| Trading Metrics calculated at close of trading on 20-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2014 |
20-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
5,427.0 |
5,368.0 |
-59.0 |
-1.1% |
5,552.0 |
| High |
5,429.0 |
5,371.0 |
-58.0 |
-1.1% |
5,556.0 |
| Low |
5,372.0 |
5,314.0 |
-58.0 |
-1.1% |
5,431.0 |
| Close |
5,375.0 |
5,317.0 |
-58.0 |
-1.1% |
5,469.0 |
| Range |
57.0 |
57.0 |
0.0 |
0.0% |
125.0 |
| ATR |
53.7 |
54.3 |
0.5 |
1.0% |
0.0 |
| Volume |
23,551 |
24,755 |
1,204 |
5.1% |
109,349 |
|
| Daily Pivots for day following 20-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,505.0 |
5,468.0 |
5,348.4 |
|
| R3 |
5,448.0 |
5,411.0 |
5,332.7 |
|
| R2 |
5,391.0 |
5,391.0 |
5,327.5 |
|
| R1 |
5,354.0 |
5,354.0 |
5,322.2 |
5,344.0 |
| PP |
5,334.0 |
5,334.0 |
5,334.0 |
5,329.0 |
| S1 |
5,297.0 |
5,297.0 |
5,311.8 |
5,287.0 |
| S2 |
5,277.0 |
5,277.0 |
5,306.6 |
|
| S3 |
5,220.0 |
5,240.0 |
5,301.3 |
|
| S4 |
5,163.0 |
5,183.0 |
5,285.7 |
|
|
| 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 |
5,493.0 |
5,314.0 |
179.0 |
3.4% |
55.6 |
1.0% |
2% |
False |
True |
22,042 |
| 10 |
5,559.0 |
5,314.0 |
245.0 |
4.6% |
50.1 |
0.9% |
1% |
False |
True |
23,291 |
| 20 |
5,559.0 |
5,314.0 |
245.0 |
4.6% |
45.5 |
0.9% |
1% |
False |
True |
23,149 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.2 |
1.0% |
48% |
False |
False |
25,990 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
49.7 |
0.9% |
39% |
False |
False |
24,597 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
41.4 |
0.8% |
39% |
False |
False |
18,467 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
35.8 |
0.7% |
39% |
False |
False |
14,785 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
30.5 |
0.6% |
39% |
False |
False |
12,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,613.3 |
|
2.618 |
5,520.2 |
|
1.618 |
5,463.2 |
|
1.000 |
5,428.0 |
|
0.618 |
5,406.2 |
|
HIGH |
5,371.0 |
|
0.618 |
5,349.2 |
|
0.500 |
5,342.5 |
|
0.382 |
5,335.8 |
|
LOW |
5,314.0 |
|
0.618 |
5,278.8 |
|
1.000 |
5,257.0 |
|
1.618 |
5,221.8 |
|
2.618 |
5,164.8 |
|
4.250 |
5,071.8 |
|
|
| Fisher Pivots for day following 20-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,342.5 |
5,378.0 |
| PP |
5,334.0 |
5,357.7 |
| S1 |
5,325.5 |
5,337.3 |
|