| 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 |
1,202.5 |
1,199.0 |
-3.5 |
-0.3% |
1,203.1 |
| High |
1,202.5 |
1,200.0 |
-2.5 |
-0.2% |
1,204.2 |
| Low |
1,196.5 |
1,165.5 |
-31.0 |
-2.6% |
1,165.5 |
| Close |
1,198.6 |
1,176.4 |
-22.2 |
-1.9% |
1,176.4 |
| Range |
6.0 |
34.5 |
28.5 |
475.0% |
38.7 |
| ATR |
17.5 |
18.7 |
1.2 |
6.9% |
0.0 |
| Volume |
7,379 |
4,001 |
-3,378 |
-45.8% |
21,265 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,284.1 |
1,264.8 |
1,195.4 |
|
| R3 |
1,249.6 |
1,230.3 |
1,185.9 |
|
| R2 |
1,215.1 |
1,215.1 |
1,182.7 |
|
| R1 |
1,195.8 |
1,195.8 |
1,179.6 |
1,188.2 |
| PP |
1,180.6 |
1,180.6 |
1,180.6 |
1,176.9 |
| S1 |
1,161.3 |
1,161.3 |
1,173.2 |
1,153.7 |
| S2 |
1,146.1 |
1,146.1 |
1,170.1 |
|
| S3 |
1,111.6 |
1,126.8 |
1,166.9 |
|
| S4 |
1,077.1 |
1,092.3 |
1,157.4 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.1 |
1,276.0 |
1,197.7 |
|
| R3 |
1,259.4 |
1,237.3 |
1,187.0 |
|
| R2 |
1,220.7 |
1,220.7 |
1,183.5 |
|
| R1 |
1,198.6 |
1,198.6 |
1,179.9 |
1,190.3 |
| PP |
1,182.0 |
1,182.0 |
1,182.0 |
1,177.9 |
| S1 |
1,159.9 |
1,159.9 |
1,172.9 |
1,151.6 |
| S2 |
1,143.3 |
1,143.3 |
1,169.3 |
|
| S3 |
1,104.6 |
1,121.2 |
1,165.8 |
|
| S4 |
1,065.9 |
1,082.5 |
1,155.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,207.1 |
1,165.5 |
41.6 |
3.5% |
15.9 |
1.3% |
26% |
False |
True |
4,429 |
| 10 |
1,207.1 |
1,148.0 |
59.1 |
5.0% |
20.1 |
1.7% |
48% |
False |
False |
3,990 |
| 20 |
1,207.1 |
1,134.1 |
73.0 |
6.2% |
21.2 |
1.8% |
58% |
False |
False |
3,696 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
16.7 |
1.4% |
34% |
False |
False |
2,371 |
| 60 |
1,275.6 |
1,134.1 |
141.5 |
12.0% |
14.7 |
1.3% |
30% |
False |
False |
1,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,346.6 |
|
2.618 |
1,290.3 |
|
1.618 |
1,255.8 |
|
1.000 |
1,234.5 |
|
0.618 |
1,221.3 |
|
HIGH |
1,200.0 |
|
0.618 |
1,186.8 |
|
0.500 |
1,182.8 |
|
0.382 |
1,178.7 |
|
LOW |
1,165.5 |
|
0.618 |
1,144.2 |
|
1.000 |
1,131.0 |
|
1.618 |
1,109.7 |
|
2.618 |
1,075.2 |
|
4.250 |
1,018.9 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,182.8 |
1,184.6 |
| PP |
1,180.6 |
1,181.8 |
| S1 |
1,178.5 |
1,179.1 |
|