| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,827.27 |
17,778.85 |
-48.42 |
-0.3% |
17,812.63 |
| High |
17,827.27 |
17,897.05 |
69.78 |
0.4% |
17,893.42 |
| Low |
17,726.55 |
17,778.85 |
52.30 |
0.3% |
17,790.89 |
| Close |
17,776.80 |
17,879.55 |
102.75 |
0.6% |
17,828.24 |
| Range |
100.72 |
118.20 |
17.48 |
17.4% |
102.53 |
| ATR |
116.65 |
116.91 |
0.26 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,206.42 |
18,161.18 |
17,944.56 |
|
| R3 |
18,088.22 |
18,042.98 |
17,912.06 |
|
| R2 |
17,970.02 |
17,970.02 |
17,901.22 |
|
| R1 |
17,924.78 |
17,924.78 |
17,890.39 |
17,947.40 |
| PP |
17,851.82 |
17,851.82 |
17,851.82 |
17,863.13 |
| S1 |
17,806.58 |
17,806.58 |
17,868.72 |
17,829.20 |
| S2 |
17,733.62 |
17,733.62 |
17,857.88 |
|
| S3 |
17,615.42 |
17,688.38 |
17,847.05 |
|
| S4 |
17,497.22 |
17,570.18 |
17,814.54 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,145.11 |
18,089.20 |
17,884.63 |
|
| R3 |
18,042.58 |
17,986.67 |
17,856.44 |
|
| R2 |
17,940.05 |
17,940.05 |
17,847.04 |
|
| R1 |
17,884.14 |
17,884.14 |
17,837.64 |
17,912.10 |
| PP |
17,837.52 |
17,837.52 |
17,837.52 |
17,851.49 |
| S1 |
17,781.61 |
17,781.61 |
17,818.84 |
17,809.57 |
| S2 |
17,734.99 |
17,734.99 |
17,809.44 |
|
| S3 |
17,632.46 |
17,679.08 |
17,800.04 |
|
| S4 |
17,529.93 |
17,576.55 |
17,771.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,897.05 |
17,726.55 |
170.50 |
1.0% |
82.20 |
0.5% |
90% |
True |
False |
|
| 10 |
17,897.05 |
17,603.89 |
293.16 |
1.6% |
94.49 |
0.5% |
94% |
True |
False |
|
| 20 |
17,897.05 |
17,278.36 |
618.69 |
3.5% |
91.27 |
0.5% |
97% |
True |
False |
|
| 40 |
17,897.05 |
15,855.12 |
2,041.93 |
11.4% |
163.79 |
0.9% |
99% |
True |
False |
|
| 60 |
17,897.05 |
15,855.12 |
2,041.93 |
11.4% |
160.08 |
0.9% |
99% |
True |
False |
|
| 80 |
17,897.05 |
15,855.12 |
2,041.93 |
11.4% |
144.59 |
0.8% |
99% |
True |
False |
|
| 100 |
17,897.05 |
15,855.12 |
2,041.93 |
11.4% |
144.30 |
0.8% |
99% |
True |
False |
|
| 120 |
17,897.05 |
15,855.12 |
2,041.93 |
11.4% |
136.74 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,399.40 |
|
2.618 |
18,206.50 |
|
1.618 |
18,088.30 |
|
1.000 |
18,015.25 |
|
0.618 |
17,970.10 |
|
HIGH |
17,897.05 |
|
0.618 |
17,851.90 |
|
0.500 |
17,837.95 |
|
0.382 |
17,824.00 |
|
LOW |
17,778.85 |
|
0.618 |
17,705.80 |
|
1.000 |
17,660.65 |
|
1.618 |
17,587.60 |
|
2.618 |
17,469.40 |
|
4.250 |
17,276.50 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,865.68 |
17,856.97 |
| PP |
17,851.82 |
17,834.38 |
| S1 |
17,837.95 |
17,811.80 |
|