| Trading Metrics calculated at close of trading on 12-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2014 |
12-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,155.5 |
1,163.3 |
7.8 |
0.7% |
1,168.0 |
| High |
1,173.0 |
1,168.2 |
-4.8 |
-0.4% |
1,173.2 |
| Low |
1,147.0 |
1,158.0 |
11.0 |
1.0% |
1,132.1 |
| Close |
1,164.5 |
1,160.4 |
-4.1 |
-0.4% |
1,171.0 |
| Range |
26.0 |
10.2 |
-15.8 |
-60.8% |
41.1 |
| ATR |
18.2 |
17.6 |
-0.6 |
-3.1% |
0.0 |
| Volume |
4,559 |
7,037 |
2,478 |
54.4% |
11,187 |
|
| Daily Pivots for day following 12-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,192.8 |
1,186.8 |
1,166.0 |
|
| R3 |
1,182.6 |
1,176.6 |
1,163.2 |
|
| R2 |
1,172.4 |
1,172.4 |
1,162.3 |
|
| R1 |
1,166.4 |
1,166.4 |
1,161.3 |
1,164.3 |
| PP |
1,162.2 |
1,162.2 |
1,162.2 |
1,161.2 |
| S1 |
1,156.2 |
1,156.2 |
1,159.5 |
1,154.1 |
| S2 |
1,152.0 |
1,152.0 |
1,158.5 |
|
| S3 |
1,141.8 |
1,146.0 |
1,157.6 |
|
| S4 |
1,131.6 |
1,135.8 |
1,154.8 |
|
|
| 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% |
22.1 |
1.9% |
66% |
False |
False |
4,300 |
| 10 |
1,217.7 |
1,132.1 |
85.6 |
7.4% |
21.4 |
1.8% |
33% |
False |
False |
3,158 |
| 20 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
15.6 |
1.3% |
23% |
False |
False |
2,451 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
14.2 |
1.2% |
23% |
False |
False |
1,867 |
| 60 |
1,299.0 |
1,132.1 |
166.9 |
14.4% |
12.6 |
1.1% |
17% |
False |
False |
1,695 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
16.3% |
11.4 |
1.0% |
15% |
False |
False |
1,412 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.5% |
10.4 |
0.9% |
13% |
False |
False |
1,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,211.6 |
|
2.618 |
1,194.9 |
|
1.618 |
1,184.7 |
|
1.000 |
1,178.4 |
|
0.618 |
1,174.5 |
|
HIGH |
1,168.2 |
|
0.618 |
1,164.3 |
|
0.500 |
1,163.1 |
|
0.382 |
1,161.9 |
|
LOW |
1,158.0 |
|
0.618 |
1,151.7 |
|
1.000 |
1,147.8 |
|
1.618 |
1,141.5 |
|
2.618 |
1,131.3 |
|
4.250 |
1,114.7 |
|
|
| Fisher Pivots for day following 12-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,163.1 |
1,160.9 |
| PP |
1,162.2 |
1,160.7 |
| S1 |
1,161.3 |
1,160.6 |
|