| Trading Metrics calculated at close of trading on 14-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2014 |
14-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
4,193.50 |
4,203.25 |
9.75 |
0.2% |
4,152.75 |
| High |
4,227.00 |
4,225.75 |
-1.25 |
0.0% |
4,227.00 |
| Low |
4,191.50 |
4,195.75 |
4.25 |
0.1% |
4,144.00 |
| Close |
4,205.00 |
4,222.00 |
17.00 |
0.4% |
4,222.00 |
| Range |
35.50 |
30.00 |
-5.50 |
-15.5% |
83.00 |
| ATR |
53.45 |
51.78 |
-1.68 |
-3.1% |
0.00 |
| Volume |
295,015 |
218,493 |
-76,522 |
-25.9% |
1,015,668 |
|
| Daily Pivots for day following 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,304.50 |
4,293.25 |
4,238.50 |
|
| R3 |
4,274.50 |
4,263.25 |
4,230.25 |
|
| R2 |
4,244.50 |
4,244.50 |
4,227.50 |
|
| R1 |
4,233.25 |
4,233.25 |
4,224.75 |
4,239.00 |
| PP |
4,214.50 |
4,214.50 |
4,214.50 |
4,217.25 |
| S1 |
4,203.25 |
4,203.25 |
4,219.25 |
4,209.00 |
| S2 |
4,184.50 |
4,184.50 |
4,216.50 |
|
| S3 |
4,154.50 |
4,173.25 |
4,213.75 |
|
| S4 |
4,124.50 |
4,143.25 |
4,205.50 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,446.75 |
4,417.25 |
4,267.75 |
|
| R3 |
4,363.75 |
4,334.25 |
4,244.75 |
|
| R2 |
4,280.75 |
4,280.75 |
4,237.25 |
|
| R1 |
4,251.25 |
4,251.25 |
4,229.50 |
4,266.00 |
| PP |
4,197.75 |
4,197.75 |
4,197.75 |
4,205.00 |
| S1 |
4,168.25 |
4,168.25 |
4,214.50 |
4,183.00 |
| S2 |
4,114.75 |
4,114.75 |
4,206.75 |
|
| S3 |
4,031.75 |
4,085.25 |
4,199.25 |
|
| S4 |
3,948.75 |
4,002.25 |
4,176.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,227.00 |
4,144.00 |
83.00 |
2.0% |
31.25 |
0.7% |
94% |
False |
False |
203,133 |
| 10 |
4,227.00 |
4,119.75 |
107.25 |
2.5% |
35.50 |
0.8% |
95% |
False |
False |
222,378 |
| 20 |
4,227.00 |
3,793.25 |
433.75 |
10.3% |
52.50 |
1.2% |
99% |
False |
False |
272,880 |
| 40 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
64.25 |
1.5% |
99% |
False |
False |
365,281 |
| 60 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
54.75 |
1.3% |
99% |
False |
False |
278,107 |
| 80 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
51.00 |
1.2% |
99% |
False |
False |
208,752 |
| 100 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
48.00 |
1.1% |
99% |
False |
False |
167,070 |
| 120 |
4,227.00 |
3,684.00 |
543.00 |
12.9% |
43.00 |
1.0% |
99% |
False |
False |
139,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,353.25 |
|
2.618 |
4,304.25 |
|
1.618 |
4,274.25 |
|
1.000 |
4,255.75 |
|
0.618 |
4,244.25 |
|
HIGH |
4,225.75 |
|
0.618 |
4,214.25 |
|
0.500 |
4,210.75 |
|
0.382 |
4,207.25 |
|
LOW |
4,195.75 |
|
0.618 |
4,177.25 |
|
1.000 |
4,165.75 |
|
1.618 |
4,147.25 |
|
2.618 |
4,117.25 |
|
4.250 |
4,068.25 |
|
|
| Fisher Pivots for day following 14-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,218.25 |
4,213.50 |
| PP |
4,214.50 |
4,205.25 |
| S1 |
4,210.75 |
4,196.75 |
|