| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,308.0 |
9,372.0 |
64.0 |
0.7% |
9,309.5 |
| High |
9,360.0 |
9,399.5 |
39.5 |
0.4% |
9,468.0 |
| Low |
9,235.0 |
9,335.0 |
100.0 |
1.1% |
9,160.0 |
| Close |
9,349.5 |
9,373.0 |
23.5 |
0.3% |
9,300.5 |
| Range |
125.0 |
64.5 |
-60.5 |
-48.4% |
308.0 |
| ATR |
179.6 |
171.3 |
-8.2 |
-4.6% |
0.0 |
| Volume |
1,114 |
182 |
-932 |
-83.7% |
3,535 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,562.7 |
9,532.3 |
9,408.5 |
|
| R3 |
9,498.2 |
9,467.8 |
9,390.7 |
|
| R2 |
9,433.7 |
9,433.7 |
9,384.8 |
|
| R1 |
9,403.3 |
9,403.3 |
9,378.9 |
9,418.5 |
| PP |
9,369.2 |
9,369.2 |
9,369.2 |
9,376.8 |
| S1 |
9,338.8 |
9,338.8 |
9,367.1 |
9,354.0 |
| S2 |
9,304.7 |
9,304.7 |
9,361.2 |
|
| S3 |
9,240.2 |
9,274.3 |
9,355.3 |
|
| S4 |
9,175.7 |
9,209.8 |
9,337.5 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,233.5 |
10,075.0 |
9,469.9 |
|
| R3 |
9,925.5 |
9,767.0 |
9,385.2 |
|
| R2 |
9,617.5 |
9,617.5 |
9,357.0 |
|
| R1 |
9,459.0 |
9,459.0 |
9,328.7 |
9,384.3 |
| PP |
9,309.5 |
9,309.5 |
9,309.5 |
9,272.1 |
| S1 |
9,151.0 |
9,151.0 |
9,272.3 |
9,076.3 |
| S2 |
9,001.5 |
9,001.5 |
9,244.0 |
|
| S3 |
8,693.5 |
8,843.0 |
9,215.8 |
|
| S4 |
8,385.5 |
8,535.0 |
9,131.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,468.0 |
9,235.0 |
233.0 |
2.5% |
135.6 |
1.4% |
59% |
False |
False |
762 |
| 10 |
9,468.0 |
8,910.0 |
558.0 |
6.0% |
144.4 |
1.5% |
83% |
False |
False |
680 |
| 20 |
9,468.0 |
8,367.5 |
1,100.5 |
11.7% |
186.0 |
2.0% |
91% |
False |
False |
584 |
| 40 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
167.3 |
1.8% |
66% |
False |
False |
482 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
132.6 |
1.4% |
66% |
False |
False |
434 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.4% |
122.5 |
1.3% |
66% |
False |
False |
335 |
| 100 |
10,055.0 |
8,367.5 |
1,687.5 |
18.0% |
106.2 |
1.1% |
60% |
False |
False |
272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,673.6 |
|
2.618 |
9,568.4 |
|
1.618 |
9,503.9 |
|
1.000 |
9,464.0 |
|
0.618 |
9,439.4 |
|
HIGH |
9,399.5 |
|
0.618 |
9,374.9 |
|
0.500 |
9,367.3 |
|
0.382 |
9,359.6 |
|
LOW |
9,335.0 |
|
0.618 |
9,295.1 |
|
1.000 |
9,270.5 |
|
1.618 |
9,230.6 |
|
2.618 |
9,166.1 |
|
4.250 |
9,060.9 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,371.1 |
9,363.7 |
| PP |
9,369.2 |
9,354.3 |
| S1 |
9,367.3 |
9,345.0 |
|