| 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 |
2,063.25 |
2,051.00 |
-12.25 |
-0.6% |
2,062.25 |
| High |
2,064.00 |
2,068.00 |
4.00 |
0.2% |
2,075.25 |
| Low |
2,048.25 |
2,050.75 |
2.50 |
0.1% |
2,060.75 |
| Close |
2,050.75 |
2,066.00 |
15.25 |
0.7% |
2,066.25 |
| Range |
15.75 |
17.25 |
1.50 |
9.5% |
14.50 |
| ATR |
17.84 |
17.80 |
-0.04 |
-0.2% |
0.00 |
| Volume |
1,471,696 |
1,152,160 |
-319,536 |
-21.7% |
3,298,427 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.25 |
2,107.00 |
2,075.50 |
|
| R3 |
2,096.00 |
2,089.75 |
2,070.75 |
|
| R2 |
2,078.75 |
2,078.75 |
2,069.25 |
|
| R1 |
2,072.50 |
2,072.50 |
2,067.50 |
2,075.50 |
| PP |
2,061.50 |
2,061.50 |
2,061.50 |
2,063.25 |
| S1 |
2,055.25 |
2,055.25 |
2,064.50 |
2,058.50 |
| S2 |
2,044.25 |
2,044.25 |
2,062.75 |
|
| S3 |
2,027.00 |
2,038.00 |
2,061.25 |
|
| S4 |
2,009.75 |
2,020.75 |
2,056.50 |
|
|
| 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% |
13.00 |
0.6% |
66% |
False |
False |
1,025,673 |
| 10 |
2,075.25 |
2,035.25 |
40.00 |
1.9% |
14.50 |
0.7% |
77% |
False |
False |
1,102,160 |
| 20 |
2,075.25 |
1,995.25 |
80.00 |
3.9% |
14.25 |
0.7% |
88% |
False |
False |
1,165,893 |
| 40 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
25.25 |
1.2% |
96% |
False |
False |
1,764,181 |
| 60 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
24.00 |
1.2% |
96% |
False |
False |
1,725,855 |
| 80 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.25 |
1.0% |
96% |
False |
False |
1,297,976 |
| 100 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
21.00 |
1.0% |
96% |
False |
False |
1,039,090 |
| 120 |
2,075.25 |
1,813.00 |
262.25 |
12.7% |
19.50 |
0.9% |
96% |
False |
False |
866,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,141.25 |
|
2.618 |
2,113.25 |
|
1.618 |
2,096.00 |
|
1.000 |
2,085.25 |
|
0.618 |
2,078.75 |
|
HIGH |
2,068.00 |
|
0.618 |
2,061.50 |
|
0.500 |
2,059.50 |
|
0.382 |
2,057.25 |
|
LOW |
2,050.75 |
|
0.618 |
2,040.00 |
|
1.000 |
2,033.50 |
|
1.618 |
2,022.75 |
|
2.618 |
2,005.50 |
|
4.250 |
1,977.50 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.75 |
2,064.50 |
| PP |
2,061.50 |
2,063.00 |
| S1 |
2,059.50 |
2,061.50 |
|