| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,819.0 |
9,914.5 |
95.5 |
1.0% |
9,177.0 |
| High |
9,932.5 |
9,953.0 |
20.5 |
0.2% |
9,743.5 |
| Low |
9,796.5 |
9,882.5 |
86.0 |
0.9% |
9,145.5 |
| Close |
9,858.0 |
9,930.5 |
72.5 |
0.7% |
9,742.5 |
| Range |
136.0 |
70.5 |
-65.5 |
-48.2% |
598.0 |
| ATR |
158.1 |
153.6 |
-4.5 |
-2.9% |
0.0 |
| Volume |
1,649 |
1,048 |
-601 |
-36.4% |
21,491 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,133.5 |
10,102.5 |
9,969.3 |
|
| R3 |
10,063.0 |
10,032.0 |
9,949.9 |
|
| R2 |
9,992.5 |
9,992.5 |
9,943.4 |
|
| R1 |
9,961.5 |
9,961.5 |
9,937.0 |
9,977.0 |
| PP |
9,922.0 |
9,922.0 |
9,922.0 |
9,929.8 |
| S1 |
9,891.0 |
9,891.0 |
9,924.0 |
9,906.5 |
| S2 |
9,851.5 |
9,851.5 |
9,917.6 |
|
| S3 |
9,781.0 |
9,820.5 |
9,911.1 |
|
| S4 |
9,710.5 |
9,750.0 |
9,891.7 |
|
|
| 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 |
9,953.0 |
9,390.0 |
563.0 |
5.7% |
131.6 |
1.3% |
96% |
True |
False |
2,237 |
| 10 |
9,953.0 |
9,145.5 |
807.5 |
8.1% |
131.0 |
1.3% |
97% |
True |
False |
2,771 |
| 20 |
9,953.0 |
8,910.0 |
1,043.0 |
10.5% |
139.7 |
1.4% |
98% |
True |
False |
1,765 |
| 40 |
9,953.0 |
8,367.5 |
1,585.5 |
16.0% |
169.1 |
1.7% |
99% |
True |
False |
1,128 |
| 60 |
9,953.0 |
8,367.5 |
1,585.5 |
16.0% |
145.4 |
1.5% |
99% |
True |
False |
861 |
| 80 |
9,953.0 |
8,367.5 |
1,585.5 |
16.0% |
128.7 |
1.3% |
99% |
True |
False |
690 |
| 100 |
9,953.0 |
8,367.5 |
1,585.5 |
16.0% |
117.6 |
1.2% |
99% |
True |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,252.6 |
|
2.618 |
10,137.6 |
|
1.618 |
10,067.1 |
|
1.000 |
10,023.5 |
|
0.618 |
9,996.6 |
|
HIGH |
9,953.0 |
|
0.618 |
9,926.1 |
|
0.500 |
9,917.8 |
|
0.382 |
9,909.4 |
|
LOW |
9,882.5 |
|
0.618 |
9,838.9 |
|
1.000 |
9,812.0 |
|
1.618 |
9,768.4 |
|
2.618 |
9,697.9 |
|
4.250 |
9,582.9 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,926.3 |
9,900.0 |
| PP |
9,922.0 |
9,869.5 |
| S1 |
9,917.8 |
9,839.0 |
|