| 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 |
1,153.5 |
1,169.4 |
15.9 |
1.4% |
1,170.6 |
| High |
1,171.7 |
1,182.5 |
10.8 |
0.9% |
1,194.0 |
| Low |
1,152.9 |
1,165.4 |
12.5 |
1.1% |
1,168.8 |
| Close |
1,167.7 |
1,178.9 |
11.2 |
1.0% |
1,171.6 |
| Range |
18.8 |
17.1 |
-1.7 |
-9.0% |
25.2 |
| ATR |
17.6 |
17.6 |
0.0 |
-0.2% |
0.0 |
| Volume |
88,240 |
91,298 |
3,058 |
3.5% |
225,588 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,227.0 |
1,220.0 |
1,188.3 |
|
| R3 |
1,209.8 |
1,203.0 |
1,183.5 |
|
| R2 |
1,192.8 |
1,192.8 |
1,182.0 |
|
| R1 |
1,185.8 |
1,185.8 |
1,180.5 |
1,189.3 |
| PP |
1,175.5 |
1,175.5 |
1,175.5 |
1,177.3 |
| S1 |
1,168.8 |
1,168.8 |
1,177.3 |
1,172.3 |
| S2 |
1,158.5 |
1,158.5 |
1,175.8 |
|
| S3 |
1,141.5 |
1,151.5 |
1,174.3 |
|
| S4 |
1,124.3 |
1,134.5 |
1,169.5 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.8 |
1,237.8 |
1,185.5 |
|
| R3 |
1,228.5 |
1,212.8 |
1,178.5 |
|
| R2 |
1,203.3 |
1,203.3 |
1,176.3 |
|
| R1 |
1,187.5 |
1,187.5 |
1,174.0 |
1,195.5 |
| PP |
1,178.3 |
1,178.3 |
1,178.3 |
1,182.0 |
| S1 |
1,162.3 |
1,162.3 |
1,169.3 |
1,170.3 |
| S2 |
1,153.0 |
1,153.0 |
1,167.0 |
|
| S3 |
1,127.8 |
1,137.0 |
1,164.8 |
|
| S4 |
1,102.5 |
1,111.8 |
1,157.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,194.0 |
1,151.9 |
42.1 |
3.6% |
17.5 |
1.5% |
64% |
False |
False |
75,462 |
| 10 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
18.0 |
1.5% |
67% |
False |
False |
84,043 |
| 20 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
15.3 |
1.3% |
67% |
False |
False |
84,930 |
| 40 |
1,194.0 |
1,038.6 |
155.4 |
13.2% |
20.5 |
1.7% |
90% |
False |
False |
127,672 |
| 60 |
1,194.0 |
1,038.6 |
155.4 |
13.2% |
19.8 |
1.7% |
90% |
False |
False |
137,355 |
| 80 |
1,194.0 |
1,038.6 |
155.4 |
13.2% |
17.5 |
1.5% |
90% |
False |
False |
103,166 |
| 100 |
1,194.0 |
1,038.6 |
155.4 |
13.2% |
17.3 |
1.5% |
90% |
False |
False |
82,542 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.1% |
15.5 |
1.3% |
84% |
False |
False |
68,792 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,255.3 |
|
2.618 |
1,227.3 |
|
1.618 |
1,210.3 |
|
1.000 |
1,199.5 |
|
0.618 |
1,193.0 |
|
HIGH |
1,182.5 |
|
0.618 |
1,176.0 |
|
0.500 |
1,174.0 |
|
0.382 |
1,172.0 |
|
LOW |
1,165.5 |
|
0.618 |
1,154.8 |
|
1.000 |
1,148.3 |
|
1.618 |
1,137.8 |
|
2.618 |
1,120.8 |
|
4.250 |
1,092.8 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.3 |
1,175.0 |
| PP |
1,175.5 |
1,171.0 |
| S1 |
1,174.0 |
1,167.3 |
|