| Trading Metrics calculated at close of trading on 11-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2014 |
11-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
2,018.00 |
2,025.25 |
7.25 |
0.4% |
2,003.00 |
| High |
2,027.00 |
2,031.00 |
4.00 |
0.2% |
2,025.75 |
| Low |
2,013.50 |
2,023.75 |
10.25 |
0.5% |
1,988.00 |
| Close |
2,026.50 |
2,029.00 |
2.50 |
0.1% |
2,018.25 |
| Range |
13.50 |
7.25 |
-6.25 |
-46.3% |
37.75 |
| ATR |
24.99 |
23.73 |
-1.27 |
-5.1% |
0.00 |
| Volume |
5,244 |
2,120 |
-3,124 |
-59.6% |
17,684 |
|
| Daily Pivots for day following 11-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,049.75 |
2,046.50 |
2,033.00 |
|
| R3 |
2,042.50 |
2,039.25 |
2,031.00 |
|
| R2 |
2,035.25 |
2,035.25 |
2,030.25 |
|
| R1 |
2,032.00 |
2,032.00 |
2,029.75 |
2,033.50 |
| PP |
2,028.00 |
2,028.00 |
2,028.00 |
2,028.75 |
| S1 |
2,024.75 |
2,024.75 |
2,028.25 |
2,026.50 |
| S2 |
2,020.75 |
2,020.75 |
2,027.75 |
|
| S3 |
2,013.50 |
2,017.50 |
2,027.00 |
|
| S4 |
2,006.25 |
2,010.25 |
2,025.00 |
|
|
| Weekly Pivots for week ending 07-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.00 |
2,108.75 |
2,039.00 |
|
| R3 |
2,086.25 |
2,071.00 |
2,028.75 |
|
| R2 |
2,048.50 |
2,048.50 |
2,025.25 |
|
| R1 |
2,033.25 |
2,033.25 |
2,021.75 |
2,041.00 |
| PP |
2,010.75 |
2,010.75 |
2,010.75 |
2,014.50 |
| S1 |
1,995.50 |
1,995.50 |
2,014.75 |
2,003.00 |
| S2 |
1,973.00 |
1,973.00 |
2,011.25 |
|
| S3 |
1,935.25 |
1,957.75 |
2,007.75 |
|
| S4 |
1,897.50 |
1,920.00 |
1,997.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,031.00 |
1,996.00 |
35.00 |
1.7% |
13.50 |
0.7% |
94% |
True |
False |
2,912 |
| 10 |
2,031.00 |
1,952.00 |
79.00 |
3.9% |
18.25 |
0.9% |
97% |
True |
False |
4,328 |
| 20 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
28.00 |
1.4% |
99% |
True |
False |
4,996 |
| 40 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
27.50 |
1.4% |
99% |
True |
False |
3,683 |
| 60 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
22.50 |
1.1% |
99% |
True |
False |
2,525 |
| 80 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
20.75 |
1.0% |
99% |
True |
False |
1,905 |
| 100 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
18.75 |
0.9% |
99% |
True |
False |
1,530 |
| 120 |
2,031.00 |
1,805.00 |
226.00 |
11.1% |
16.75 |
0.8% |
99% |
True |
False |
1,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,061.75 |
|
2.618 |
2,050.00 |
|
1.618 |
2,042.75 |
|
1.000 |
2,038.25 |
|
0.618 |
2,035.50 |
|
HIGH |
2,031.00 |
|
0.618 |
2,028.25 |
|
0.500 |
2,027.50 |
|
0.382 |
2,026.50 |
|
LOW |
2,023.75 |
|
0.618 |
2,019.25 |
|
1.000 |
2,016.50 |
|
1.618 |
2,012.00 |
|
2.618 |
2,004.75 |
|
4.250 |
1,993.00 |
|
|
| Fisher Pivots for day following 11-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.50 |
2,026.75 |
| PP |
2,028.00 |
2,024.50 |
| S1 |
2,027.50 |
2,022.00 |
|