| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,045.00 |
2,054.75 |
9.75 |
0.5% |
2,029.25 |
| High |
2,065.00 |
2,061.75 |
-3.25 |
-0.2% |
2,065.00 |
| Low |
2,043.25 |
2,053.75 |
10.50 |
0.5% |
2,018.00 |
| Close |
2,054.50 |
2,060.25 |
5.75 |
0.3% |
2,054.50 |
| Range |
21.75 |
8.00 |
-13.75 |
-63.2% |
47.00 |
| ATR |
20.09 |
19.22 |
-0.86 |
-4.3% |
0.00 |
| Volume |
13,935 |
20,682 |
6,747 |
48.4% |
65,969 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.50 |
2,079.50 |
2,064.75 |
|
| R3 |
2,074.50 |
2,071.50 |
2,062.50 |
|
| R2 |
2,066.50 |
2,066.50 |
2,061.75 |
|
| R1 |
2,063.50 |
2,063.50 |
2,061.00 |
2,065.00 |
| PP |
2,058.50 |
2,058.50 |
2,058.50 |
2,059.50 |
| S1 |
2,055.50 |
2,055.50 |
2,059.50 |
2,057.00 |
| S2 |
2,050.50 |
2,050.50 |
2,058.75 |
|
| S3 |
2,042.50 |
2,047.50 |
2,058.00 |
|
| S4 |
2,034.50 |
2,039.50 |
2,055.75 |
|
|
| 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 |
2,027.75 |
37.25 |
1.8% |
16.00 |
0.8% |
87% |
False |
False |
15,511 |
| 10 |
2,065.00 |
2,018.00 |
47.00 |
2.3% |
13.50 |
0.7% |
90% |
False |
False |
11,326 |
| 20 |
2,065.00 |
1,949.25 |
115.75 |
5.6% |
16.75 |
0.8% |
96% |
False |
False |
8,073 |
| 40 |
2,065.00 |
1,805.00 |
260.00 |
12.6% |
26.25 |
1.3% |
98% |
False |
False |
6,212 |
| 60 |
2,065.00 |
1,805.00 |
260.00 |
12.6% |
23.25 |
1.1% |
98% |
False |
False |
4,371 |
| 80 |
2,065.00 |
1,805.00 |
260.00 |
12.6% |
20.75 |
1.0% |
98% |
False |
False |
3,287 |
| 100 |
2,065.00 |
1,805.00 |
260.00 |
12.6% |
19.25 |
0.9% |
98% |
False |
False |
2,638 |
| 120 |
2,065.00 |
1,805.00 |
260.00 |
12.6% |
17.25 |
0.8% |
98% |
False |
False |
2,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,095.75 |
|
2.618 |
2,082.75 |
|
1.618 |
2,074.75 |
|
1.000 |
2,069.75 |
|
0.618 |
2,066.75 |
|
HIGH |
2,061.75 |
|
0.618 |
2,058.75 |
|
0.500 |
2,057.75 |
|
0.382 |
2,056.75 |
|
LOW |
2,053.75 |
|
0.618 |
2,048.75 |
|
1.000 |
2,045.75 |
|
1.618 |
2,040.75 |
|
2.618 |
2,032.75 |
|
4.250 |
2,019.75 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.50 |
2,055.50 |
| PP |
2,058.50 |
2,051.00 |
| S1 |
2,057.75 |
2,046.50 |
|