| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,031.25 |
2,040.00 |
8.75 |
0.4% |
2,018.00 |
| High |
2,046.50 |
2,043.00 |
-3.50 |
-0.2% |
2,036.00 |
| Low |
2,028.50 |
2,030.75 |
2.25 |
0.1% |
2,013.50 |
| Close |
2,041.25 |
2,040.00 |
-1.25 |
-0.1% |
2,030.50 |
| Range |
18.00 |
12.25 |
-5.75 |
-31.9% |
22.50 |
| ATR |
20.57 |
19.97 |
-0.59 |
-2.9% |
0.00 |
| Volume |
11,254 |
16,113 |
4,859 |
43.2% |
31,855 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.75 |
2,069.50 |
2,046.75 |
|
| R3 |
2,062.50 |
2,057.25 |
2,043.25 |
|
| R2 |
2,050.25 |
2,050.25 |
2,042.25 |
|
| R1 |
2,045.00 |
2,045.00 |
2,041.00 |
2,046.00 |
| PP |
2,038.00 |
2,038.00 |
2,038.00 |
2,038.50 |
| S1 |
2,032.75 |
2,032.75 |
2,039.00 |
2,034.00 |
| S2 |
2,025.75 |
2,025.75 |
2,037.75 |
|
| S3 |
2,013.50 |
2,020.50 |
2,036.75 |
|
| S4 |
2,001.25 |
2,008.25 |
2,033.25 |
|
|
| 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% |
13.75 |
0.7% |
77% |
False |
False |
11,233 |
| 10 |
2,046.50 |
2,003.75 |
42.75 |
2.1% |
13.00 |
0.6% |
85% |
False |
False |
7,332 |
| 20 |
2,046.50 |
1,914.75 |
131.75 |
6.5% |
18.50 |
0.9% |
95% |
False |
False |
6,238 |
| 40 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
27.00 |
1.3% |
97% |
False |
False |
5,070 |
| 60 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
22.75 |
1.1% |
97% |
False |
False |
3,536 |
| 80 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
21.00 |
1.0% |
97% |
False |
False |
2,662 |
| 100 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
19.00 |
0.9% |
97% |
False |
False |
2,137 |
| 120 |
2,046.50 |
1,805.00 |
241.50 |
11.8% |
17.00 |
0.8% |
97% |
False |
False |
1,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.00 |
|
2.618 |
2,075.00 |
|
1.618 |
2,062.75 |
|
1.000 |
2,055.25 |
|
0.618 |
2,050.50 |
|
HIGH |
2,043.00 |
|
0.618 |
2,038.25 |
|
0.500 |
2,037.00 |
|
0.382 |
2,035.50 |
|
LOW |
2,030.75 |
|
0.618 |
2,023.25 |
|
1.000 |
2,018.50 |
|
1.618 |
2,011.00 |
|
2.618 |
1,998.75 |
|
4.250 |
1,978.75 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.00 |
2,037.50 |
| PP |
2,038.00 |
2,034.75 |
| S1 |
2,037.00 |
2,032.25 |
|