| 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 |
2,051.00 |
2,066.50 |
15.50 |
0.8% |
2,062.25 |
| High |
2,068.00 |
2,076.00 |
8.00 |
0.4% |
2,075.25 |
| Low |
2,050.75 |
2,063.25 |
12.50 |
0.6% |
2,060.75 |
| Close |
2,066.00 |
2,072.50 |
6.50 |
0.3% |
2,066.25 |
| Range |
17.25 |
12.75 |
-4.50 |
-26.1% |
14.50 |
| ATR |
17.80 |
17.44 |
-0.36 |
-2.0% |
0.00 |
| Volume |
1,152,160 |
925,314 |
-226,846 |
-19.7% |
3,298,427 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.75 |
2,103.50 |
2,079.50 |
|
| R3 |
2,096.00 |
2,090.75 |
2,076.00 |
|
| R2 |
2,083.25 |
2,083.25 |
2,074.75 |
|
| R1 |
2,078.00 |
2,078.00 |
2,073.75 |
2,080.50 |
| PP |
2,070.50 |
2,070.50 |
2,070.50 |
2,072.00 |
| S1 |
2,065.25 |
2,065.25 |
2,071.25 |
2,068.00 |
| S2 |
2,057.75 |
2,057.75 |
2,070.25 |
|
| S3 |
2,045.00 |
2,052.50 |
2,069.00 |
|
| S4 |
2,032.25 |
2,039.75 |
2,065.50 |
|
|
| 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 |
2,076.00 |
2,048.25 |
27.75 |
1.3% |
13.50 |
0.6% |
87% |
True |
False |
1,015,165 |
| 10 |
2,076.00 |
2,035.25 |
40.75 |
2.0% |
13.75 |
0.7% |
91% |
True |
False |
1,080,044 |
| 20 |
2,076.00 |
2,003.75 |
72.25 |
3.5% |
13.75 |
0.7% |
95% |
True |
False |
1,135,942 |
| 40 |
2,076.00 |
1,813.00 |
263.00 |
12.7% |
24.75 |
1.2% |
99% |
True |
False |
1,733,163 |
| 60 |
2,076.00 |
1,813.00 |
263.00 |
12.7% |
23.75 |
1.1% |
99% |
True |
False |
1,739,846 |
| 80 |
2,076.00 |
1,813.00 |
263.00 |
12.7% |
21.25 |
1.0% |
99% |
True |
False |
1,309,463 |
| 100 |
2,076.00 |
1,813.00 |
263.00 |
12.7% |
21.00 |
1.0% |
99% |
True |
False |
1,048,315 |
| 120 |
2,076.00 |
1,813.00 |
263.00 |
12.7% |
19.50 |
0.9% |
99% |
True |
False |
873,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.25 |
|
2.618 |
2,109.50 |
|
1.618 |
2,096.75 |
|
1.000 |
2,088.75 |
|
0.618 |
2,084.00 |
|
HIGH |
2,076.00 |
|
0.618 |
2,071.25 |
|
0.500 |
2,069.50 |
|
0.382 |
2,068.00 |
|
LOW |
2,063.25 |
|
0.618 |
2,055.25 |
|
1.000 |
2,050.50 |
|
1.618 |
2,042.50 |
|
2.618 |
2,029.75 |
|
4.250 |
2,009.00 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.50 |
2,069.00 |
| PP |
2,070.50 |
2,065.50 |
| S1 |
2,069.50 |
2,062.00 |
|