| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
17,721.02 |
17,812.63 |
91.61 |
0.5% |
17,631.85 |
| High |
17,894.83 |
17,855.27 |
-39.56 |
-0.2% |
17,894.83 |
| Low |
17,721.02 |
17,793.19 |
72.17 |
0.4% |
17,603.89 |
| Close |
17,810.06 |
17,817.90 |
7.84 |
0.0% |
17,810.06 |
| Range |
173.81 |
62.08 |
-111.73 |
-64.3% |
290.94 |
| ATR |
136.36 |
131.05 |
-5.31 |
-3.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,008.36 |
17,975.21 |
17,852.04 |
|
| R3 |
17,946.28 |
17,913.13 |
17,834.97 |
|
| R2 |
17,884.20 |
17,884.20 |
17,829.28 |
|
| R1 |
17,851.05 |
17,851.05 |
17,823.59 |
17,867.63 |
| PP |
17,822.12 |
17,822.12 |
17,822.12 |
17,830.41 |
| S1 |
17,788.97 |
17,788.97 |
17,812.21 |
17,805.55 |
| S2 |
17,760.04 |
17,760.04 |
17,806.52 |
|
| S3 |
17,697.96 |
17,726.89 |
17,800.83 |
|
| S4 |
17,635.88 |
17,664.81 |
17,783.76 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,642.41 |
18,517.18 |
17,970.08 |
|
| R3 |
18,351.47 |
18,226.24 |
17,890.07 |
|
| R2 |
18,060.53 |
18,060.53 |
17,863.40 |
|
| R1 |
17,935.30 |
17,935.30 |
17,836.73 |
17,997.92 |
| PP |
17,769.59 |
17,769.59 |
17,769.59 |
17,800.90 |
| S1 |
17,644.36 |
17,644.36 |
17,783.39 |
17,706.98 |
| S2 |
17,478.65 |
17,478.65 |
17,756.72 |
|
| S3 |
17,187.71 |
17,353.42 |
17,730.05 |
|
| S4 |
16,896.77 |
17,062.48 |
17,650.04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,894.83 |
17,603.89 |
290.94 |
1.6% |
106.78 |
0.6% |
74% |
False |
False |
|
| 10 |
17,894.83 |
17,536.17 |
358.66 |
2.0% |
91.85 |
0.5% |
79% |
False |
False |
|
| 20 |
17,894.83 |
16,825.19 |
1,069.64 |
6.0% |
116.33 |
0.7% |
93% |
False |
False |
|
| 40 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
177.79 |
1.0% |
96% |
False |
False |
|
| 60 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
161.80 |
0.9% |
96% |
False |
False |
|
| 80 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
149.72 |
0.8% |
96% |
False |
False |
|
| 100 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
145.87 |
0.8% |
96% |
False |
False |
|
| 120 |
17,894.83 |
15,855.12 |
2,039.71 |
11.4% |
137.07 |
0.8% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,119.11 |
|
2.618 |
18,017.80 |
|
1.618 |
17,955.72 |
|
1.000 |
17,917.35 |
|
0.618 |
17,893.64 |
|
HIGH |
17,855.27 |
|
0.618 |
17,831.56 |
|
0.500 |
17,824.23 |
|
0.382 |
17,816.90 |
|
LOW |
17,793.19 |
|
0.618 |
17,754.82 |
|
1.000 |
17,731.11 |
|
1.618 |
17,692.74 |
|
2.618 |
17,630.66 |
|
4.250 |
17,529.35 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,824.23 |
17,795.05 |
| PP |
17,822.12 |
17,772.21 |
| S1 |
17,820.01 |
17,749.36 |
|