| Trading Metrics calculated at close of trading on 27-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
27-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
6,732.0 |
6,733.0 |
1.0 |
0.0% |
6,614.0 |
| High |
6,768.0 |
6,752.5 |
-15.5 |
-0.2% |
6,776.0 |
| Low |
6,718.5 |
6,715.5 |
-3.0 |
0.0% |
6,613.0 |
| Close |
6,738.0 |
6,720.0 |
-18.0 |
-0.3% |
6,755.0 |
| Range |
49.5 |
37.0 |
-12.5 |
-25.3% |
163.0 |
| ATR |
71.8 |
69.3 |
-2.5 |
-3.5% |
0.0 |
| Volume |
73,144 |
52,380 |
-20,764 |
-28.4% |
418,476 |
|
| Daily Pivots for day following 27-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.5 |
6,817.0 |
6,740.5 |
|
| R3 |
6,803.5 |
6,780.0 |
6,730.0 |
|
| R2 |
6,766.5 |
6,766.5 |
6,727.0 |
|
| R1 |
6,743.0 |
6,743.0 |
6,723.5 |
6,736.0 |
| PP |
6,729.5 |
6,729.5 |
6,729.5 |
6,726.0 |
| S1 |
6,706.0 |
6,706.0 |
6,716.5 |
6,699.0 |
| S2 |
6,692.5 |
6,692.5 |
6,713.0 |
|
| S3 |
6,655.5 |
6,669.0 |
6,710.0 |
|
| S4 |
6,618.5 |
6,632.0 |
6,699.5 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,203.5 |
7,142.5 |
6,844.5 |
|
| R3 |
7,040.5 |
6,979.5 |
6,800.0 |
|
| R2 |
6,877.5 |
6,877.5 |
6,785.0 |
|
| R1 |
6,816.5 |
6,816.5 |
6,770.0 |
6,847.0 |
| PP |
6,714.5 |
6,714.5 |
6,714.5 |
6,730.0 |
| S1 |
6,653.5 |
6,653.5 |
6,740.0 |
6,684.0 |
| S2 |
6,551.5 |
6,551.5 |
6,725.0 |
|
| S3 |
6,388.5 |
6,490.5 |
6,710.0 |
|
| S4 |
6,225.5 |
6,327.5 |
6,665.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,776.0 |
6,691.0 |
85.0 |
1.3% |
53.0 |
0.8% |
34% |
False |
False |
77,658 |
| 10 |
6,776.0 |
6,600.0 |
176.0 |
2.6% |
54.0 |
0.8% |
68% |
False |
False |
76,262 |
| 20 |
6,776.0 |
6,422.0 |
354.0 |
5.3% |
59.0 |
0.9% |
84% |
False |
False |
81,920 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
89.0 |
1.3% |
92% |
False |
False |
112,627 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.0 |
1.3% |
81% |
False |
False |
108,574 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
71.5 |
1.1% |
81% |
False |
False |
81,850 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
62.5 |
0.9% |
81% |
False |
False |
65,488 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
53.0 |
0.8% |
81% |
False |
False |
54,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,910.0 |
|
2.618 |
6,849.5 |
|
1.618 |
6,812.5 |
|
1.000 |
6,789.5 |
|
0.618 |
6,775.5 |
|
HIGH |
6,752.5 |
|
0.618 |
6,738.5 |
|
0.500 |
6,734.0 |
|
0.382 |
6,729.5 |
|
LOW |
6,715.5 |
|
0.618 |
6,692.5 |
|
1.000 |
6,678.5 |
|
1.618 |
6,655.5 |
|
2.618 |
6,618.5 |
|
4.250 |
6,558.0 |
|
|
| Fisher Pivots for day following 27-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,734.0 |
6,736.5 |
| PP |
6,729.5 |
6,731.0 |
| S1 |
6,724.5 |
6,725.5 |
|