| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,071.75 |
-1.25 |
-0.1% |
2,063.25 |
| High |
2,077.25 |
2,079.00 |
1.75 |
0.1% |
2,079.00 |
| Low |
2,061.25 |
2,068.50 |
7.25 |
0.4% |
2,048.25 |
| Close |
2,072.00 |
2,076.00 |
4.00 |
0.2% |
2,076.00 |
| Range |
16.00 |
10.50 |
-5.50 |
-34.4% |
30.75 |
| ATR |
17.33 |
16.85 |
-0.49 |
-2.8% |
0.00 |
| Volume |
1,374,378 |
1,148,282 |
-226,096 |
-16.5% |
6,071,830 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.00 |
2,101.50 |
2,081.75 |
|
| R3 |
2,095.50 |
2,091.00 |
2,079.00 |
|
| R2 |
2,085.00 |
2,085.00 |
2,078.00 |
|
| R1 |
2,080.50 |
2,080.50 |
2,077.00 |
2,082.75 |
| PP |
2,074.50 |
2,074.50 |
2,074.50 |
2,075.50 |
| S1 |
2,070.00 |
2,070.00 |
2,075.00 |
2,072.25 |
| S2 |
2,064.00 |
2,064.00 |
2,074.00 |
|
| S3 |
2,053.50 |
2,059.50 |
2,073.00 |
|
| S4 |
2,043.00 |
2,049.00 |
2,070.25 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.00 |
2,148.75 |
2,093.00 |
|
| R3 |
2,129.25 |
2,118.00 |
2,084.50 |
|
| R2 |
2,098.50 |
2,098.50 |
2,081.75 |
|
| R1 |
2,087.25 |
2,087.25 |
2,078.75 |
2,093.00 |
| PP |
2,067.75 |
2,067.75 |
2,067.75 |
2,070.50 |
| S1 |
2,056.50 |
2,056.50 |
2,073.25 |
2,062.00 |
| S2 |
2,037.00 |
2,037.00 |
2,070.25 |
|
| S3 |
2,006.25 |
2,025.75 |
2,067.50 |
|
| S4 |
1,975.50 |
1,995.00 |
2,059.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.00 |
2,048.25 |
30.75 |
1.5% |
14.50 |
0.7% |
90% |
True |
False |
1,214,366 |
| 10 |
2,079.00 |
2,048.25 |
30.75 |
1.5% |
13.50 |
0.6% |
90% |
True |
False |
1,100,457 |
| 20 |
2,079.00 |
2,020.50 |
58.50 |
2.8% |
13.50 |
0.6% |
95% |
True |
False |
1,111,591 |
| 40 |
2,079.00 |
1,813.00 |
266.00 |
12.8% |
22.75 |
1.1% |
99% |
True |
False |
1,655,589 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
12.8% |
23.75 |
1.1% |
99% |
True |
False |
1,763,761 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
12.8% |
21.25 |
1.0% |
99% |
True |
False |
1,340,890 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
12.8% |
21.00 |
1.0% |
99% |
True |
False |
1,073,480 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
12.8% |
19.75 |
0.9% |
99% |
True |
False |
894,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,123.50 |
|
2.618 |
2,106.50 |
|
1.618 |
2,096.00 |
|
1.000 |
2,089.50 |
|
0.618 |
2,085.50 |
|
HIGH |
2,079.00 |
|
0.618 |
2,075.00 |
|
0.500 |
2,073.75 |
|
0.382 |
2,072.50 |
|
LOW |
2,068.50 |
|
0.618 |
2,062.00 |
|
1.000 |
2,058.00 |
|
1.618 |
2,051.50 |
|
2.618 |
2,041.00 |
|
4.250 |
2,024.00 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.25 |
2,074.00 |
| PP |
2,074.50 |
2,072.00 |
| S1 |
2,073.75 |
2,070.00 |
|