| Trading Metrics calculated at close of trading on 18-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2014 |
18-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,188.2 |
1,185.0 |
-3.2 |
-0.3% |
1,174.0 |
| High |
1,194.1 |
1,205.3 |
11.2 |
0.9% |
1,193.3 |
| Low |
1,183.0 |
1,185.0 |
2.0 |
0.2% |
1,147.0 |
| Close |
1,184.9 |
1,198.4 |
13.5 |
1.1% |
1,186.8 |
| Range |
11.1 |
20.3 |
9.2 |
82.9% |
46.3 |
| ATR |
18.7 |
18.8 |
0.1 |
0.7% |
0.0 |
| Volume |
4,504 |
9,312 |
4,808 |
106.7% |
24,709 |
|
| Daily Pivots for day following 18-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,257.1 |
1,248.1 |
1,209.6 |
|
| R3 |
1,236.8 |
1,227.8 |
1,204.0 |
|
| R2 |
1,216.5 |
1,216.5 |
1,202.1 |
|
| R1 |
1,207.5 |
1,207.5 |
1,200.3 |
1,212.0 |
| PP |
1,196.2 |
1,196.2 |
1,196.2 |
1,198.5 |
| S1 |
1,187.2 |
1,187.2 |
1,196.5 |
1,191.7 |
| S2 |
1,175.9 |
1,175.9 |
1,194.7 |
|
| S3 |
1,155.6 |
1,166.9 |
1,192.8 |
|
| S4 |
1,135.3 |
1,146.6 |
1,187.2 |
|
|
| 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 |
1,205.3 |
1,148.9 |
56.4 |
4.7% |
19.9 |
1.7% |
88% |
True |
False |
5,904 |
| 10 |
1,205.3 |
1,132.1 |
73.2 |
6.1% |
22.8 |
1.9% |
91% |
True |
False |
4,504 |
| 20 |
1,251.2 |
1,132.1 |
119.1 |
9.9% |
18.5 |
1.5% |
56% |
False |
False |
3,251 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
15.3 |
1.3% |
54% |
False |
False |
2,342 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
13.8% |
13.8 |
1.2% |
40% |
False |
False |
2,053 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.1 |
1.0% |
35% |
False |
False |
1,687 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
17.9% |
11.1 |
0.9% |
31% |
False |
False |
1,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,291.6 |
|
2.618 |
1,258.4 |
|
1.618 |
1,238.1 |
|
1.000 |
1,225.6 |
|
0.618 |
1,217.8 |
|
HIGH |
1,205.3 |
|
0.618 |
1,197.5 |
|
0.500 |
1,195.2 |
|
0.382 |
1,192.8 |
|
LOW |
1,185.0 |
|
0.618 |
1,172.5 |
|
1.000 |
1,164.7 |
|
1.618 |
1,152.2 |
|
2.618 |
1,131.9 |
|
4.250 |
1,098.7 |
|
|
| Fisher Pivots for day following 18-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,197.3 |
1,191.3 |
| PP |
1,196.2 |
1,184.2 |
| S1 |
1,195.2 |
1,177.1 |
|