| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,748.5 |
9,819.0 |
70.5 |
0.7% |
9,177.0 |
| High |
9,844.0 |
9,932.5 |
88.5 |
0.9% |
9,743.5 |
| Low |
9,725.0 |
9,796.5 |
71.5 |
0.7% |
9,145.5 |
| Close |
9,796.0 |
9,858.0 |
62.0 |
0.6% |
9,742.5 |
| Range |
119.0 |
136.0 |
17.0 |
14.3% |
598.0 |
| ATR |
159.8 |
158.1 |
-1.7 |
-1.0% |
0.0 |
| Volume |
1,607 |
1,649 |
42 |
2.6% |
21,491 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,270.3 |
10,200.2 |
9,932.8 |
|
| R3 |
10,134.3 |
10,064.2 |
9,895.4 |
|
| R2 |
9,998.3 |
9,998.3 |
9,882.9 |
|
| R1 |
9,928.2 |
9,928.2 |
9,870.5 |
9,963.3 |
| PP |
9,862.3 |
9,862.3 |
9,862.3 |
9,879.9 |
| S1 |
9,792.2 |
9,792.2 |
9,845.5 |
9,827.3 |
| S2 |
9,726.3 |
9,726.3 |
9,833.1 |
|
| S3 |
9,590.3 |
9,656.2 |
9,820.6 |
|
| S4 |
9,454.3 |
9,520.2 |
9,783.2 |
|
|
| 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 |
9,932.5 |
9,390.0 |
542.5 |
5.5% |
133.5 |
1.4% |
86% |
True |
False |
4,744 |
| 10 |
9,932.5 |
9,145.5 |
787.0 |
8.0% |
140.6 |
1.4% |
91% |
True |
False |
2,761 |
| 20 |
9,932.5 |
8,910.0 |
1,022.5 |
10.4% |
142.5 |
1.4% |
93% |
True |
False |
1,721 |
| 40 |
9,932.5 |
8,367.5 |
1,565.0 |
15.9% |
172.1 |
1.7% |
95% |
True |
False |
1,112 |
| 60 |
9,932.5 |
8,367.5 |
1,565.0 |
15.9% |
144.7 |
1.5% |
95% |
True |
False |
845 |
| 80 |
9,932.5 |
8,367.5 |
1,565.0 |
15.9% |
129.0 |
1.3% |
95% |
True |
False |
677 |
| 100 |
9,932.5 |
8,367.5 |
1,565.0 |
15.9% |
117.2 |
1.2% |
95% |
True |
False |
546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,510.5 |
|
2.618 |
10,288.5 |
|
1.618 |
10,152.5 |
|
1.000 |
10,068.5 |
|
0.618 |
10,016.5 |
|
HIGH |
9,932.5 |
|
0.618 |
9,880.5 |
|
0.500 |
9,864.5 |
|
0.382 |
9,848.5 |
|
LOW |
9,796.5 |
|
0.618 |
9,712.5 |
|
1.000 |
9,660.5 |
|
1.618 |
9,576.5 |
|
2.618 |
9,440.5 |
|
4.250 |
9,218.5 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,864.5 |
9,814.0 |
| PP |
9,862.3 |
9,770.0 |
| S1 |
9,860.2 |
9,726.0 |
|