| Trading Metrics calculated at close of trading on 25-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2014 |
25-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
5,360.0 |
5,345.0 |
-15.0 |
-0.3% |
5,490.0 |
| High |
5,389.0 |
5,358.0 |
-31.0 |
-0.6% |
5,493.0 |
| Low |
5,349.0 |
5,301.0 |
-48.0 |
-0.9% |
5,298.0 |
| Close |
5,354.0 |
5,350.0 |
-4.0 |
-0.1% |
5,308.0 |
| Range |
40.0 |
57.0 |
17.0 |
42.5% |
195.0 |
| ATR |
55.2 |
55.4 |
0.1 |
0.2% |
0.0 |
| Volume |
24,409 |
29,721 |
5,312 |
21.8% |
117,080 |
|
| Daily Pivots for day following 25-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,507.3 |
5,485.7 |
5,381.4 |
|
| R3 |
5,450.3 |
5,428.7 |
5,365.7 |
|
| R2 |
5,393.3 |
5,393.3 |
5,360.5 |
|
| R1 |
5,371.7 |
5,371.7 |
5,355.2 |
5,382.5 |
| PP |
5,336.3 |
5,336.3 |
5,336.3 |
5,341.8 |
| S1 |
5,314.7 |
5,314.7 |
5,344.8 |
5,325.5 |
| S2 |
5,279.3 |
5,279.3 |
5,339.6 |
|
| S3 |
5,222.3 |
5,257.7 |
5,334.3 |
|
| S4 |
5,165.3 |
5,200.7 |
5,318.7 |
|
|
| 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 |
5,429.0 |
5,298.0 |
131.0 |
2.4% |
50.2 |
0.9% |
40% |
False |
False |
25,582 |
| 10 |
5,535.0 |
5,298.0 |
237.0 |
4.4% |
52.0 |
1.0% |
22% |
False |
False |
23,493 |
| 20 |
5,559.0 |
5,298.0 |
261.0 |
4.9% |
47.3 |
0.9% |
20% |
False |
False |
23,714 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.4 |
1.0% |
55% |
False |
False |
25,871 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
50.8 |
0.9% |
45% |
False |
False |
25,920 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
42.3 |
0.8% |
45% |
False |
False |
19,461 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
37.1 |
0.7% |
45% |
False |
False |
15,580 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.7% |
31.3 |
0.6% |
45% |
False |
False |
12,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,600.3 |
|
2.618 |
5,507.2 |
|
1.618 |
5,450.2 |
|
1.000 |
5,415.0 |
|
0.618 |
5,393.2 |
|
HIGH |
5,358.0 |
|
0.618 |
5,336.2 |
|
0.500 |
5,329.5 |
|
0.382 |
5,322.8 |
|
LOW |
5,301.0 |
|
0.618 |
5,265.8 |
|
1.000 |
5,244.0 |
|
1.618 |
5,208.8 |
|
2.618 |
5,151.8 |
|
4.250 |
5,058.8 |
|
|
| Fisher Pivots for day following 25-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,343.2 |
5,347.8 |
| PP |
5,336.3 |
5,345.7 |
| S1 |
5,329.5 |
5,343.5 |
|