| 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 |
1,187.7 |
1,196.0 |
8.3 |
0.7% |
1,174.9 |
| High |
1,205.0 |
1,203.0 |
-2.0 |
-0.2% |
1,192.6 |
| Low |
1,185.0 |
1,176.5 |
-8.5 |
-0.7% |
1,148.0 |
| Close |
1,198.8 |
1,195.6 |
-3.2 |
-0.3% |
1,187.4 |
| Range |
20.0 |
26.5 |
6.5 |
32.5% |
44.6 |
| ATR |
19.3 |
19.8 |
0.5 |
2.7% |
0.0 |
| Volume |
3,166 |
4,834 |
1,668 |
52.7% |
17,093 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.2 |
1,259.9 |
1,210.2 |
|
| R3 |
1,244.7 |
1,233.4 |
1,202.9 |
|
| R2 |
1,218.2 |
1,218.2 |
1,200.5 |
|
| R1 |
1,206.9 |
1,206.9 |
1,198.0 |
1,199.3 |
| PP |
1,191.7 |
1,191.7 |
1,191.7 |
1,187.9 |
| S1 |
1,180.4 |
1,180.4 |
1,193.2 |
1,172.8 |
| S2 |
1,165.2 |
1,165.2 |
1,190.7 |
|
| S3 |
1,138.7 |
1,153.9 |
1,188.3 |
|
| S4 |
1,112.2 |
1,127.4 |
1,181.0 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,309.8 |
1,293.2 |
1,211.9 |
|
| R3 |
1,265.2 |
1,248.6 |
1,199.7 |
|
| R2 |
1,220.6 |
1,220.6 |
1,195.6 |
|
| R1 |
1,204.0 |
1,204.0 |
1,191.5 |
1,212.3 |
| PP |
1,176.0 |
1,176.0 |
1,176.0 |
1,180.2 |
| S1 |
1,159.4 |
1,159.4 |
1,183.3 |
1,167.7 |
| S2 |
1,131.4 |
1,131.4 |
1,179.2 |
|
| S3 |
1,086.8 |
1,114.8 |
1,175.1 |
|
| S4 |
1,042.2 |
1,070.2 |
1,162.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,205.0 |
1,148.0 |
57.0 |
4.8% |
23.2 |
1.9% |
84% |
False |
False |
4,111 |
| 10 |
1,205.0 |
1,134.1 |
70.9 |
5.9% |
23.6 |
2.0% |
87% |
False |
False |
3,803 |
| 20 |
1,245.9 |
1,134.1 |
111.8 |
9.4% |
19.9 |
1.7% |
55% |
False |
False |
2,819 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
16.1 |
1.3% |
50% |
False |
False |
1,888 |
| 60 |
1,293.5 |
1,134.1 |
159.4 |
13.3% |
13.7 |
1.1% |
39% |
False |
False |
1,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,315.6 |
|
2.618 |
1,272.4 |
|
1.618 |
1,245.9 |
|
1.000 |
1,229.5 |
|
0.618 |
1,219.4 |
|
HIGH |
1,203.0 |
|
0.618 |
1,192.9 |
|
0.500 |
1,189.8 |
|
0.382 |
1,186.6 |
|
LOW |
1,176.5 |
|
0.618 |
1,160.1 |
|
1.000 |
1,150.0 |
|
1.618 |
1,133.6 |
|
2.618 |
1,107.1 |
|
4.250 |
1,063.9 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.7 |
1,194.0 |
| PP |
1,191.7 |
1,192.4 |
| S1 |
1,189.8 |
1,190.8 |
|