| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,713.0 |
6,672.0 |
-41.0 |
-0.6% |
6,758.0 |
| High |
6,739.0 |
6,684.0 |
-55.0 |
-0.8% |
6,768.0 |
| Low |
6,668.0 |
6,638.5 |
-29.5 |
-0.4% |
6,668.0 |
| Close |
6,731.0 |
6,659.5 |
-71.5 |
-1.1% |
6,731.0 |
| Range |
71.0 |
45.5 |
-25.5 |
-35.9% |
100.0 |
| ATR |
69.4 |
71.1 |
1.6 |
2.4% |
0.0 |
| Volume |
87,407 |
109,761 |
22,354 |
25.6% |
356,496 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,797.0 |
6,774.0 |
6,684.5 |
|
| R3 |
6,751.5 |
6,728.5 |
6,672.0 |
|
| R2 |
6,706.0 |
6,706.0 |
6,668.0 |
|
| R1 |
6,683.0 |
6,683.0 |
6,663.5 |
6,672.0 |
| PP |
6,660.5 |
6,660.5 |
6,660.5 |
6,655.0 |
| S1 |
6,637.5 |
6,637.5 |
6,655.5 |
6,626.0 |
| S2 |
6,615.0 |
6,615.0 |
6,651.0 |
|
| S3 |
6,569.5 |
6,592.0 |
6,647.0 |
|
| S4 |
6,524.0 |
6,546.5 |
6,634.5 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.5 |
6,976.5 |
6,786.0 |
|
| R3 |
6,922.5 |
6,876.5 |
6,758.5 |
|
| R2 |
6,822.5 |
6,822.5 |
6,749.5 |
|
| R1 |
6,776.5 |
6,776.5 |
6,740.0 |
6,749.5 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,709.0 |
| S1 |
6,676.5 |
6,676.5 |
6,722.0 |
6,649.5 |
| S2 |
6,622.5 |
6,622.5 |
6,712.5 |
|
| S3 |
6,522.5 |
6,576.5 |
6,703.5 |
|
| S4 |
6,422.5 |
6,476.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,768.0 |
6,638.5 |
129.5 |
1.9% |
50.0 |
0.8% |
16% |
False |
True |
80,526 |
| 10 |
6,776.0 |
6,638.5 |
137.5 |
2.1% |
53.5 |
0.8% |
15% |
False |
True |
81,749 |
| 20 |
6,776.0 |
6,422.0 |
354.0 |
5.3% |
56.5 |
0.8% |
67% |
False |
False |
81,064 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
11.0% |
88.5 |
1.3% |
84% |
False |
False |
111,413 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
83.5 |
1.3% |
74% |
False |
False |
111,719 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
72.0 |
1.1% |
74% |
False |
False |
84,315 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
63.5 |
0.9% |
74% |
False |
False |
67,459 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
53.5 |
0.8% |
74% |
False |
False |
56,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,877.5 |
|
2.618 |
6,803.0 |
|
1.618 |
6,757.5 |
|
1.000 |
6,729.5 |
|
0.618 |
6,712.0 |
|
HIGH |
6,684.0 |
|
0.618 |
6,666.5 |
|
0.500 |
6,661.0 |
|
0.382 |
6,656.0 |
|
LOW |
6,638.5 |
|
0.618 |
6,610.5 |
|
1.000 |
6,593.0 |
|
1.618 |
6,565.0 |
|
2.618 |
6,519.5 |
|
4.250 |
6,445.0 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,661.0 |
6,695.5 |
| PP |
6,660.5 |
6,683.5 |
| S1 |
6,660.0 |
6,671.5 |
|