| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,159.5 |
1,159.3 |
-0.2 |
0.0% |
1,174.0 |
| High |
1,168.3 |
1,193.3 |
25.0 |
2.1% |
1,193.3 |
| Low |
1,154.8 |
1,148.9 |
-5.9 |
-0.5% |
1,147.0 |
| Close |
1,162.8 |
1,186.8 |
24.0 |
2.1% |
1,186.8 |
| Range |
13.5 |
44.4 |
30.9 |
228.9% |
46.3 |
| ATR |
17.3 |
19.2 |
1.9 |
11.2% |
0.0 |
| Volume |
4,956 |
3,713 |
-1,243 |
-25.1% |
24,709 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.5 |
1,292.6 |
1,211.2 |
|
| R3 |
1,265.1 |
1,248.2 |
1,199.0 |
|
| R2 |
1,220.7 |
1,220.7 |
1,194.9 |
|
| R1 |
1,203.8 |
1,203.8 |
1,190.9 |
1,212.3 |
| PP |
1,176.3 |
1,176.3 |
1,176.3 |
1,180.6 |
| S1 |
1,159.4 |
1,159.4 |
1,182.7 |
1,167.9 |
| S2 |
1,131.9 |
1,131.9 |
1,178.7 |
|
| S3 |
1,087.5 |
1,115.0 |
1,174.6 |
|
| S4 |
1,043.1 |
1,070.6 |
1,162.4 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,314.6 |
1,297.0 |
1,212.3 |
|
| R3 |
1,268.3 |
1,250.7 |
1,199.5 |
|
| R2 |
1,222.0 |
1,222.0 |
1,195.3 |
|
| R1 |
1,204.4 |
1,204.4 |
1,191.0 |
1,213.2 |
| PP |
1,175.7 |
1,175.7 |
1,175.7 |
1,180.1 |
| S1 |
1,158.1 |
1,158.1 |
1,182.6 |
1,166.9 |
| S2 |
1,129.4 |
1,129.4 |
1,178.3 |
|
| S3 |
1,083.1 |
1,111.8 |
1,174.1 |
|
| S4 |
1,036.8 |
1,065.5 |
1,161.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,193.3 |
1,147.0 |
46.3 |
3.9% |
24.1 |
2.0% |
86% |
True |
False |
4,941 |
| 10 |
1,193.3 |
1,132.1 |
61.2 |
5.2% |
21.2 |
1.8% |
89% |
True |
False |
3,589 |
| 20 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
17.8 |
1.5% |
44% |
False |
False |
2,685 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
15.1 |
1.3% |
44% |
False |
False |
2,044 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
13.9% |
13.5 |
1.1% |
33% |
False |
False |
1,826 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.9% |
11.9 |
1.0% |
29% |
False |
False |
1,518 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.1% |
10.8 |
0.9% |
25% |
False |
False |
1,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,382.0 |
|
2.618 |
1,309.5 |
|
1.618 |
1,265.1 |
|
1.000 |
1,237.7 |
|
0.618 |
1,220.7 |
|
HIGH |
1,193.3 |
|
0.618 |
1,176.3 |
|
0.500 |
1,171.1 |
|
0.382 |
1,165.9 |
|
LOW |
1,148.9 |
|
0.618 |
1,121.5 |
|
1.000 |
1,104.5 |
|
1.618 |
1,077.1 |
|
2.618 |
1,032.7 |
|
4.250 |
960.2 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.6 |
1,181.6 |
| PP |
1,176.3 |
1,176.3 |
| S1 |
1,171.1 |
1,171.1 |
|