| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,159.3 |
1,188.2 |
28.9 |
2.5% |
1,174.0 |
| High |
1,193.3 |
1,194.1 |
0.8 |
0.1% |
1,193.3 |
| Low |
1,148.9 |
1,183.0 |
34.1 |
3.0% |
1,147.0 |
| Close |
1,186.8 |
1,184.9 |
-1.9 |
-0.2% |
1,186.8 |
| Range |
44.4 |
11.1 |
-33.3 |
-75.0% |
46.3 |
| ATR |
19.2 |
18.7 |
-0.6 |
-3.0% |
0.0 |
| Volume |
3,713 |
4,504 |
791 |
21.3% |
24,709 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,220.6 |
1,213.9 |
1,191.0 |
|
| R3 |
1,209.5 |
1,202.8 |
1,188.0 |
|
| R2 |
1,198.4 |
1,198.4 |
1,186.9 |
|
| R1 |
1,191.7 |
1,191.7 |
1,185.9 |
1,189.5 |
| PP |
1,187.3 |
1,187.3 |
1,187.3 |
1,186.3 |
| S1 |
1,180.6 |
1,180.6 |
1,183.9 |
1,178.4 |
| S2 |
1,176.2 |
1,176.2 |
1,182.9 |
|
| S3 |
1,165.1 |
1,169.5 |
1,181.8 |
|
| S4 |
1,154.0 |
1,158.4 |
1,178.8 |
|
|
| 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 |
1,194.1 |
1,147.0 |
47.1 |
4.0% |
21.0 |
1.8% |
80% |
True |
False |
4,953 |
| 10 |
1,194.1 |
1,132.1 |
62.0 |
5.2% |
21.6 |
1.8% |
85% |
True |
False |
3,754 |
| 20 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
17.8 |
1.5% |
43% |
False |
False |
2,848 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
15.2 |
1.3% |
43% |
False |
False |
2,120 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
14.0% |
13.6 |
1.1% |
32% |
False |
False |
1,899 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
16.0% |
11.9 |
1.0% |
28% |
False |
False |
1,570 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.2% |
10.9 |
0.9% |
25% |
False |
False |
1,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,241.3 |
|
2.618 |
1,223.2 |
|
1.618 |
1,212.1 |
|
1.000 |
1,205.2 |
|
0.618 |
1,201.0 |
|
HIGH |
1,194.1 |
|
0.618 |
1,189.9 |
|
0.500 |
1,188.6 |
|
0.382 |
1,187.2 |
|
LOW |
1,183.0 |
|
0.618 |
1,176.1 |
|
1.000 |
1,171.9 |
|
1.618 |
1,165.0 |
|
2.618 |
1,153.9 |
|
4.250 |
1,135.8 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.6 |
1,180.4 |
| PP |
1,187.3 |
1,176.0 |
| S1 |
1,186.1 |
1,171.5 |
|