| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,074.00 |
2,063.25 |
-10.75 |
-0.5% |
2,062.25 |
| High |
2,074.75 |
2,064.00 |
-10.75 |
-0.5% |
2,075.25 |
| Low |
2,063.50 |
2,048.25 |
-15.25 |
-0.7% |
2,060.75 |
| Close |
2,066.25 |
2,050.75 |
-15.50 |
-0.8% |
2,066.25 |
| Range |
11.25 |
15.75 |
4.50 |
40.0% |
14.50 |
| ATR |
17.83 |
17.84 |
0.01 |
0.1% |
0.00 |
| Volume |
783,116 |
1,471,696 |
688,580 |
87.9% |
3,298,427 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.50 |
2,092.00 |
2,059.50 |
|
| R3 |
2,085.75 |
2,076.25 |
2,055.00 |
|
| R2 |
2,070.00 |
2,070.00 |
2,053.75 |
|
| R1 |
2,060.50 |
2,060.50 |
2,052.25 |
2,057.50 |
| PP |
2,054.25 |
2,054.25 |
2,054.25 |
2,052.75 |
| S1 |
2,044.75 |
2,044.75 |
2,049.25 |
2,041.50 |
| S2 |
2,038.50 |
2,038.50 |
2,047.75 |
|
| S3 |
2,022.75 |
2,029.00 |
2,046.50 |
|
| S4 |
2,007.00 |
2,013.25 |
2,042.00 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.00 |
2,103.00 |
2,074.25 |
|
| R3 |
2,096.50 |
2,088.50 |
2,070.25 |
|
| R2 |
2,082.00 |
2,082.00 |
2,069.00 |
|
| R1 |
2,074.00 |
2,074.00 |
2,067.50 |
2,078.00 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,069.50 |
| S1 |
2,059.50 |
2,059.50 |
2,065.00 |
2,063.50 |
| S2 |
2,053.00 |
2,053.00 |
2,063.50 |
|
| S3 |
2,038.50 |
2,045.00 |
2,062.25 |
|
| S4 |
2,024.00 |
2,030.50 |
2,058.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,075.25 |
2,048.25 |
27.00 |
1.3% |
11.00 |
0.5% |
9% |
False |
True |
954,024 |
| 10 |
2,075.25 |
2,025.25 |
50.00 |
2.4% |
14.25 |
0.7% |
51% |
False |
False |
1,093,059 |
| 20 |
2,075.25 |
1,995.25 |
80.00 |
3.9% |
14.00 |
0.7% |
69% |
False |
False |
1,176,361 |
| 40 |
2,075.25 |
1,813.00 |
262.25 |
12.8% |
25.25 |
1.2% |
91% |
False |
False |
1,778,565 |
| 60 |
2,075.25 |
1,813.00 |
262.25 |
12.8% |
23.75 |
1.2% |
91% |
False |
False |
1,707,685 |
| 80 |
2,075.25 |
1,813.00 |
262.25 |
12.8% |
21.50 |
1.0% |
91% |
False |
False |
1,283,620 |
| 100 |
2,075.25 |
1,813.00 |
262.25 |
12.8% |
21.00 |
1.0% |
91% |
False |
False |
1,027,611 |
| 120 |
2,075.25 |
1,813.00 |
262.25 |
12.8% |
19.50 |
1.0% |
91% |
False |
False |
856,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,131.00 |
|
2.618 |
2,105.25 |
|
1.618 |
2,089.50 |
|
1.000 |
2,079.75 |
|
0.618 |
2,073.75 |
|
HIGH |
2,064.00 |
|
0.618 |
2,058.00 |
|
0.500 |
2,056.00 |
|
0.382 |
2,054.25 |
|
LOW |
2,048.25 |
|
0.618 |
2,038.50 |
|
1.000 |
2,032.50 |
|
1.618 |
2,022.75 |
|
2.618 |
2,007.00 |
|
4.250 |
1,981.25 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.00 |
2,061.75 |
| PP |
2,054.25 |
2,058.00 |
| S1 |
2,052.50 |
2,054.50 |
|