| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,040.00 |
2,038.00 |
-2.00 |
-0.1% |
2,018.00 |
| High |
2,043.00 |
2,047.50 |
4.50 |
0.2% |
2,036.00 |
| Low |
2,030.75 |
2,027.75 |
-3.00 |
-0.1% |
2,013.50 |
| Close |
2,040.00 |
2,045.00 |
5.00 |
0.2% |
2,030.50 |
| Range |
12.25 |
19.75 |
7.50 |
61.2% |
22.50 |
| ATR |
19.97 |
19.96 |
-0.02 |
-0.1% |
0.00 |
| Volume |
16,113 |
15,573 |
-540 |
-3.4% |
31,855 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.25 |
2,092.00 |
2,055.75 |
|
| R3 |
2,079.50 |
2,072.25 |
2,050.50 |
|
| R2 |
2,059.75 |
2,059.75 |
2,048.50 |
|
| R1 |
2,052.50 |
2,052.50 |
2,046.75 |
2,056.00 |
| PP |
2,040.00 |
2,040.00 |
2,040.00 |
2,042.00 |
| S1 |
2,032.75 |
2,032.75 |
2,043.25 |
2,036.50 |
| S2 |
2,020.25 |
2,020.25 |
2,041.50 |
|
| S3 |
2,000.50 |
2,013.00 |
2,039.50 |
|
| S4 |
1,980.75 |
1,993.25 |
2,034.25 |
|
|
| 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 |
2,047.50 |
2,018.00 |
29.50 |
1.4% |
14.50 |
0.7% |
92% |
True |
False |
11,408 |
| 10 |
2,047.50 |
2,013.25 |
34.25 |
1.7% |
13.25 |
0.6% |
93% |
True |
False |
8,588 |
| 20 |
2,047.50 |
1,924.25 |
123.25 |
6.0% |
17.75 |
0.9% |
98% |
True |
False |
6,736 |
| 40 |
2,047.50 |
1,805.00 |
242.50 |
11.9% |
26.50 |
1.3% |
99% |
True |
False |
5,432 |
| 60 |
2,047.50 |
1,805.00 |
242.50 |
11.9% |
23.00 |
1.1% |
99% |
True |
False |
3,795 |
| 80 |
2,047.50 |
1,805.00 |
242.50 |
11.9% |
21.00 |
1.0% |
99% |
True |
False |
2,855 |
| 100 |
2,047.50 |
1,805.00 |
242.50 |
11.9% |
19.00 |
0.9% |
99% |
True |
False |
2,293 |
| 120 |
2,047.50 |
1,805.00 |
242.50 |
11.9% |
17.25 |
0.8% |
99% |
True |
False |
1,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.50 |
|
2.618 |
2,099.25 |
|
1.618 |
2,079.50 |
|
1.000 |
2,067.25 |
|
0.618 |
2,059.75 |
|
HIGH |
2,047.50 |
|
0.618 |
2,040.00 |
|
0.500 |
2,037.50 |
|
0.382 |
2,035.25 |
|
LOW |
2,027.75 |
|
0.618 |
2,015.50 |
|
1.000 |
2,008.00 |
|
1.618 |
1,995.75 |
|
2.618 |
1,976.00 |
|
4.250 |
1,943.75 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.50 |
2,042.50 |
| PP |
2,040.00 |
2,040.00 |
| S1 |
2,037.50 |
2,037.50 |
|