| Trading Metrics calculated at close of trading on 19-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2014 |
19-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,186.4 |
1,196.2 |
9.8 |
0.8% |
1,177.0 |
| High |
1,204.7 |
1,202.2 |
-2.5 |
-0.2% |
1,193.5 |
| Low |
1,183.7 |
1,174.7 |
-9.0 |
-0.8% |
1,146.9 |
| Close |
1,197.8 |
1,194.6 |
-3.2 |
-0.3% |
1,186.3 |
| Range |
21.0 |
27.5 |
6.5 |
31.0% |
46.6 |
| ATR |
20.3 |
20.8 |
0.5 |
2.5% |
0.0 |
| Volume |
22,261 |
41,730 |
19,469 |
87.5% |
148,823 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,273.0 |
1,261.3 |
1,209.7 |
|
| R3 |
1,245.5 |
1,233.8 |
1,202.2 |
|
| R2 |
1,218.0 |
1,218.0 |
1,199.6 |
|
| R1 |
1,206.3 |
1,206.3 |
1,197.1 |
1,198.4 |
| PP |
1,190.5 |
1,190.5 |
1,190.5 |
1,186.6 |
| S1 |
1,178.8 |
1,178.8 |
1,192.1 |
1,170.9 |
| S2 |
1,163.0 |
1,163.0 |
1,189.6 |
|
| S3 |
1,135.5 |
1,151.3 |
1,187.0 |
|
| S4 |
1,108.0 |
1,123.8 |
1,179.5 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,315.4 |
1,297.4 |
1,211.9 |
|
| R3 |
1,268.8 |
1,250.8 |
1,199.1 |
|
| R2 |
1,222.2 |
1,222.2 |
1,194.8 |
|
| R1 |
1,204.2 |
1,204.2 |
1,190.6 |
1,213.2 |
| PP |
1,175.6 |
1,175.6 |
1,175.6 |
1,180.1 |
| S1 |
1,157.6 |
1,157.6 |
1,182.0 |
1,166.6 |
| S2 |
1,129.0 |
1,129.0 |
1,177.8 |
|
| S3 |
1,082.4 |
1,111.0 |
1,173.5 |
|
| S4 |
1,035.8 |
1,064.4 |
1,160.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.7 |
1,146.9 |
57.8 |
4.8% |
24.4 |
2.0% |
83% |
False |
False |
30,676 |
| 10 |
1,204.7 |
1,132.0 |
72.7 |
6.1% |
24.6 |
2.1% |
86% |
False |
False |
27,576 |
| 20 |
1,245.0 |
1,132.0 |
113.0 |
9.5% |
21.0 |
1.8% |
55% |
False |
False |
17,950 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.4 |
1.5% |
50% |
False |
False |
10,690 |
| 60 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
15.9 |
1.3% |
38% |
False |
False |
7,938 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
14.7 |
1.2% |
33% |
False |
False |
6,249 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.2 |
1.2% |
29% |
False |
False |
5,171 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.4 |
1.1% |
29% |
False |
False |
4,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,319.1 |
|
2.618 |
1,274.2 |
|
1.618 |
1,246.7 |
|
1.000 |
1,229.7 |
|
0.618 |
1,219.2 |
|
HIGH |
1,202.2 |
|
0.618 |
1,191.7 |
|
0.500 |
1,188.5 |
|
0.382 |
1,185.2 |
|
LOW |
1,174.7 |
|
0.618 |
1,157.7 |
|
1.000 |
1,147.2 |
|
1.618 |
1,130.2 |
|
2.618 |
1,102.7 |
|
4.250 |
1,057.8 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.6 |
1,193.0 |
| PP |
1,190.5 |
1,191.3 |
| S1 |
1,188.5 |
1,189.7 |
|