| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,066.50 |
2,073.00 |
6.50 |
0.3% |
2,062.25 |
| High |
2,076.00 |
2,077.25 |
1.25 |
0.1% |
2,075.25 |
| Low |
2,063.25 |
2,061.25 |
-2.00 |
-0.1% |
2,060.75 |
| Close |
2,072.50 |
2,072.00 |
-0.50 |
0.0% |
2,066.25 |
| Range |
12.75 |
16.00 |
3.25 |
25.5% |
14.50 |
| ATR |
17.44 |
17.33 |
-0.10 |
-0.6% |
0.00 |
| Volume |
925,314 |
1,374,378 |
449,064 |
48.5% |
3,298,427 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.25 |
2,111.00 |
2,080.75 |
|
| R3 |
2,102.25 |
2,095.00 |
2,076.50 |
|
| R2 |
2,086.25 |
2,086.25 |
2,075.00 |
|
| R1 |
2,079.00 |
2,079.00 |
2,073.50 |
2,074.50 |
| PP |
2,070.25 |
2,070.25 |
2,070.25 |
2,068.00 |
| S1 |
2,063.00 |
2,063.00 |
2,070.50 |
2,058.50 |
| S2 |
2,054.25 |
2,054.25 |
2,069.00 |
|
| S3 |
2,038.25 |
2,047.00 |
2,067.50 |
|
| S4 |
2,022.25 |
2,031.00 |
2,063.25 |
|
|
| 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 |
2,077.25 |
2,048.25 |
29.00 |
1.4% |
14.50 |
0.7% |
82% |
True |
False |
1,141,332 |
| 10 |
2,077.25 |
2,035.25 |
42.00 |
2.0% |
14.25 |
0.7% |
88% |
True |
False |
1,098,634 |
| 20 |
2,077.25 |
2,010.75 |
66.50 |
3.2% |
13.75 |
0.7% |
92% |
True |
False |
1,125,922 |
| 40 |
2,077.25 |
1,813.00 |
264.25 |
12.8% |
24.00 |
1.2% |
98% |
True |
False |
1,704,476 |
| 60 |
2,077.25 |
1,813.00 |
264.25 |
12.8% |
23.75 |
1.1% |
98% |
True |
False |
1,758,021 |
| 80 |
2,077.25 |
1,813.00 |
264.25 |
12.8% |
21.25 |
1.0% |
98% |
True |
False |
1,326,566 |
| 100 |
2,077.25 |
1,813.00 |
264.25 |
12.8% |
21.00 |
1.0% |
98% |
True |
False |
1,062,024 |
| 120 |
2,077.25 |
1,813.00 |
264.25 |
12.8% |
19.75 |
0.9% |
98% |
True |
False |
885,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,145.25 |
|
2.618 |
2,119.25 |
|
1.618 |
2,103.25 |
|
1.000 |
2,093.25 |
|
0.618 |
2,087.25 |
|
HIGH |
2,077.25 |
|
0.618 |
2,071.25 |
|
0.500 |
2,069.25 |
|
0.382 |
2,067.25 |
|
LOW |
2,061.25 |
|
0.618 |
2,051.25 |
|
1.000 |
2,045.25 |
|
1.618 |
2,035.25 |
|
2.618 |
2,019.25 |
|
4.250 |
1,993.25 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.00 |
2,069.25 |
| PP |
2,070.25 |
2,066.75 |
| S1 |
2,069.25 |
2,064.00 |
|