| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,196.3 |
1,184.5 |
-11.8 |
-1.0% |
1,174.0 |
| High |
1,202.8 |
1,196.5 |
-6.3 |
-0.5% |
1,193.3 |
| Low |
1,176.1 |
1,177.6 |
1.5 |
0.1% |
1,147.0 |
| Close |
1,195.2 |
1,192.0 |
-3.2 |
-0.3% |
1,186.8 |
| Range |
26.7 |
18.9 |
-7.8 |
-29.2% |
46.3 |
| ATR |
19.3 |
19.3 |
0.0 |
-0.2% |
0.0 |
| Volume |
3,170 |
3,024 |
-146 |
-4.6% |
24,709 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,245.4 |
1,237.6 |
1,202.4 |
|
| R3 |
1,226.5 |
1,218.7 |
1,197.2 |
|
| R2 |
1,207.6 |
1,207.6 |
1,195.5 |
|
| R1 |
1,199.8 |
1,199.8 |
1,193.7 |
1,203.7 |
| PP |
1,188.7 |
1,188.7 |
1,188.7 |
1,190.7 |
| S1 |
1,180.9 |
1,180.9 |
1,190.3 |
1,184.8 |
| S2 |
1,169.8 |
1,169.8 |
1,188.5 |
|
| S3 |
1,150.9 |
1,162.0 |
1,186.8 |
|
| S4 |
1,132.0 |
1,143.1 |
1,181.6 |
|
|
| 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% |
24.3 |
2.0% |
76% |
False |
False |
4,744 |
| 10 |
1,205.3 |
1,132.1 |
73.2 |
6.1% |
23.8 |
2.0% |
82% |
False |
False |
4,667 |
| 20 |
1,235.7 |
1,132.1 |
103.6 |
8.7% |
19.6 |
1.6% |
58% |
False |
False |
3,374 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
15.9 |
1.3% |
49% |
False |
False |
2,448 |
| 60 |
1,297.5 |
1,132.1 |
165.4 |
13.9% |
14.3 |
1.2% |
36% |
False |
False |
2,147 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.9% |
12.5 |
1.0% |
32% |
False |
False |
1,736 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
11.4 |
1.0% |
28% |
False |
False |
1,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,276.8 |
|
2.618 |
1,246.0 |
|
1.618 |
1,227.1 |
|
1.000 |
1,215.4 |
|
0.618 |
1,208.2 |
|
HIGH |
1,196.5 |
|
0.618 |
1,189.3 |
|
0.500 |
1,187.1 |
|
0.382 |
1,184.8 |
|
LOW |
1,177.6 |
|
0.618 |
1,165.9 |
|
1.000 |
1,158.7 |
|
1.618 |
1,147.0 |
|
2.618 |
1,128.1 |
|
4.250 |
1,097.3 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,190.4 |
1,191.6 |
| PP |
1,188.7 |
1,191.1 |
| S1 |
1,187.1 |
1,190.7 |
|