| Trading Metrics calculated at close of trading on 28-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2014 |
28-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
9,966.0 |
9,986.0 |
20.0 |
0.2% |
9,748.5 |
| High |
10,008.5 |
10,000.0 |
-8.5 |
-0.1% |
10,008.5 |
| Low |
9,936.0 |
9,916.0 |
-20.0 |
-0.2% |
9,725.0 |
| Close |
9,980.5 |
9,986.0 |
5.5 |
0.1% |
9,986.0 |
| Range |
72.5 |
84.0 |
11.5 |
15.9% |
283.5 |
| ATR |
148.2 |
143.6 |
-4.6 |
-3.1% |
0.0 |
| Volume |
646 |
1,238 |
592 |
91.6% |
6,188 |
|
| Daily Pivots for day following 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,219.3 |
10,186.7 |
10,032.2 |
|
| R3 |
10,135.3 |
10,102.7 |
10,009.1 |
|
| R2 |
10,051.3 |
10,051.3 |
10,001.4 |
|
| R1 |
10,018.7 |
10,018.7 |
9,993.7 |
10,028.0 |
| PP |
9,967.3 |
9,967.3 |
9,967.3 |
9,972.0 |
| S1 |
9,934.7 |
9,934.7 |
9,978.3 |
9,944.0 |
| S2 |
9,883.3 |
9,883.3 |
9,970.6 |
|
| S3 |
9,799.3 |
9,850.7 |
9,962.9 |
|
| S4 |
9,715.3 |
9,766.7 |
9,939.8 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,757.0 |
10,655.0 |
10,141.9 |
|
| R3 |
10,473.5 |
10,371.5 |
10,064.0 |
|
| R2 |
10,190.0 |
10,190.0 |
10,038.0 |
|
| R1 |
10,088.0 |
10,088.0 |
10,012.0 |
10,139.0 |
| PP |
9,906.5 |
9,906.5 |
9,906.5 |
9,932.0 |
| S1 |
9,804.5 |
9,804.5 |
9,960.0 |
9,855.5 |
| S2 |
9,623.0 |
9,623.0 |
9,934.0 |
|
| S3 |
9,339.5 |
9,521.0 |
9,908.0 |
|
| S4 |
9,056.0 |
9,237.5 |
9,830.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,008.5 |
9,725.0 |
283.5 |
2.8% |
96.4 |
1.0% |
92% |
False |
False |
1,237 |
| 10 |
10,008.5 |
9,145.5 |
863.0 |
8.6% |
125.1 |
1.3% |
97% |
False |
False |
2,767 |
| 20 |
10,008.5 |
9,145.5 |
863.0 |
8.6% |
128.6 |
1.3% |
97% |
False |
False |
1,769 |
| 40 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
167.1 |
1.7% |
99% |
False |
False |
1,166 |
| 60 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
144.5 |
1.4% |
99% |
False |
False |
846 |
| 80 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
127.2 |
1.3% |
99% |
False |
False |
712 |
| 100 |
10,008.5 |
8,367.5 |
1,641.0 |
16.4% |
118.6 |
1.2% |
99% |
False |
False |
575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,357.0 |
|
2.618 |
10,219.9 |
|
1.618 |
10,135.9 |
|
1.000 |
10,084.0 |
|
0.618 |
10,051.9 |
|
HIGH |
10,000.0 |
|
0.618 |
9,967.9 |
|
0.500 |
9,958.0 |
|
0.382 |
9,948.1 |
|
LOW |
9,916.0 |
|
0.618 |
9,864.1 |
|
1.000 |
9,832.0 |
|
1.618 |
9,780.1 |
|
2.618 |
9,696.1 |
|
4.250 |
9,559.0 |
|
|
| Fisher Pivots for day following 28-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,976.7 |
9,972.5 |
| PP |
9,967.3 |
9,959.0 |
| S1 |
9,958.0 |
9,945.5 |
|