| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,201.6 |
1,193.3 |
-8.3 |
-0.7% |
1,200.7 |
| High |
1,201.6 |
1,199.3 |
-2.3 |
-0.2% |
1,204.5 |
| Low |
1,194.6 |
1,164.0 |
-30.6 |
-2.6% |
1,164.0 |
| Close |
1,197.5 |
1,175.5 |
-22.0 |
-1.8% |
1,175.5 |
| Range |
7.0 |
35.3 |
28.3 |
404.3% |
40.5 |
| ATR |
18.7 |
19.9 |
1.2 |
6.3% |
0.0 |
| Volume |
121,777 |
254,472 |
132,695 |
109.0% |
575,430 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.5 |
1,265.8 |
1,194.9 |
|
| R3 |
1,250.2 |
1,230.5 |
1,185.2 |
|
| R2 |
1,214.9 |
1,214.9 |
1,182.0 |
|
| R1 |
1,195.2 |
1,195.2 |
1,178.7 |
1,187.4 |
| PP |
1,179.6 |
1,179.6 |
1,179.6 |
1,175.7 |
| S1 |
1,159.9 |
1,159.9 |
1,172.3 |
1,152.1 |
| S2 |
1,144.3 |
1,144.3 |
1,169.0 |
|
| S3 |
1,109.0 |
1,124.6 |
1,165.8 |
|
| S4 |
1,073.7 |
1,089.3 |
1,156.1 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.8 |
1,279.7 |
1,197.8 |
|
| R3 |
1,262.3 |
1,239.2 |
1,186.6 |
|
| R2 |
1,221.8 |
1,221.8 |
1,182.9 |
|
| R1 |
1,198.7 |
1,198.7 |
1,179.2 |
1,190.0 |
| PP |
1,181.3 |
1,181.3 |
1,181.3 |
1,177.0 |
| S1 |
1,158.2 |
1,158.2 |
1,171.8 |
1,149.5 |
| S2 |
1,140.8 |
1,140.8 |
1,168.1 |
|
| S3 |
1,100.3 |
1,117.7 |
1,164.4 |
|
| S4 |
1,059.8 |
1,077.2 |
1,153.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.2 |
1,164.0 |
44.2 |
3.8% |
17.7 |
1.5% |
26% |
False |
True |
121,658 |
| 10 |
1,208.2 |
1,146.9 |
61.3 |
5.2% |
21.6 |
1.8% |
47% |
False |
False |
76,009 |
| 20 |
1,208.2 |
1,132.0 |
76.2 |
6.5% |
22.3 |
1.9% |
57% |
False |
False |
48,335 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.6% |
18.0 |
1.5% |
35% |
False |
False |
26,476 |
| 60 |
1,275.1 |
1,132.0 |
143.1 |
12.2% |
16.4 |
1.4% |
30% |
False |
False |
18,483 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
16.2% |
15.1 |
1.3% |
23% |
False |
False |
14,187 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.3% |
14.7 |
1.3% |
20% |
False |
False |
11,554 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.3% |
14.0 |
1.2% |
20% |
False |
False |
9,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,349.3 |
|
2.618 |
1,291.7 |
|
1.618 |
1,256.4 |
|
1.000 |
1,234.6 |
|
0.618 |
1,221.1 |
|
HIGH |
1,199.3 |
|
0.618 |
1,185.8 |
|
0.500 |
1,181.7 |
|
0.382 |
1,177.5 |
|
LOW |
1,164.0 |
|
0.618 |
1,142.2 |
|
1.000 |
1,128.7 |
|
1.618 |
1,106.9 |
|
2.618 |
1,071.6 |
|
4.250 |
1,014.0 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,181.7 |
1,183.5 |
| PP |
1,179.6 |
1,180.8 |
| S1 |
1,177.6 |
1,178.2 |
|