
7,141 |
| 10 |
2,036.00 |
1,988.00 |
48.00 |
2.4% |
13.50 |
0.7% |
92% |
False |
False |
5,294 |
| 20 |
2,036.00 |
1,879.50 |
156.50 |
7.7% |
20.75 |
1.0% |
98% |
False |
False |
5,300 |
| 40 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
27.25 |
1.3% |
98% |
False |
False |
4,455 |
| 60 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
22.50 |
1.1% |
98% |
False |
False |
3,081 |
| 80 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
21.00 |
1.0% |
98% |
False |
False |
2,323 |
| 100 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
18.75 |
0.9% |
98% |
False |
False |
1,864 |
| 120 |
2,036.00 |
1,805.00 |
231.00 |
11.4% |
16.75 |
0.8% |
98% |
False |
False |
1,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,098.00 |
|
2.618 |
2,073.25 |
|
1.618 |
2,058.00 |
|
1.000 |
2,048.50 |
|
0.618 |
2,042.75 |
|
HIGH |
2,033.25 |
|
0.618 |
2,027.50 |
|
0.500 |
2,025.50 |
|
0.382 |
2,023.75 |
|
LOW |
2,018.00 |
|
0.618 |
2,008.50 |
|
1.000 |
2,002.75 |
|
1.618 |
1,993.25 |
|
2.618 |
1,978.00 |
|
4.250 |
1,953.25 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.00 |
2,030.50 |
| PP |
2,027.75 |
2,028.75 |
| S1 |
2,025.50 |
2,027.00 |
|