| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,778.85 |
17,880.90 |
102.05 |
0.6% |
17,812.63 |
| High |
17,897.05 |
17,924.15 |
27.10 |
0.2% |
17,893.42 |
| Low |
17,778.85 |
17,855.59 |
76.74 |
0.4% |
17,790.89 |
| Close |
17,879.55 |
17,912.62 |
33.07 |
0.2% |
17,828.24 |
| Range |
118.20 |
68.56 |
-49.64 |
-42.0% |
102.53 |
| ATR |
116.91 |
113.46 |
-3.45 |
-3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,103.13 |
18,076.44 |
17,950.33 |
|
| R3 |
18,034.57 |
18,007.88 |
17,931.47 |
|
| R2 |
17,966.01 |
17,966.01 |
17,925.19 |
|
| R1 |
17,939.32 |
17,939.32 |
17,918.90 |
17,952.67 |
| PP |
17,897.45 |
17,897.45 |
17,897.45 |
17,904.13 |
| S1 |
17,870.76 |
17,870.76 |
17,906.34 |
17,884.11 |
| S2 |
17,828.89 |
17,828.89 |
17,900.05 |
|
| S3 |
17,760.33 |
17,802.20 |
17,893.77 |
|
| S4 |
17,691.77 |
17,733.64 |
17,874.91 |
|
|
| 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 |
17,924.15 |
17,726.55 |
197.60 |
1.1% |
83.14 |
0.5% |
94% |
True |
False |
|
| 10 |
17,924.15 |
17,603.89 |
320.26 |
1.8% |
91.98 |
0.5% |
96% |
True |
False |
|
| 20 |
17,924.15 |
17,385.76 |
538.39 |
3.0% |
88.76 |
0.5% |
98% |
True |
False |
|
| 40 |
17,924.15 |
15,855.12 |
2,069.03 |
11.6% |
158.69 |
0.9% |
99% |
True |
False |
|
| 60 |
17,924.15 |
15,855.12 |
2,069.03 |
11.6% |
159.25 |
0.9% |
99% |
True |
False |
|
| 80 |
17,924.15 |
15,855.12 |
2,069.03 |
11.6% |
144.57 |
0.8% |
99% |
True |
False |
|
| 100 |
17,924.15 |
15,855.12 |
2,069.03 |
11.6% |
143.61 |
0.8% |
99% |
True |
False |
|
| 120 |
17,924.15 |
15,855.12 |
2,069.03 |
11.6% |
136.74 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,215.53 |
|
2.618 |
18,103.64 |
|
1.618 |
18,035.08 |
|
1.000 |
17,992.71 |
|
0.618 |
17,966.52 |
|
HIGH |
17,924.15 |
|
0.618 |
17,897.96 |
|
0.500 |
17,889.87 |
|
0.382 |
17,881.78 |
|
LOW |
17,855.59 |
|
0.618 |
17,813.22 |
|
1.000 |
17,787.03 |
|
1.618 |
17,744.66 |
|
2.618 |
17,676.10 |
|
4.250 |
17,564.21 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,905.04 |
17,883.53 |
| PP |
17,897.45 |
17,854.44 |
| S1 |
17,889.87 |
17,825.35 |
|