| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,025.75 |
2,033.75 |
8.00 |
0.4% |
2,011.25 |
| High |
2,035.00 |
2,039.00 |
4.00 |
0.2% |
2,033.50 |
| Low |
2,021.00 |
2,031.00 |
10.00 |
0.5% |
1,995.25 |
| Close |
2,034.00 |
2,036.50 |
2.50 |
0.1% |
2,026.00 |
| Range |
14.00 |
8.00 |
-6.00 |
-42.9% |
38.25 |
| ATR |
25.70 |
24.44 |
-1.26 |
-4.9% |
0.00 |
| Volume |
967,814 |
779,708 |
-188,106 |
-19.4% |
7,177,975 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.50 |
2,056.00 |
2,041.00 |
|
| R3 |
2,051.50 |
2,048.00 |
2,038.75 |
|
| R2 |
2,043.50 |
2,043.50 |
2,038.00 |
|
| R1 |
2,040.00 |
2,040.00 |
2,037.25 |
2,041.75 |
| PP |
2,035.50 |
2,035.50 |
2,035.50 |
2,036.50 |
| S1 |
2,032.00 |
2,032.00 |
2,035.75 |
2,033.75 |
| S2 |
2,027.50 |
2,027.50 |
2,035.00 |
|
| S3 |
2,019.50 |
2,024.00 |
2,034.25 |
|
| S4 |
2,011.50 |
2,016.00 |
2,032.00 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.00 |
2,117.75 |
2,047.00 |
|
| R3 |
2,094.75 |
2,079.50 |
2,036.50 |
|
| R2 |
2,056.50 |
2,056.50 |
2,033.00 |
|
| R1 |
2,041.25 |
2,041.25 |
2,029.50 |
2,049.00 |
| PP |
2,018.25 |
2,018.25 |
2,018.25 |
2,022.00 |
| S1 |
2,003.00 |
2,003.00 |
2,022.50 |
2,010.50 |
| S2 |
1,980.00 |
1,980.00 |
2,019.00 |
|
| S3 |
1,941.75 |
1,964.75 |
2,015.50 |
|
| S4 |
1,903.50 |
1,926.50 |
2,005.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.00 |
2,003.75 |
35.25 |
1.7% |
14.00 |
0.7% |
93% |
True |
False |
1,207,928 |
| 10 |
2,039.00 |
1,959.25 |
79.75 |
3.9% |
19.00 |
0.9% |
97% |
True |
False |
1,472,635 |
| 20 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
28.75 |
1.4% |
99% |
True |
False |
1,894,477 |
| 40 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
28.25 |
1.4% |
99% |
True |
False |
2,023,466 |
| 60 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
23.50 |
1.2% |
99% |
True |
False |
1,467,489 |
| 80 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
22.50 |
1.1% |
99% |
True |
False |
1,101,706 |
| 100 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
21.00 |
1.0% |
99% |
True |
False |
881,815 |
| 120 |
2,039.00 |
1,813.00 |
226.00 |
11.1% |
19.25 |
0.9% |
99% |
True |
False |
734,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,073.00 |
|
2.618 |
2,060.00 |
|
1.618 |
2,052.00 |
|
1.000 |
2,047.00 |
|
0.618 |
2,044.00 |
|
HIGH |
2,039.00 |
|
0.618 |
2,036.00 |
|
0.500 |
2,035.00 |
|
0.382 |
2,034.00 |
|
LOW |
2,031.00 |
|
0.618 |
2,026.00 |
|
1.000 |
2,023.00 |
|
1.618 |
2,018.00 |
|
2.618 |
2,010.00 |
|
4.250 |
1,997.00 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.00 |
2,034.25 |
| PP |
2,035.50 |
2,032.00 |
| S1 |
2,035.00 |
2,029.75 |
|