| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,061.25 |
2,066.50 |
5.25 |
0.3% |
2,054.75 |
| High |
2,068.00 |
2,067.25 |
-0.75 |
0.0% |
2,068.00 |
| Low |
2,058.25 |
2,056.75 |
-1.50 |
-0.1% |
2,053.75 |
| Close |
2,065.00 |
2,059.25 |
-5.75 |
-0.3% |
2,059.25 |
| Range |
9.75 |
10.50 |
0.75 |
7.7% |
14.25 |
| ATR |
17.93 |
17.40 |
-0.53 |
-3.0% |
0.00 |
| Volume |
6,226 |
7,925 |
1,699 |
27.3% |
43,736 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.50 |
2,086.50 |
2,065.00 |
|
| R3 |
2,082.00 |
2,076.00 |
2,062.25 |
|
| R2 |
2,071.50 |
2,071.50 |
2,061.25 |
|
| R1 |
2,065.50 |
2,065.50 |
2,060.25 |
2,063.25 |
| PP |
2,061.00 |
2,061.00 |
2,061.00 |
2,060.00 |
| S1 |
2,055.00 |
2,055.00 |
2,058.25 |
2,052.75 |
| S2 |
2,050.50 |
2,050.50 |
2,057.25 |
|
| S3 |
2,040.00 |
2,044.50 |
2,056.25 |
|
| S4 |
2,029.50 |
2,034.00 |
2,053.50 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.00 |
2,095.50 |
2,067.00 |
|
| R3 |
2,088.75 |
2,081.25 |
2,063.25 |
|
| R2 |
2,074.50 |
2,074.50 |
2,061.75 |
|
| R1 |
2,067.00 |
2,067.00 |
2,060.50 |
2,070.75 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,062.25 |
| S1 |
2,052.75 |
2,052.75 |
2,058.00 |
2,056.50 |
| S2 |
2,046.00 |
2,046.00 |
2,056.75 |
|
| S3 |
2,031.75 |
2,038.50 |
2,055.25 |
|
| S4 |
2,017.50 |
2,024.25 |
2,051.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
2,043.25 |
24.75 |
1.2% |
12.00 |
0.6% |
65% |
False |
False |
11,534 |
| 10 |
2,068.00 |
2,018.00 |
50.00 |
2.4% |
13.25 |
0.6% |
83% |
False |
False |
11,471 |
| 20 |
2,068.00 |
1,979.50 |
88.50 |
4.3% |
14.25 |
0.7% |
90% |
False |
False |
8,269 |
| 40 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
25.00 |
1.2% |
97% |
False |
False |
6,604 |
| 60 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
23.00 |
1.1% |
97% |
False |
False |
4,746 |
| 80 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
20.50 |
1.0% |
97% |
False |
False |
3,574 |
| 100 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
19.25 |
0.9% |
97% |
False |
False |
2,868 |
| 120 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
17.50 |
0.8% |
97% |
False |
False |
2,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,112.00 |
|
2.618 |
2,094.75 |
|
1.618 |
2,084.25 |
|
1.000 |
2,077.75 |
|
0.618 |
2,073.75 |
|
HIGH |
2,067.25 |
|
0.618 |
2,063.25 |
|
0.500 |
2,062.00 |
|
0.382 |
2,060.75 |
|
LOW |
2,056.75 |
|
0.618 |
2,050.25 |
|
1.000 |
2,046.25 |
|
1.618 |
2,039.75 |
|
2.618 |
2,029.25 |
|
4.250 |
2,012.00 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,062.00 |
2,062.00 |
| PP |
2,061.00 |
2,061.00 |
| S1 |
2,060.25 |
2,060.00 |
|