| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,177.0 |
9,347.0 |
170.0 |
1.9% |
9,308.0 |
| High |
9,340.0 |
9,498.0 |
158.0 |
1.7% |
9,399.5 |
| Low |
9,145.5 |
9,336.5 |
191.0 |
2.1% |
9,183.5 |
| Close |
9,314.5 |
9,463.5 |
149.0 |
1.6% |
9,251.5 |
| Range |
194.5 |
161.5 |
-33.0 |
-17.0% |
216.0 |
| ATR |
165.0 |
166.3 |
1.3 |
0.8% |
0.0 |
| Volume |
749 |
275 |
-474 |
-63.3% |
4,166 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,917.2 |
9,851.8 |
9,552.3 |
|
| R3 |
9,755.7 |
9,690.3 |
9,507.9 |
|
| R2 |
9,594.2 |
9,594.2 |
9,493.1 |
|
| R1 |
9,528.8 |
9,528.8 |
9,478.3 |
9,561.5 |
| PP |
9,432.7 |
9,432.7 |
9,432.7 |
9,449.0 |
| S1 |
9,367.3 |
9,367.3 |
9,448.7 |
9,400.0 |
| S2 |
9,271.2 |
9,271.2 |
9,433.9 |
|
| S3 |
9,109.7 |
9,205.8 |
9,419.1 |
|
| S4 |
8,948.2 |
9,044.3 |
9,374.7 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,926.2 |
9,804.8 |
9,370.3 |
|
| R3 |
9,710.2 |
9,588.8 |
9,310.9 |
|
| R2 |
9,494.2 |
9,494.2 |
9,291.1 |
|
| R1 |
9,372.8 |
9,372.8 |
9,271.3 |
9,325.5 |
| PP |
9,278.2 |
9,278.2 |
9,278.2 |
9,254.5 |
| S1 |
9,156.8 |
9,156.8 |
9,231.7 |
9,109.5 |
| S2 |
9,062.2 |
9,062.2 |
9,211.9 |
|
| S3 |
8,846.2 |
8,940.8 |
9,192.1 |
|
| S4 |
8,630.2 |
8,724.8 |
9,132.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,498.0 |
9,145.5 |
352.5 |
3.7% |
147.6 |
1.6% |
90% |
True |
False |
778 |
| 10 |
9,498.0 |
9,145.5 |
352.5 |
3.7% |
141.6 |
1.5% |
90% |
True |
False |
770 |
| 20 |
9,498.0 |
8,833.5 |
664.5 |
7.0% |
151.7 |
1.6% |
95% |
True |
False |
619 |
| 40 |
9,725.0 |
8,367.5 |
1,357.5 |
14.3% |
173.3 |
1.8% |
81% |
False |
False |
547 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.2% |
138.3 |
1.5% |
71% |
False |
False |
494 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.2% |
127.0 |
1.3% |
71% |
False |
False |
383 |
| 100 |
10,055.0 |
8,367.5 |
1,687.5 |
17.8% |
112.1 |
1.2% |
65% |
False |
False |
309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,184.4 |
|
2.618 |
9,920.8 |
|
1.618 |
9,759.3 |
|
1.000 |
9,659.5 |
|
0.618 |
9,597.8 |
|
HIGH |
9,498.0 |
|
0.618 |
9,436.3 |
|
0.500 |
9,417.3 |
|
0.382 |
9,398.2 |
|
LOW |
9,336.5 |
|
0.618 |
9,236.7 |
|
1.000 |
9,175.0 |
|
1.618 |
9,075.2 |
|
2.618 |
8,913.7 |
|
4.250 |
8,650.1 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,448.1 |
9,416.3 |
| PP |
9,432.7 |
9,369.0 |
| S1 |
9,417.3 |
9,321.8 |
|