| 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 |
5,323.0 |
5,360.0 |
37.0 |
0.7% |
5,490.0 |
| High |
5,338.0 |
5,389.0 |
51.0 |
1.0% |
5,493.0 |
| Low |
5,298.0 |
5,349.0 |
51.0 |
1.0% |
5,298.0 |
| Close |
5,308.0 |
5,354.0 |
46.0 |
0.9% |
5,308.0 |
| Range |
40.0 |
40.0 |
0.0 |
0.0% |
195.0 |
| ATR |
53.2 |
55.2 |
2.0 |
3.7% |
0.0 |
| Volume |
25,475 |
24,409 |
-1,066 |
-4.2% |
117,080 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,484.0 |
5,459.0 |
5,376.0 |
|
| R3 |
5,444.0 |
5,419.0 |
5,365.0 |
|
| R2 |
5,404.0 |
5,404.0 |
5,361.3 |
|
| R1 |
5,379.0 |
5,379.0 |
5,357.7 |
5,371.5 |
| PP |
5,364.0 |
5,364.0 |
5,364.0 |
5,360.3 |
| S1 |
5,339.0 |
5,339.0 |
5,350.3 |
5,331.5 |
| S2 |
5,324.0 |
5,324.0 |
5,346.7 |
|
| S3 |
5,284.0 |
5,299.0 |
5,343.0 |
|
| S4 |
5,244.0 |
5,259.0 |
5,332.0 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,951.3 |
5,824.7 |
5,415.3 |
|
| R3 |
5,756.3 |
5,629.7 |
5,361.6 |
|
| R2 |
5,561.3 |
5,561.3 |
5,343.8 |
|
| R1 |
5,434.7 |
5,434.7 |
5,325.9 |
5,400.5 |
| PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,349.3 |
| S1 |
5,239.7 |
5,239.7 |
5,290.1 |
5,205.5 |
| S2 |
5,171.3 |
5,171.3 |
5,272.3 |
|
| S3 |
4,976.3 |
5,044.7 |
5,254.4 |
|
| S4 |
4,781.3 |
4,849.7 |
5,200.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,442.0 |
5,298.0 |
144.0 |
2.7% |
47.8 |
0.9% |
39% |
False |
False |
23,856 |
| 10 |
5,555.0 |
5,298.0 |
257.0 |
4.8% |
49.6 |
0.9% |
22% |
False |
False |
22,521 |
| 20 |
5,559.0 |
5,298.0 |
261.0 |
4.9% |
46.1 |
0.9% |
21% |
False |
False |
23,140 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.1 |
1.0% |
56% |
False |
False |
25,927 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
50.4 |
0.9% |
46% |
False |
False |
25,426 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
41.9 |
0.8% |
46% |
False |
False |
19,090 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
36.6 |
0.7% |
46% |
False |
False |
15,283 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
30.9 |
0.6% |
46% |
False |
False |
12,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,559.0 |
|
2.618 |
5,493.7 |
|
1.618 |
5,453.7 |
|
1.000 |
5,429.0 |
|
0.618 |
5,413.7 |
|
HIGH |
5,389.0 |
|
0.618 |
5,373.7 |
|
0.500 |
5,369.0 |
|
0.382 |
5,364.3 |
|
LOW |
5,349.0 |
|
0.618 |
5,324.3 |
|
1.000 |
5,309.0 |
|
1.618 |
5,284.3 |
|
2.618 |
5,244.3 |
|
4.250 |
5,179.0 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,369.0 |
5,350.5 |
| PP |
5,364.0 |
5,347.0 |
| S1 |
5,359.0 |
5,343.5 |
|