| Trading Metrics calculated at close of trading on 24-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2014 |
24-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
3,103.0 |
3,182.0 |
79.0 |
2.5% |
3,023.0 |
| High |
3,186.0 |
3,227.0 |
41.0 |
1.3% |
3,186.0 |
| Low |
3,100.0 |
3,182.0 |
82.0 |
2.6% |
3,014.0 |
| Close |
3,186.0 |
3,206.0 |
20.0 |
0.6% |
3,186.0 |
| Range |
86.0 |
45.0 |
-41.0 |
-47.7% |
172.0 |
| ATR |
59.1 |
58.1 |
-1.0 |
-1.7% |
0.0 |
| Volume |
225,161 |
12,029 |
-213,132 |
-94.7% |
231,260 |
|
| Daily Pivots for day following 24-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,340.0 |
3,318.0 |
3,230.8 |
|
| R3 |
3,295.0 |
3,273.0 |
3,218.4 |
|
| R2 |
3,250.0 |
3,250.0 |
3,214.3 |
|
| R1 |
3,228.0 |
3,228.0 |
3,210.1 |
3,239.0 |
| PP |
3,205.0 |
3,205.0 |
3,205.0 |
3,210.5 |
| S1 |
3,183.0 |
3,183.0 |
3,201.9 |
3,194.0 |
| S2 |
3,160.0 |
3,160.0 |
3,197.8 |
|
| S3 |
3,115.0 |
3,138.0 |
3,193.6 |
|
| S4 |
3,070.0 |
3,093.0 |
3,181.3 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,644.7 |
3,587.3 |
3,280.6 |
|
| R3 |
3,472.7 |
3,415.3 |
3,233.3 |
|
| R2 |
3,300.7 |
3,300.7 |
3,217.5 |
|
| R1 |
3,243.3 |
3,243.3 |
3,201.8 |
3,272.0 |
| PP |
3,128.7 |
3,128.7 |
3,128.7 |
3,143.0 |
| S1 |
3,071.3 |
3,071.3 |
3,170.2 |
3,100.0 |
| S2 |
2,956.7 |
2,956.7 |
3,154.5 |
|
| S3 |
2,784.7 |
2,899.3 |
3,138.7 |
|
| S4 |
2,612.7 |
2,727.3 |
3,091.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,227.0 |
3,066.0 |
161.0 |
5.0% |
50.8 |
1.6% |
87% |
True |
False |
48,609 |
| 10 |
3,227.0 |
3,013.0 |
214.0 |
6.7% |
49.9 |
1.6% |
90% |
True |
False |
33,952 |
| 20 |
3,227.0 |
2,951.0 |
276.0 |
8.6% |
52.1 |
1.6% |
92% |
True |
False |
20,030 |
| 40 |
3,227.0 |
2,768.0 |
459.0 |
14.3% |
63.0 |
2.0% |
95% |
True |
False |
16,080 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
53.9 |
1.7% |
85% |
False |
False |
11,379 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
48.2 |
1.5% |
85% |
False |
False |
8,665 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.1% |
44.1 |
1.4% |
85% |
False |
False |
6,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,418.3 |
|
2.618 |
3,344.8 |
|
1.618 |
3,299.8 |
|
1.000 |
3,272.0 |
|
0.618 |
3,254.8 |
|
HIGH |
3,227.0 |
|
0.618 |
3,209.8 |
|
0.500 |
3,204.5 |
|
0.382 |
3,199.2 |
|
LOW |
3,182.0 |
|
0.618 |
3,154.2 |
|
1.000 |
3,137.0 |
|
1.618 |
3,109.2 |
|
2.618 |
3,064.2 |
|
4.250 |
2,990.8 |
|
|
| Fisher Pivots for day following 24-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,205.5 |
3,186.2 |
| PP |
3,205.0 |
3,166.3 |
| S1 |
3,204.5 |
3,146.5 |
|