| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,163.3 |
1,159.5 |
-3.8 |
-0.3% |
1,168.0 |
| High |
1,168.2 |
1,168.3 |
0.1 |
0.0% |
1,173.2 |
| Low |
1,158.0 |
1,154.8 |
-3.2 |
-0.3% |
1,132.1 |
| Close |
1,160.4 |
1,162.8 |
2.4 |
0.2% |
1,171.0 |
| Range |
10.2 |
13.5 |
3.3 |
32.4% |
41.1 |
| ATR |
17.6 |
17.3 |
-0.3 |
-1.7% |
0.0 |
| Volume |
7,037 |
4,956 |
-2,081 |
-29.6% |
11,187 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,202.5 |
1,196.1 |
1,170.2 |
|
| R3 |
1,189.0 |
1,182.6 |
1,166.5 |
|
| R2 |
1,175.5 |
1,175.5 |
1,165.3 |
|
| R1 |
1,169.1 |
1,169.1 |
1,164.0 |
1,172.3 |
| PP |
1,162.0 |
1,162.0 |
1,162.0 |
1,163.6 |
| S1 |
1,155.6 |
1,155.6 |
1,161.6 |
1,158.8 |
| S2 |
1,148.5 |
1,148.5 |
1,160.3 |
|
| S3 |
1,135.0 |
1,142.1 |
1,159.1 |
|
| S4 |
1,121.5 |
1,128.6 |
1,155.4 |
|
|
| 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% |
23.4 |
2.0% |
72% |
False |
False |
4,590 |
| 10 |
1,202.8 |
1,132.1 |
70.7 |
6.1% |
20.8 |
1.8% |
43% |
False |
False |
3,456 |
| 20 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
15.9 |
1.4% |
25% |
False |
False |
2,538 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.6% |
14.3 |
1.2% |
25% |
False |
False |
1,972 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
14.2% |
12.8 |
1.1% |
19% |
False |
False |
1,772 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
16.3% |
11.5 |
1.0% |
16% |
False |
False |
1,473 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.5% |
10.5 |
0.9% |
14% |
False |
False |
1,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,225.7 |
|
2.618 |
1,203.6 |
|
1.618 |
1,190.1 |
|
1.000 |
1,181.8 |
|
0.618 |
1,176.6 |
|
HIGH |
1,168.3 |
|
0.618 |
1,163.1 |
|
0.500 |
1,161.6 |
|
0.382 |
1,160.0 |
|
LOW |
1,154.8 |
|
0.618 |
1,146.5 |
|
1.000 |
1,141.3 |
|
1.618 |
1,133.0 |
|
2.618 |
1,119.5 |
|
4.250 |
1,097.4 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,162.4 |
1,161.9 |
| PP |
1,162.0 |
1,160.9 |
| S1 |
1,161.6 |
1,160.0 |
|