| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,051.16 |
2,045.87 |
-5.29 |
-0.3% |
2,032.01 |
| High |
2,052.14 |
2,053.84 |
1.70 |
0.1% |
2,046.18 |
| Low |
2,040.37 |
2,040.94 |
0.57 |
0.0% |
2,030.17 |
| Close |
2,048.71 |
2,052.75 |
4.04 |
0.2% |
2,039.82 |
| Range |
11.77 |
12.90 |
1.13 |
9.6% |
16.01 |
| ATR |
16.71 |
16.44 |
-0.27 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.88 |
2,083.21 |
2,059.85 |
|
| R3 |
2,074.98 |
2,070.31 |
2,056.30 |
|
| R2 |
2,062.08 |
2,062.08 |
2,055.12 |
|
| R1 |
2,057.41 |
2,057.41 |
2,053.93 |
2,059.75 |
| PP |
2,049.18 |
2,049.18 |
2,049.18 |
2,050.34 |
| S1 |
2,044.51 |
2,044.51 |
2,051.57 |
2,046.85 |
| S2 |
2,036.28 |
2,036.28 |
2,050.39 |
|
| S3 |
2,023.38 |
2,031.61 |
2,049.20 |
|
| S4 |
2,010.48 |
2,018.71 |
2,045.66 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.75 |
2,079.30 |
2,048.63 |
|
| R3 |
2,070.74 |
2,063.29 |
2,044.22 |
|
| R2 |
2,054.73 |
2,054.73 |
2,042.76 |
|
| R1 |
2,047.28 |
2,047.28 |
2,041.29 |
2,051.01 |
| PP |
2,038.72 |
2,038.72 |
2,038.72 |
2,040.59 |
| S1 |
2,031.27 |
2,031.27 |
2,038.35 |
2,035.00 |
| S2 |
2,022.71 |
2,022.71 |
2,036.88 |
|
| S3 |
2,006.70 |
2,015.26 |
2,035.42 |
|
| S4 |
1,990.69 |
1,999.25 |
2,031.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,056.08 |
2,034.46 |
21.62 |
1.1% |
10.98 |
0.5% |
85% |
False |
False |
|
| 10 |
2,056.08 |
2,025.36 |
30.72 |
1.5% |
10.25 |
0.5% |
89% |
False |
False |
|
| 20 |
2,056.08 |
1,946.27 |
109.81 |
5.3% |
13.43 |
0.7% |
97% |
False |
False |
|
| 40 |
2,056.08 |
1,821.61 |
234.47 |
11.4% |
21.61 |
1.1% |
99% |
False |
False |
|
| 60 |
2,056.08 |
1,821.61 |
234.47 |
11.4% |
19.38 |
0.9% |
99% |
False |
False |
|
| 80 |
2,056.08 |
1,821.61 |
234.47 |
11.4% |
18.32 |
0.9% |
99% |
False |
False |
|
| 100 |
2,056.08 |
1,821.61 |
234.47 |
11.4% |
17.12 |
0.8% |
99% |
False |
False |
|
| 120 |
2,056.08 |
1,821.61 |
234.47 |
11.4% |
16.12 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,108.67 |
|
2.618 |
2,087.61 |
|
1.618 |
2,074.71 |
|
1.000 |
2,066.74 |
|
0.618 |
2,061.81 |
|
HIGH |
2,053.84 |
|
0.618 |
2,048.91 |
|
0.500 |
2,047.39 |
|
0.382 |
2,045.87 |
|
LOW |
2,040.94 |
|
0.618 |
2,032.97 |
|
1.000 |
2,028.04 |
|
1.618 |
2,020.07 |
|
2.618 |
2,007.17 |
|
4.250 |
1,986.12 |
|
|