| 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 |
9,347.0 |
9,476.5 |
129.5 |
1.4% |
9,308.0 |
| High |
9,498.0 |
9,530.0 |
32.0 |
0.3% |
9,399.5 |
| Low |
9,336.5 |
9,450.0 |
113.5 |
1.2% |
9,183.5 |
| Close |
9,463.5 |
9,471.5 |
8.0 |
0.1% |
9,251.5 |
| Range |
161.5 |
80.0 |
-81.5 |
-50.5% |
216.0 |
| ATR |
166.3 |
160.2 |
-6.2 |
-3.7% |
0.0 |
| Volume |
275 |
13,584 |
13,309 |
4,839.6% |
4,166 |
|
| Daily Pivots for day following 19-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,723.8 |
9,677.7 |
9,515.5 |
|
| R3 |
9,643.8 |
9,597.7 |
9,493.5 |
|
| R2 |
9,563.8 |
9,563.8 |
9,486.2 |
|
| R1 |
9,517.7 |
9,517.7 |
9,478.8 |
9,500.8 |
| PP |
9,483.8 |
9,483.8 |
9,483.8 |
9,475.4 |
| S1 |
9,437.7 |
9,437.7 |
9,464.2 |
9,420.8 |
| S2 |
9,403.8 |
9,403.8 |
9,456.8 |
|
| S3 |
9,323.8 |
9,357.7 |
9,449.5 |
|
| S4 |
9,243.8 |
9,277.7 |
9,427.5 |
|
|
| Weekly Pivots for week ending 14-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,926.2 |
9,804.8 |
9,370.3 |
|
| R3 |
9,710.2 |
9,588.8 |
9,310.9 |
|
| R2 |
9,494.2 |
9,494.2 |
9,291.1 |
|
| R1 |
9,372.8 |
9,372.8 |
9,271.3 |
9,325.5 |
| PP |
9,278.2 |
9,278.2 |
9,278.2 |
9,254.5 |
| S1 |
9,156.8 |
9,156.8 |
9,231.7 |
9,109.5 |
| S2 |
9,062.2 |
9,062.2 |
9,211.9 |
|
| S3 |
8,846.2 |
8,940.8 |
9,192.1 |
|
| S4 |
8,630.2 |
8,724.8 |
9,132.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,530.0 |
9,145.5 |
384.5 |
4.1% |
130.4 |
1.4% |
85% |
True |
False |
3,305 |
| 10 |
9,530.0 |
9,145.5 |
384.5 |
4.1% |
139.7 |
1.5% |
85% |
True |
False |
1,966 |
| 20 |
9,530.0 |
8,833.5 |
696.5 |
7.4% |
150.0 |
1.6% |
92% |
True |
False |
1,283 |
| 40 |
9,725.0 |
8,367.5 |
1,357.5 |
14.3% |
171.7 |
1.8% |
81% |
False |
False |
877 |
| 60 |
9,901.0 |
8,367.5 |
1,533.5 |
16.2% |
139.1 |
1.5% |
72% |
False |
False |
718 |
| 80 |
9,901.0 |
8,367.5 |
1,533.5 |
16.2% |
126.5 |
1.3% |
72% |
False |
False |
552 |
| 100 |
10,055.0 |
8,367.5 |
1,687.5 |
17.8% |
112.8 |
1.2% |
65% |
False |
False |
445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,870.0 |
|
2.618 |
9,739.4 |
|
1.618 |
9,659.4 |
|
1.000 |
9,610.0 |
|
0.618 |
9,579.4 |
|
HIGH |
9,530.0 |
|
0.618 |
9,499.4 |
|
0.500 |
9,490.0 |
|
0.382 |
9,480.6 |
|
LOW |
9,450.0 |
|
0.618 |
9,400.6 |
|
1.000 |
9,370.0 |
|
1.618 |
9,320.6 |
|
2.618 |
9,240.6 |
|
4.250 |
9,110.0 |
|
|
| Fisher Pivots for day following 19-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,490.0 |
9,426.9 |
| PP |
9,483.8 |
9,382.3 |
| S1 |
9,477.7 |
9,337.8 |
|