| Trading Metrics calculated at close of trading on 17-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2014 |
17-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
5,458.0 |
5,490.0 |
32.0 |
0.6% |
5,552.0 |
| High |
5,473.0 |
5,493.0 |
20.0 |
0.4% |
5,556.0 |
| Low |
5,431.0 |
5,416.0 |
-15.0 |
-0.3% |
5,431.0 |
| Close |
5,469.0 |
5,426.0 |
-43.0 |
-0.8% |
5,469.0 |
| Range |
42.0 |
77.0 |
35.0 |
83.3% |
125.0 |
| ATR |
52.4 |
54.1 |
1.8 |
3.4% |
0.0 |
| Volume |
18,608 |
22,207 |
3,599 |
19.3% |
109,349 |
|
| Daily Pivots for day following 17-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,676.0 |
5,628.0 |
5,468.4 |
|
| R3 |
5,599.0 |
5,551.0 |
5,447.2 |
|
| R2 |
5,522.0 |
5,522.0 |
5,440.1 |
|
| R1 |
5,474.0 |
5,474.0 |
5,433.1 |
5,459.5 |
| PP |
5,445.0 |
5,445.0 |
5,445.0 |
5,437.8 |
| S1 |
5,397.0 |
5,397.0 |
5,418.9 |
5,382.5 |
| S2 |
5,368.0 |
5,368.0 |
5,411.9 |
|
| S3 |
5,291.0 |
5,320.0 |
5,404.8 |
|
| S4 |
5,214.0 |
5,243.0 |
5,383.7 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,860.3 |
5,789.7 |
5,537.8 |
|
| R3 |
5,735.3 |
5,664.7 |
5,503.4 |
|
| R2 |
5,610.3 |
5,610.3 |
5,491.9 |
|
| R1 |
5,539.7 |
5,539.7 |
5,480.5 |
5,512.5 |
| PP |
5,485.3 |
5,485.3 |
5,485.3 |
5,471.8 |
| S1 |
5,414.7 |
5,414.7 |
5,457.5 |
5,387.5 |
| S2 |
5,360.3 |
5,360.3 |
5,446.1 |
|
| S3 |
5,235.3 |
5,289.7 |
5,434.6 |
|
| S4 |
5,110.3 |
5,164.7 |
5,400.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,555.0 |
5,416.0 |
139.0 |
2.6% |
51.4 |
0.9% |
7% |
False |
True |
21,187 |
| 10 |
5,559.0 |
5,416.0 |
143.0 |
2.6% |
48.1 |
0.9% |
7% |
False |
True |
22,890 |
| 20 |
5,559.0 |
5,294.0 |
265.0 |
4.9% |
42.6 |
0.8% |
50% |
False |
False |
23,425 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.6% |
53.6 |
1.0% |
72% |
False |
False |
26,147 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
47.6 |
0.9% |
58% |
False |
False |
23,443 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
40.5 |
0.7% |
58% |
False |
False |
17,603 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
34.4 |
0.6% |
58% |
False |
False |
14,092 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.6% |
29.5 |
0.5% |
58% |
False |
False |
11,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,820.3 |
|
2.618 |
5,694.6 |
|
1.618 |
5,617.6 |
|
1.000 |
5,570.0 |
|
0.618 |
5,540.6 |
|
HIGH |
5,493.0 |
|
0.618 |
5,463.6 |
|
0.500 |
5,454.5 |
|
0.382 |
5,445.4 |
|
LOW |
5,416.0 |
|
0.618 |
5,368.4 |
|
1.000 |
5,339.0 |
|
1.618 |
5,291.4 |
|
2.618 |
5,214.4 |
|
4.250 |
5,088.8 |
|
|
| Fisher Pivots for day following 17-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,454.5 |
5,454.5 |
| PP |
5,445.0 |
5,445.0 |
| S1 |
5,435.5 |
5,435.5 |
|