| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,524.5 |
9,748.5 |
224.0 |
2.4% |
9,177.0 |
| High |
9,743.5 |
9,844.0 |
100.5 |
1.0% |
9,743.5 |
| Low |
9,519.5 |
9,725.0 |
205.5 |
2.2% |
9,145.5 |
| Close |
9,742.5 |
9,796.0 |
53.5 |
0.5% |
9,742.5 |
| Range |
224.0 |
119.0 |
-105.0 |
-46.9% |
598.0 |
| ATR |
162.9 |
159.8 |
-3.1 |
-1.9% |
0.0 |
| Volume |
4,987 |
1,607 |
-3,380 |
-67.8% |
21,491 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,145.3 |
10,089.7 |
9,861.5 |
|
| R3 |
10,026.3 |
9,970.7 |
9,828.7 |
|
| R2 |
9,907.3 |
9,907.3 |
9,817.8 |
|
| R1 |
9,851.7 |
9,851.7 |
9,806.9 |
9,879.5 |
| PP |
9,788.3 |
9,788.3 |
9,788.3 |
9,802.3 |
| S1 |
9,732.7 |
9,732.7 |
9,785.1 |
9,760.5 |
| S2 |
9,669.3 |
9,669.3 |
9,774.2 |
|
| S3 |
9,550.3 |
9,613.7 |
9,763.3 |
|
| S4 |
9,431.3 |
9,494.7 |
9,730.6 |
|
|
| 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 |
9,844.0 |
9,336.5 |
507.5 |
5.2% |
138.6 |
1.4% |
91% |
True |
False |
4,469 |
| 10 |
9,844.0 |
9,145.5 |
698.5 |
7.1% |
133.4 |
1.4% |
93% |
True |
False |
2,615 |
| 20 |
9,844.0 |
8,910.0 |
934.0 |
9.5% |
143.7 |
1.5% |
95% |
True |
False |
1,651 |
| 40 |
9,844.0 |
8,367.5 |
1,476.5 |
15.1% |
171.0 |
1.7% |
97% |
True |
False |
1,075 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
15.7% |
143.2 |
1.5% |
93% |
False |
False |
856 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
15.7% |
127.8 |
1.3% |
93% |
False |
False |
657 |
| 100 |
9,901.0 |
8,367.5 |
1,533.5 |
15.7% |
116.5 |
1.2% |
93% |
False |
False |
530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,349.8 |
|
2.618 |
10,155.5 |
|
1.618 |
10,036.5 |
|
1.000 |
9,963.0 |
|
0.618 |
9,917.5 |
|
HIGH |
9,844.0 |
|
0.618 |
9,798.5 |
|
0.500 |
9,784.5 |
|
0.382 |
9,770.5 |
|
LOW |
9,725.0 |
|
0.618 |
9,651.5 |
|
1.000 |
9,606.0 |
|
1.618 |
9,532.5 |
|
2.618 |
9,413.5 |
|
4.250 |
9,219.3 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,792.2 |
9,736.3 |
| PP |
9,788.3 |
9,676.7 |
| S1 |
9,784.5 |
9,617.0 |
|