| Trading Metrics calculated at close of trading on 27-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
27-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,914.5 |
9,966.0 |
51.5 |
0.5% |
9,177.0 |
| High |
9,953.0 |
10,008.5 |
55.5 |
0.6% |
9,743.5 |
| Low |
9,882.5 |
9,936.0 |
53.5 |
0.5% |
9,145.5 |
| Close |
9,930.5 |
9,980.5 |
50.0 |
0.5% |
9,742.5 |
| Range |
70.5 |
72.5 |
2.0 |
2.8% |
598.0 |
| ATR |
153.6 |
148.2 |
-5.4 |
-3.5% |
0.0 |
| Volume |
1,048 |
646 |
-402 |
-38.4% |
21,491 |
|
| Daily Pivots for day following 27-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,192.5 |
10,159.0 |
10,020.4 |
|
| R3 |
10,120.0 |
10,086.5 |
10,000.4 |
|
| R2 |
10,047.5 |
10,047.5 |
9,993.8 |
|
| R1 |
10,014.0 |
10,014.0 |
9,987.1 |
10,030.8 |
| PP |
9,975.0 |
9,975.0 |
9,975.0 |
9,983.4 |
| S1 |
9,941.5 |
9,941.5 |
9,973.9 |
9,958.3 |
| S2 |
9,902.5 |
9,902.5 |
9,967.2 |
|
| S3 |
9,830.0 |
9,869.0 |
9,960.6 |
|
| S4 |
9,757.5 |
9,796.5 |
9,940.6 |
|
|
| 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 |
10,008.5 |
9,519.5 |
489.0 |
4.9% |
124.4 |
1.2% |
94% |
True |
False |
1,987 |
| 10 |
10,008.5 |
9,145.5 |
863.0 |
8.6% |
124.9 |
1.3% |
97% |
True |
False |
2,760 |
| 20 |
10,008.5 |
9,145.5 |
863.0 |
8.6% |
130.5 |
1.3% |
97% |
True |
False |
1,764 |
| 40 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
165.0 |
1.7% |
98% |
True |
False |
1,135 |
| 60 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
144.0 |
1.4% |
98% |
True |
False |
862 |
| 80 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
127.8 |
1.3% |
98% |
True |
False |
697 |
| 100 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
118.0 |
1.2% |
98% |
True |
False |
563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,316.6 |
|
2.618 |
10,198.3 |
|
1.618 |
10,125.8 |
|
1.000 |
10,081.0 |
|
0.618 |
10,053.3 |
|
HIGH |
10,008.5 |
|
0.618 |
9,980.8 |
|
0.500 |
9,972.3 |
|
0.382 |
9,963.7 |
|
LOW |
9,936.0 |
|
0.618 |
9,891.2 |
|
1.000 |
9,863.5 |
|
1.618 |
9,818.7 |
|
2.618 |
9,746.2 |
|
4.250 |
9,627.9 |
|
|
| Fisher Pivots for day following 27-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,977.8 |
9,954.5 |
| PP |
9,975.0 |
9,928.5 |
| S1 |
9,972.3 |
9,902.5 |
|