| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,029.25 |
2,031.25 |
2.00 |
0.1% |
2,018.00 |
| High |
2,033.25 |
2,046.50 |
13.25 |
0.7% |
2,036.00 |
| Low |
2,018.00 |
2,028.50 |
10.50 |
0.5% |
2,013.50 |
| Close |
2,032.25 |
2,041.25 |
9.00 |
0.4% |
2,030.50 |
| Range |
15.25 |
18.00 |
2.75 |
18.0% |
22.50 |
| ATR |
20.77 |
20.57 |
-0.20 |
-1.0% |
0.00 |
| Volume |
9,094 |
11,254 |
2,160 |
23.8% |
31,855 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.75 |
2,085.00 |
2,051.25 |
|
| R3 |
2,074.75 |
2,067.00 |
2,046.25 |
|
| R2 |
2,056.75 |
2,056.75 |
2,044.50 |
|
| R1 |
2,049.00 |
2,049.00 |
2,043.00 |
2,053.00 |
| PP |
2,038.75 |
2,038.75 |
2,038.75 |
2,040.75 |
| S1 |
2,031.00 |
2,031.00 |
2,039.50 |
2,035.00 |
| S2 |
2,020.75 |
2,020.75 |
2,038.00 |
|
| S3 |
2,002.75 |
2,013.00 |
2,036.25 |
|
| S4 |
1,984.75 |
1,995.00 |
2,031.25 |
|
|
| 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 |
2,046.50 |
2,018.00 |
28.50 |
1.4% |
13.25 |
0.7% |
82% |
True |
False |
8,967 |
| 10 |
2,046.50 |
1,996.00 |
50.50 |
2.5% |
13.50 |
0.7% |
90% |
True |
False |
5,940 |
| 20 |
2,046.50 |
1,912.25 |
134.25 |
6.6% |
19.00 |
0.9% |
96% |
True |
False |
5,707 |
| 40 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
27.25 |
1.3% |
98% |
True |
False |
4,710 |
| 60 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
22.75 |
1.1% |
98% |
True |
False |
3,268 |
| 80 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
21.00 |
1.0% |
98% |
True |
False |
2,463 |
| 100 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
19.00 |
0.9% |
98% |
True |
False |
1,976 |
| 120 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
17.00 |
0.8% |
98% |
True |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.00 |
|
2.618 |
2,093.50 |
|
1.618 |
2,075.50 |
|
1.000 |
2,064.50 |
|
0.618 |
2,057.50 |
|
HIGH |
2,046.50 |
|
0.618 |
2,039.50 |
|
0.500 |
2,037.50 |
|
0.382 |
2,035.50 |
|
LOW |
2,028.50 |
|
0.618 |
2,017.50 |
|
1.000 |
2,010.50 |
|
1.618 |
1,999.50 |
|
2.618 |
1,981.50 |
|
4.250 |
1,952.00 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.00 |
2,038.25 |
| PP |
2,038.75 |
2,035.25 |
| S1 |
2,037.50 |
2,032.25 |
|