| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,038.00 |
2,045.00 |
7.00 |
0.3% |
2,029.25 |
| High |
2,047.50 |
2,065.00 |
17.50 |
0.9% |
2,065.00 |
| Low |
2,027.75 |
2,043.25 |
15.50 |
0.8% |
2,018.00 |
| Close |
2,045.00 |
2,054.50 |
9.50 |
0.5% |
2,054.50 |
| Range |
19.75 |
21.75 |
2.00 |
10.1% |
47.00 |
| ATR |
19.96 |
20.09 |
0.13 |
0.6% |
0.00 |
| Volume |
15,573 |
13,935 |
-1,638 |
-10.5% |
65,969 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.50 |
2,108.75 |
2,066.50 |
|
| R3 |
2,097.75 |
2,087.00 |
2,060.50 |
|
| R2 |
2,076.00 |
2,076.00 |
2,058.50 |
|
| R1 |
2,065.25 |
2,065.25 |
2,056.50 |
2,070.50 |
| PP |
2,054.25 |
2,054.25 |
2,054.25 |
2,057.00 |
| S1 |
2,043.50 |
2,043.50 |
2,052.50 |
2,049.00 |
| S2 |
2,032.50 |
2,032.50 |
2,050.50 |
|
| S3 |
2,010.75 |
2,021.75 |
2,048.50 |
|
| S4 |
1,989.00 |
2,000.00 |
2,042.50 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.75 |
2,167.75 |
2,080.25 |
|
| R3 |
2,139.75 |
2,120.75 |
2,067.50 |
|
| R2 |
2,092.75 |
2,092.75 |
2,063.00 |
|
| R1 |
2,073.75 |
2,073.75 |
2,058.75 |
2,083.25 |
| PP |
2,045.75 |
2,045.75 |
2,045.75 |
2,050.50 |
| S1 |
2,026.75 |
2,026.75 |
2,050.25 |
2,036.25 |
| S2 |
1,998.75 |
1,998.75 |
2,046.00 |
|
| S3 |
1,951.75 |
1,979.75 |
2,041.50 |
|
| S4 |
1,904.75 |
1,932.75 |
2,028.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,065.00 |
2,018.00 |
47.00 |
2.3% |
17.50 |
0.8% |
78% |
True |
False |
13,193 |
| 10 |
2,065.00 |
2,013.50 |
51.50 |
2.5% |
14.00 |
0.7% |
80% |
True |
False |
9,782 |
| 20 |
2,065.00 |
1,936.75 |
128.25 |
6.2% |
17.25 |
0.8% |
92% |
True |
False |
7,209 |
| 40 |
2,065.00 |
1,805.00 |
260.00 |
12.7% |
26.50 |
1.3% |
96% |
True |
False |
5,737 |
| 60 |
2,065.00 |
1,805.00 |
260.00 |
12.7% |
23.25 |
1.1% |
96% |
True |
False |
4,026 |
| 80 |
2,065.00 |
1,805.00 |
260.00 |
12.7% |
20.75 |
1.0% |
96% |
True |
False |
3,029 |
| 100 |
2,065.00 |
1,805.00 |
260.00 |
12.7% |
19.25 |
0.9% |
96% |
True |
False |
2,432 |
| 120 |
2,065.00 |
1,805.00 |
260.00 |
12.7% |
17.25 |
0.8% |
96% |
True |
False |
2,030 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.50 |
|
2.618 |
2,122.00 |
|
1.618 |
2,100.25 |
|
1.000 |
2,086.75 |
|
0.618 |
2,078.50 |
|
HIGH |
2,065.00 |
|
0.618 |
2,056.75 |
|
0.500 |
2,054.00 |
|
0.382 |
2,051.50 |
|
LOW |
2,043.25 |
|
0.618 |
2,029.75 |
|
1.000 |
2,021.50 |
|
1.618 |
2,008.00 |
|
2.618 |
1,986.25 |
|
4.250 |
1,950.75 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.50 |
2,051.75 |
| PP |
2,054.25 |
2,049.00 |
| S1 |
2,054.00 |
2,046.50 |
|