| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,200.4 |
1,198.4 |
-2.0 |
-0.2% |
1,202.5 |
| High |
1,200.9 |
1,198.4 |
-2.5 |
-0.2% |
1,204.5 |
| Low |
1,195.6 |
1,164.5 |
-31.1 |
-2.6% |
1,164.5 |
| Close |
1,198.1 |
1,176.0 |
-22.1 |
-1.8% |
1,176.0 |
| Range |
5.3 |
33.9 |
28.6 |
539.6% |
40.0 |
| ATR |
17.2 |
18.4 |
1.2 |
6.9% |
0.0 |
| Volume |
10,849 |
6,229 |
-4,620 |
-42.6% |
28,019 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.3 |
1,262.6 |
1,194.6 |
|
| R3 |
1,247.4 |
1,228.7 |
1,185.3 |
|
| R2 |
1,213.5 |
1,213.5 |
1,182.2 |
|
| R1 |
1,194.8 |
1,194.8 |
1,179.1 |
1,187.2 |
| PP |
1,179.6 |
1,179.6 |
1,179.6 |
1,175.9 |
| S1 |
1,160.9 |
1,160.9 |
1,172.9 |
1,153.3 |
| S2 |
1,145.7 |
1,145.7 |
1,169.8 |
|
| S3 |
1,111.8 |
1,127.0 |
1,166.7 |
|
| S4 |
1,077.9 |
1,093.1 |
1,157.4 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.7 |
1,278.8 |
1,198.0 |
|
| R3 |
1,261.7 |
1,238.8 |
1,187.0 |
|
| R2 |
1,221.7 |
1,221.7 |
1,183.3 |
|
| R1 |
1,198.8 |
1,198.8 |
1,179.7 |
1,190.3 |
| PP |
1,181.7 |
1,181.7 |
1,181.7 |
1,177.4 |
| S1 |
1,158.8 |
1,158.8 |
1,172.3 |
1,150.3 |
| S2 |
1,141.7 |
1,141.7 |
1,168.7 |
|
| S3 |
1,101.7 |
1,118.8 |
1,165.0 |
|
| S4 |
1,061.7 |
1,078.8 |
1,154.0 |
|
|
| 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 |
1,164.5 |
43.5 |
3.7% |
16.1 |
1.4% |
26% |
False |
True |
6,088 |
| 10 |
1,208.0 |
1,148.9 |
59.1 |
5.0% |
20.2 |
1.7% |
46% |
False |
False |
5,416 |
| 20 |
1,208.0 |
1,132.1 |
75.9 |
6.5% |
20.5 |
1.7% |
58% |
False |
False |
4,436 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.5% |
16.5 |
1.4% |
36% |
False |
False |
3,022 |
| 60 |
1,273.5 |
1,132.1 |
141.4 |
12.0% |
14.8 |
1.3% |
31% |
False |
False |
2,565 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
16.1% |
13.0 |
1.1% |
23% |
False |
False |
2,102 |
| 100 |
1,347.2 |
1,132.1 |
215.1 |
18.3% |
12.0 |
1.0% |
20% |
False |
False |
1,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,342.5 |
|
2.618 |
1,287.2 |
|
1.618 |
1,253.3 |
|
1.000 |
1,232.3 |
|
0.618 |
1,219.4 |
|
HIGH |
1,198.4 |
|
0.618 |
1,185.5 |
|
0.500 |
1,181.5 |
|
0.382 |
1,177.4 |
|
LOW |
1,164.5 |
|
0.618 |
1,143.5 |
|
1.000 |
1,130.6 |
|
1.618 |
1,109.6 |
|
2.618 |
1,075.7 |
|
4.250 |
1,020.4 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.5 |
1,184.0 |
| PP |
1,179.6 |
1,181.3 |
| S1 |
1,177.8 |
1,178.7 |
|