| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,185.0 |
1,196.3 |
11.3 |
1.0% |
1,174.0 |
| High |
1,205.3 |
1,202.8 |
-2.5 |
-0.2% |
1,193.3 |
| Low |
1,185.0 |
1,176.1 |
-8.9 |
-0.8% |
1,147.0 |
| Close |
1,198.4 |
1,195.2 |
-3.2 |
-0.3% |
1,186.8 |
| Range |
20.3 |
26.7 |
6.4 |
31.5% |
46.3 |
| ATR |
18.8 |
19.3 |
0.6 |
3.0% |
0.0 |
| Volume |
9,312 |
3,170 |
-6,142 |
-66.0% |
24,709 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.5 |
1,260.0 |
1,209.9 |
|
| R3 |
1,244.8 |
1,233.3 |
1,202.5 |
|
| R2 |
1,218.1 |
1,218.1 |
1,200.1 |
|
| R1 |
1,206.6 |
1,206.6 |
1,197.6 |
1,199.0 |
| PP |
1,191.4 |
1,191.4 |
1,191.4 |
1,187.6 |
| S1 |
1,179.9 |
1,179.9 |
1,192.8 |
1,172.3 |
| S2 |
1,164.7 |
1,164.7 |
1,190.3 |
|
| S3 |
1,138.0 |
1,153.2 |
1,187.9 |
|
| S4 |
1,111.3 |
1,126.5 |
1,180.5 |
|
|
| 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% |
23.2 |
1.9% |
82% |
False |
False |
5,131 |
| 10 |
1,205.3 |
1,132.1 |
73.2 |
6.1% |
22.6 |
1.9% |
86% |
False |
False |
4,715 |
| 20 |
1,244.6 |
1,132.1 |
112.5 |
9.4% |
19.5 |
1.6% |
56% |
False |
False |
3,291 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
15.8 |
1.3% |
51% |
False |
False |
2,391 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
13.8% |
14.1 |
1.2% |
38% |
False |
False |
2,104 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.3 |
1.0% |
33% |
False |
False |
1,701 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
11.2 |
0.9% |
29% |
False |
False |
1,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,316.3 |
|
2.618 |
1,272.7 |
|
1.618 |
1,246.0 |
|
1.000 |
1,229.5 |
|
0.618 |
1,219.3 |
|
HIGH |
1,202.8 |
|
0.618 |
1,192.6 |
|
0.500 |
1,189.5 |
|
0.382 |
1,186.3 |
|
LOW |
1,176.1 |
|
0.618 |
1,159.6 |
|
1.000 |
1,149.4 |
|
1.618 |
1,132.9 |
|
2.618 |
1,106.2 |
|
4.250 |
1,062.6 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.3 |
1,193.7 |
| PP |
1,191.4 |
1,192.2 |
| S1 |
1,189.5 |
1,190.7 |
|