| Trading Metrics calculated at close of trading on 21-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2014 |
21-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
5,368.0 |
5,323.0 |
-45.0 |
-0.8% |
5,490.0 |
| High |
5,371.0 |
5,338.0 |
-33.0 |
-0.6% |
5,493.0 |
| Low |
5,314.0 |
5,298.0 |
-16.0 |
-0.3% |
5,298.0 |
| Close |
5,317.0 |
5,308.0 |
-9.0 |
-0.2% |
5,308.0 |
| Range |
57.0 |
40.0 |
-17.0 |
-29.8% |
195.0 |
| ATR |
54.3 |
53.2 |
-1.0 |
-1.9% |
0.0 |
| Volume |
24,755 |
25,475 |
720 |
2.9% |
117,080 |
|
| Daily Pivots for day following 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,434.7 |
5,411.3 |
5,330.0 |
|
| R3 |
5,394.7 |
5,371.3 |
5,319.0 |
|
| R2 |
5,354.7 |
5,354.7 |
5,315.3 |
|
| R1 |
5,331.3 |
5,331.3 |
5,311.7 |
5,323.0 |
| PP |
5,314.7 |
5,314.7 |
5,314.7 |
5,310.5 |
| S1 |
5,291.3 |
5,291.3 |
5,304.3 |
5,283.0 |
| S2 |
5,274.7 |
5,274.7 |
5,300.7 |
|
| S3 |
5,234.7 |
5,251.3 |
5,297.0 |
|
| S4 |
5,194.7 |
5,211.3 |
5,286.0 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,951.3 |
5,824.7 |
5,415.3 |
|
| R3 |
5,756.3 |
5,629.7 |
5,361.6 |
|
| R2 |
5,561.3 |
5,561.3 |
5,343.8 |
|
| R1 |
5,434.7 |
5,434.7 |
5,325.9 |
5,400.5 |
| PP |
5,366.3 |
5,366.3 |
5,366.3 |
5,349.3 |
| S1 |
5,239.7 |
5,239.7 |
5,290.1 |
5,205.5 |
| S2 |
5,171.3 |
5,171.3 |
5,272.3 |
|
| S3 |
4,976.3 |
5,044.7 |
5,254.4 |
|
| S4 |
4,781.3 |
4,849.7 |
5,200.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,493.0 |
5,298.0 |
195.0 |
3.7% |
55.2 |
1.0% |
5% |
False |
True |
23,416 |
| 10 |
5,556.0 |
5,298.0 |
258.0 |
4.9% |
49.9 |
0.9% |
4% |
False |
True |
22,642 |
| 20 |
5,559.0 |
5,298.0 |
261.0 |
4.9% |
45.7 |
0.9% |
4% |
False |
True |
22,998 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.4 |
1.0% |
46% |
False |
False |
26,000 |
| 60 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
50.1 |
0.9% |
38% |
False |
False |
25,021 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
41.5 |
0.8% |
38% |
False |
False |
18,785 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
36.2 |
0.7% |
38% |
False |
False |
15,039 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
30.6 |
0.6% |
38% |
False |
False |
12,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,508.0 |
|
2.618 |
5,442.7 |
|
1.618 |
5,402.7 |
|
1.000 |
5,378.0 |
|
0.618 |
5,362.7 |
|
HIGH |
5,338.0 |
|
0.618 |
5,322.7 |
|
0.500 |
5,318.0 |
|
0.382 |
5,313.3 |
|
LOW |
5,298.0 |
|
0.618 |
5,273.3 |
|
1.000 |
5,258.0 |
|
1.618 |
5,233.3 |
|
2.618 |
5,193.3 |
|
4.250 |
5,128.0 |
|
|
| Fisher Pivots for day following 21-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,318.0 |
5,363.5 |
| PP |
5,314.7 |
5,345.0 |
| S1 |
5,311.3 |
5,326.5 |
|