| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,184.5 |
1,194.2 |
9.7 |
0.8% |
1,188.2 |
| High |
1,196.5 |
1,208.0 |
11.5 |
1.0% |
1,208.0 |
| Low |
1,177.6 |
1,188.6 |
11.0 |
0.9% |
1,176.1 |
| Close |
1,192.0 |
1,198.9 |
6.9 |
0.6% |
1,198.9 |
| Range |
18.9 |
19.4 |
0.5 |
2.6% |
31.9 |
| ATR |
19.3 |
19.3 |
0.0 |
0.0% |
0.0 |
| Volume |
3,024 |
2,422 |
-602 |
-19.9% |
22,432 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.7 |
1,247.2 |
1,209.6 |
|
| R3 |
1,237.3 |
1,227.8 |
1,204.2 |
|
| R2 |
1,217.9 |
1,217.9 |
1,202.5 |
|
| R1 |
1,208.4 |
1,208.4 |
1,200.7 |
1,213.2 |
| PP |
1,198.5 |
1,198.5 |
1,198.5 |
1,200.9 |
| S1 |
1,189.0 |
1,189.0 |
1,197.1 |
1,193.8 |
| S2 |
1,179.1 |
1,179.1 |
1,195.3 |
|
| S3 |
1,159.7 |
1,169.6 |
1,193.6 |
|
| S4 |
1,140.3 |
1,150.2 |
1,188.2 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,290.0 |
1,276.4 |
1,216.4 |
|
| R3 |
1,258.1 |
1,244.5 |
1,207.7 |
|
| R2 |
1,226.2 |
1,226.2 |
1,204.7 |
|
| R1 |
1,212.6 |
1,212.6 |
1,201.8 |
1,219.4 |
| PP |
1,194.3 |
1,194.3 |
1,194.3 |
1,197.8 |
| S1 |
1,180.7 |
1,180.7 |
1,196.0 |
1,187.5 |
| S2 |
1,162.4 |
1,162.4 |
1,193.1 |
|
| S3 |
1,130.5 |
1,148.8 |
1,190.1 |
|
| S4 |
1,098.6 |
1,116.9 |
1,181.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.0 |
1,176.1 |
31.9 |
2.7% |
19.3 |
1.6% |
71% |
True |
False |
4,486 |
| 10 |
1,208.0 |
1,147.0 |
61.0 |
5.1% |
21.7 |
1.8% |
85% |
True |
False |
4,714 |
| 20 |
1,234.8 |
1,132.1 |
102.7 |
8.6% |
20.3 |
1.7% |
65% |
False |
False |
3,423 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
16.0 |
1.3% |
54% |
False |
False |
2,457 |
| 60 |
1,292.7 |
1,132.1 |
160.6 |
13.4% |
14.5 |
1.2% |
42% |
False |
False |
2,172 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.6 |
1.1% |
35% |
False |
False |
1,765 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
17.9% |
11.5 |
1.0% |
31% |
False |
False |
1,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.5 |
|
2.618 |
1,258.8 |
|
1.618 |
1,239.4 |
|
1.000 |
1,227.4 |
|
0.618 |
1,220.0 |
|
HIGH |
1,208.0 |
|
0.618 |
1,200.6 |
|
0.500 |
1,198.3 |
|
0.382 |
1,196.0 |
|
LOW |
1,188.6 |
|
0.618 |
1,176.6 |
|
1.000 |
1,169.2 |
|
1.618 |
1,157.2 |
|
2.618 |
1,137.8 |
|
4.250 |
1,106.2 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.7 |
1,196.6 |
| PP |
1,198.5 |
1,194.3 |
| S1 |
1,198.3 |
1,192.1 |
|