| Trading Metrics calculated at close of trading on 13-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2014 |
13-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,164.0 |
1,158.0 |
-6.0 |
-0.5% |
1,171.1 |
| High |
1,169.7 |
1,168.0 |
-1.7 |
-0.1% |
1,178.7 |
| Low |
1,158.0 |
1,153.8 |
-4.2 |
-0.4% |
1,132.0 |
| Close |
1,159.9 |
1,162.3 |
2.4 |
0.2% |
1,170.6 |
| Range |
11.7 |
14.2 |
2.5 |
21.4% |
46.7 |
| ATR |
19.2 |
18.8 |
-0.4 |
-1.9% |
0.0 |
| Volume |
42,566 |
36,832 |
-5,734 |
-13.5% |
69,143 |
|
| Daily Pivots for day following 13-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,204.0 |
1,197.3 |
1,170.1 |
|
| R3 |
1,189.8 |
1,183.1 |
1,166.2 |
|
| R2 |
1,175.6 |
1,175.6 |
1,164.9 |
|
| R1 |
1,168.9 |
1,168.9 |
1,163.6 |
1,172.3 |
| PP |
1,161.4 |
1,161.4 |
1,161.4 |
1,163.0 |
| S1 |
1,154.7 |
1,154.7 |
1,161.0 |
1,158.1 |
| S2 |
1,147.2 |
1,147.2 |
1,159.7 |
|
| S3 |
1,133.0 |
1,140.5 |
1,158.4 |
|
| S4 |
1,118.8 |
1,126.3 |
1,154.5 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.5 |
1,282.3 |
1,196.3 |
|
| R3 |
1,253.8 |
1,235.6 |
1,183.4 |
|
| R2 |
1,207.1 |
1,207.1 |
1,179.2 |
|
| R1 |
1,188.9 |
1,188.9 |
1,174.9 |
1,174.7 |
| PP |
1,160.4 |
1,160.4 |
1,160.4 |
1,153.3 |
| S1 |
1,142.2 |
1,142.2 |
1,166.3 |
1,128.0 |
| S2 |
1,113.7 |
1,113.7 |
1,162.0 |
|
| S3 |
1,067.0 |
1,095.5 |
1,157.8 |
|
| S4 |
1,020.3 |
1,048.8 |
1,144.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,178.7 |
1,132.0 |
46.7 |
4.0% |
25.6 |
2.2% |
65% |
False |
False |
28,659 |
| 10 |
1,203.1 |
1,132.0 |
71.1 |
6.1% |
22.9 |
2.0% |
43% |
False |
False |
20,661 |
| 20 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
17.6 |
1.5% |
24% |
False |
False |
13,707 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.7% |
16.0 |
1.4% |
24% |
False |
False |
8,070 |
| 60 |
1,298.4 |
1,132.0 |
166.4 |
14.3% |
14.8 |
1.3% |
18% |
False |
False |
6,047 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
16.4% |
14.0 |
1.2% |
16% |
False |
False |
4,849 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
13.6 |
1.2% |
14% |
False |
False |
4,017 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.5% |
12.7 |
1.1% |
14% |
False |
False |
3,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.4 |
|
2.618 |
1,205.2 |
|
1.618 |
1,191.0 |
|
1.000 |
1,182.2 |
|
0.618 |
1,176.8 |
|
HIGH |
1,168.0 |
|
0.618 |
1,162.6 |
|
0.500 |
1,160.9 |
|
0.382 |
1,159.2 |
|
LOW |
1,153.8 |
|
0.618 |
1,145.0 |
|
1.000 |
1,139.6 |
|
1.618 |
1,130.8 |
|
2.618 |
1,116.6 |
|
4.250 |
1,093.5 |
|
|
| Fisher Pivots for day following 13-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,161.8 |
1,161.6 |
| PP |
1,161.4 |
1,160.8 |
| S1 |
1,160.9 |
1,160.1 |
|