| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,477.5 |
9,524.5 |
47.0 |
0.5% |
9,177.0 |
| High |
9,498.5 |
9,743.5 |
245.0 |
2.6% |
9,743.5 |
| Low |
9,390.0 |
9,519.5 |
129.5 |
1.4% |
9,145.5 |
| Close |
9,496.5 |
9,742.5 |
246.0 |
2.6% |
9,742.5 |
| Range |
108.5 |
224.0 |
115.5 |
106.5% |
598.0 |
| ATR |
156.5 |
162.9 |
6.5 |
4.1% |
0.0 |
| Volume |
1,896 |
4,987 |
3,091 |
163.0% |
21,491 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,340.5 |
10,265.5 |
9,865.7 |
|
| R3 |
10,116.5 |
10,041.5 |
9,804.1 |
|
| R2 |
9,892.5 |
9,892.5 |
9,783.6 |
|
| R1 |
9,817.5 |
9,817.5 |
9,763.0 |
9,855.0 |
| PP |
9,668.5 |
9,668.5 |
9,668.5 |
9,687.3 |
| S1 |
9,593.5 |
9,593.5 |
9,722.0 |
9,631.0 |
| S2 |
9,444.5 |
9,444.5 |
9,701.4 |
|
| S3 |
9,220.5 |
9,369.5 |
9,680.9 |
|
| S4 |
8,996.5 |
9,145.5 |
9,619.3 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,337.8 |
11,138.2 |
10,071.4 |
|
| R3 |
10,739.8 |
10,540.2 |
9,907.0 |
|
| R2 |
10,141.8 |
10,141.8 |
9,852.1 |
|
| R1 |
9,942.2 |
9,942.2 |
9,797.3 |
10,042.0 |
| PP |
9,543.8 |
9,543.8 |
9,543.8 |
9,593.8 |
| S1 |
9,344.2 |
9,344.2 |
9,687.7 |
9,444.0 |
| S2 |
8,945.8 |
8,945.8 |
9,632.9 |
|
| S3 |
8,347.8 |
8,746.2 |
9,578.1 |
|
| S4 |
7,749.8 |
8,148.2 |
9,413.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,743.5 |
9,145.5 |
598.0 |
6.1% |
153.7 |
1.6% |
100% |
True |
False |
4,298 |
| 10 |
9,743.5 |
9,145.5 |
598.0 |
6.1% |
134.0 |
1.4% |
100% |
True |
False |
2,565 |
| 20 |
9,743.5 |
8,843.5 |
900.0 |
9.2% |
150.4 |
1.5% |
100% |
True |
False |
1,594 |
| 40 |
9,743.5 |
8,367.5 |
1,376.0 |
14.1% |
171.7 |
1.8% |
100% |
True |
False |
1,040 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
15.7% |
141.2 |
1.4% |
90% |
False |
False |
829 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
15.7% |
127.6 |
1.3% |
90% |
False |
False |
637 |
| 100 |
9,937.5 |
8,367.5 |
1,570.0 |
16.1% |
115.3 |
1.2% |
88% |
False |
False |
514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,695.5 |
|
2.618 |
10,329.9 |
|
1.618 |
10,105.9 |
|
1.000 |
9,967.5 |
|
0.618 |
9,881.9 |
|
HIGH |
9,743.5 |
|
0.618 |
9,657.9 |
|
0.500 |
9,631.5 |
|
0.382 |
9,605.1 |
|
LOW |
9,519.5 |
|
0.618 |
9,381.1 |
|
1.000 |
9,295.5 |
|
1.618 |
9,157.1 |
|
2.618 |
8,933.1 |
|
4.250 |
8,567.5 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,705.5 |
9,683.9 |
| PP |
9,668.5 |
9,625.3 |
| S1 |
9,631.5 |
9,566.8 |
|