| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,054.75 |
2,059.50 |
4.75 |
0.2% |
2,029.25 |
| High |
2,061.75 |
2,065.75 |
4.00 |
0.2% |
2,065.00 |
| Low |
2,053.75 |
2,055.75 |
2.00 |
0.1% |
2,018.00 |
| Close |
2,060.25 |
2,060.50 |
0.25 |
0.0% |
2,054.50 |
| Range |
8.00 |
10.00 |
2.00 |
25.0% |
47.00 |
| ATR |
19.22 |
18.56 |
-0.66 |
-3.4% |
0.00 |
| Volume |
20,682 |
8,903 |
-11,779 |
-57.0% |
65,969 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.75 |
2,085.50 |
2,066.00 |
|
| R3 |
2,080.75 |
2,075.50 |
2,063.25 |
|
| R2 |
2,070.75 |
2,070.75 |
2,062.25 |
|
| R1 |
2,065.50 |
2,065.50 |
2,061.50 |
2,068.00 |
| PP |
2,060.75 |
2,060.75 |
2,060.75 |
2,062.00 |
| S1 |
2,055.50 |
2,055.50 |
2,059.50 |
2,058.00 |
| S2 |
2,050.75 |
2,050.75 |
2,058.75 |
|
| S3 |
2,040.75 |
2,045.50 |
2,057.75 |
|
| S4 |
2,030.75 |
2,035.50 |
2,055.00 |
|
|
| 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 |
2,065.75 |
2,027.75 |
38.00 |
1.8% |
14.25 |
0.7% |
86% |
True |
False |
15,041 |
| 10 |
2,065.75 |
2,018.00 |
47.75 |
2.3% |
13.75 |
0.7% |
89% |
True |
False |
12,004 |
| 20 |
2,065.75 |
1,952.00 |
113.75 |
5.5% |
16.00 |
0.8% |
95% |
True |
False |
8,166 |
| 40 |
2,065.75 |
1,805.00 |
260.75 |
12.7% |
26.00 |
1.3% |
98% |
True |
False |
6,386 |
| 60 |
2,065.75 |
1,805.00 |
260.75 |
12.7% |
23.25 |
1.1% |
98% |
True |
False |
4,519 |
| 80 |
2,065.75 |
1,805.00 |
260.75 |
12.7% |
20.50 |
1.0% |
98% |
True |
False |
3,398 |
| 100 |
2,065.75 |
1,805.00 |
260.75 |
12.7% |
19.25 |
0.9% |
98% |
True |
False |
2,727 |
| 120 |
2,065.75 |
1,805.00 |
260.75 |
12.7% |
17.25 |
0.8% |
98% |
True |
False |
2,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.25 |
|
2.618 |
2,092.00 |
|
1.618 |
2,082.00 |
|
1.000 |
2,075.75 |
|
0.618 |
2,072.00 |
|
HIGH |
2,065.75 |
|
0.618 |
2,062.00 |
|
0.500 |
2,060.75 |
|
0.382 |
2,059.50 |
|
LOW |
2,055.75 |
|
0.618 |
2,049.50 |
|
1.000 |
2,045.75 |
|
1.618 |
2,039.50 |
|
2.618 |
2,029.50 |
|
4.250 |
2,013.25 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.75 |
2,058.50 |
| PP |
2,060.75 |
2,056.50 |
| S1 |
2,060.50 |
2,054.50 |
|