| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,174.0 |
1,155.5 |
-18.5 |
-1.6% |
1,168.0 |
| High |
1,174.8 |
1,173.0 |
-1.8 |
-0.2% |
1,173.2 |
| Low |
1,148.5 |
1,147.0 |
-1.5 |
-0.1% |
1,132.1 |
| Close |
1,161.2 |
1,164.5 |
3.3 |
0.3% |
1,171.0 |
| Range |
26.3 |
26.0 |
-0.3 |
-1.1% |
41.1 |
| ATR |
17.6 |
18.2 |
0.6 |
3.4% |
0.0 |
| Volume |
4,444 |
4,559 |
115 |
2.6% |
11,187 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.5 |
1,228.0 |
1,178.8 |
|
| R3 |
1,213.5 |
1,202.0 |
1,171.7 |
|
| R2 |
1,187.5 |
1,187.5 |
1,169.3 |
|
| R1 |
1,176.0 |
1,176.0 |
1,166.9 |
1,181.8 |
| PP |
1,161.5 |
1,161.5 |
1,161.5 |
1,164.4 |
| S1 |
1,150.0 |
1,150.0 |
1,162.1 |
1,155.8 |
| S2 |
1,135.5 |
1,135.5 |
1,159.7 |
|
| S3 |
1,109.5 |
1,124.0 |
1,157.4 |
|
| S4 |
1,083.5 |
1,098.0 |
1,150.2 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,282.1 |
1,267.6 |
1,193.6 |
|
| R3 |
1,241.0 |
1,226.5 |
1,182.3 |
|
| R2 |
1,199.9 |
1,199.9 |
1,178.5 |
|
| R1 |
1,185.4 |
1,185.4 |
1,174.8 |
1,192.7 |
| PP |
1,158.8 |
1,158.8 |
1,158.8 |
1,162.4 |
| S1 |
1,144.3 |
1,144.3 |
1,167.2 |
1,151.6 |
| S2 |
1,117.7 |
1,117.7 |
1,163.5 |
|
| S3 |
1,076.6 |
1,103.2 |
1,159.7 |
|
| S4 |
1,035.5 |
1,062.1 |
1,148.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,174.8 |
1,132.1 |
42.7 |
3.7% |
25.7 |
2.2% |
76% |
False |
False |
3,104 |
| 10 |
1,231.1 |
1,132.1 |
99.0 |
8.5% |
22.5 |
1.9% |
33% |
False |
False |
2,601 |
| 20 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
16.3 |
1.4% |
26% |
False |
False |
2,121 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
14.4 |
1.2% |
26% |
False |
False |
1,738 |
| 60 |
1,303.8 |
1,132.1 |
171.7 |
14.7% |
12.6 |
1.1% |
19% |
False |
False |
1,585 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
16.2% |
11.3 |
1.0% |
17% |
False |
False |
1,325 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.5% |
10.4 |
0.9% |
15% |
False |
False |
1,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.5 |
|
2.618 |
1,241.1 |
|
1.618 |
1,215.1 |
|
1.000 |
1,199.0 |
|
0.618 |
1,189.1 |
|
HIGH |
1,173.0 |
|
0.618 |
1,163.1 |
|
0.500 |
1,160.0 |
|
0.382 |
1,156.9 |
|
LOW |
1,147.0 |
|
0.618 |
1,130.9 |
|
1.000 |
1,121.0 |
|
1.618 |
1,104.9 |
|
2.618 |
1,078.9 |
|
4.250 |
1,036.5 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,163.0 |
1,160.8 |
| PP |
1,161.5 |
1,157.1 |
| S1 |
1,160.0 |
1,153.5 |
|