| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,202.5 |
1,198.4 |
-4.1 |
-0.3% |
1,188.2 |
| High |
1,204.5 |
1,203.4 |
-1.1 |
-0.1% |
1,208.0 |
| Low |
1,194.8 |
1,191.4 |
-3.4 |
-0.3% |
1,176.1 |
| Close |
1,197.1 |
1,198.4 |
1.3 |
0.1% |
1,198.9 |
| Range |
9.7 |
12.0 |
2.3 |
23.7% |
31.9 |
| ATR |
18.6 |
18.2 |
-0.5 |
-2.5% |
0.0 |
| Volume |
5,728 |
5,213 |
-515 |
-9.0% |
22,432 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,233.7 |
1,228.1 |
1,205.0 |
|
| R3 |
1,221.7 |
1,216.1 |
1,201.7 |
|
| R2 |
1,209.7 |
1,209.7 |
1,200.6 |
|
| R1 |
1,204.1 |
1,204.1 |
1,199.5 |
1,204.4 |
| PP |
1,197.7 |
1,197.7 |
1,197.7 |
1,197.9 |
| S1 |
1,192.1 |
1,192.1 |
1,197.3 |
1,192.4 |
| S2 |
1,185.7 |
1,185.7 |
1,196.2 |
|
| S3 |
1,173.7 |
1,180.1 |
1,195.1 |
|
| S4 |
1,161.7 |
1,168.1 |
1,191.8 |
|
|
| 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% |
17.3 |
1.4% |
70% |
False |
False |
3,911 |
| 10 |
1,208.0 |
1,148.9 |
59.1 |
4.9% |
18.6 |
1.6% |
84% |
False |
False |
4,907 |
| 20 |
1,231.1 |
1,132.1 |
99.0 |
8.3% |
20.6 |
1.7% |
67% |
False |
False |
3,754 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
16.1 |
1.3% |
54% |
False |
False |
2,681 |
| 60 |
1,274.3 |
1,132.1 |
142.2 |
11.9% |
14.4 |
1.2% |
47% |
False |
False |
2,334 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
12.7 |
1.1% |
35% |
False |
False |
1,898 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
17.9% |
11.7 |
1.0% |
31% |
False |
False |
1,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,254.4 |
|
2.618 |
1,234.8 |
|
1.618 |
1,222.8 |
|
1.000 |
1,215.4 |
|
0.618 |
1,210.8 |
|
HIGH |
1,203.4 |
|
0.618 |
1,198.8 |
|
0.500 |
1,197.4 |
|
0.382 |
1,196.0 |
|
LOW |
1,191.4 |
|
0.618 |
1,184.0 |
|
1.000 |
1,179.4 |
|
1.618 |
1,172.0 |
|
2.618 |
1,160.0 |
|
4.250 |
1,140.4 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.1 |
1,198.4 |
| PP |
1,197.7 |
1,198.3 |
| S1 |
1,197.4 |
1,198.3 |
|