| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,672.0 |
6,691.0 |
19.0 |
0.3% |
6,758.0 |
| High |
6,684.0 |
6,758.0 |
74.0 |
1.1% |
6,768.0 |
| Low |
6,638.5 |
6,686.0 |
47.5 |
0.7% |
6,668.0 |
| Close |
6,659.5 |
6,734.5 |
75.0 |
1.1% |
6,731.0 |
| Range |
45.5 |
72.0 |
26.5 |
58.2% |
100.0 |
| ATR |
71.1 |
73.0 |
2.0 |
2.8% |
0.0 |
| Volume |
109,761 |
108,003 |
-1,758 |
-1.6% |
356,496 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,942.0 |
6,910.5 |
6,774.0 |
|
| R3 |
6,870.0 |
6,838.5 |
6,754.5 |
|
| R2 |
6,798.0 |
6,798.0 |
6,747.5 |
|
| R1 |
6,766.5 |
6,766.5 |
6,741.0 |
6,782.0 |
| PP |
6,726.0 |
6,726.0 |
6,726.0 |
6,734.0 |
| S1 |
6,694.5 |
6,694.5 |
6,728.0 |
6,710.0 |
| S2 |
6,654.0 |
6,654.0 |
6,721.5 |
|
| S3 |
6,582.0 |
6,622.5 |
6,714.5 |
|
| S4 |
6,510.0 |
6,550.5 |
6,695.0 |
|
|
| 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% |
55.0 |
0.8% |
74% |
False |
False |
86,139 |
| 10 |
6,776.0 |
6,638.5 |
137.5 |
2.0% |
55.0 |
0.8% |
70% |
False |
False |
84,842 |
| 20 |
6,776.0 |
6,451.0 |
325.0 |
4.8% |
56.0 |
0.8% |
87% |
False |
False |
82,486 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
87.5 |
1.3% |
94% |
False |
False |
110,671 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.0 |
1.3% |
83% |
False |
False |
113,124 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
72.5 |
1.1% |
83% |
False |
False |
85,665 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
63.5 |
0.9% |
83% |
False |
False |
68,539 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
54.5 |
0.8% |
83% |
False |
False |
57,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,064.0 |
|
2.618 |
6,946.5 |
|
1.618 |
6,874.5 |
|
1.000 |
6,830.0 |
|
0.618 |
6,802.5 |
|
HIGH |
6,758.0 |
|
0.618 |
6,730.5 |
|
0.500 |
6,722.0 |
|
0.382 |
6,713.5 |
|
LOW |
6,686.0 |
|
0.618 |
6,641.5 |
|
1.000 |
6,614.0 |
|
1.618 |
6,569.5 |
|
2.618 |
6,497.5 |
|
4.250 |
6,380.0 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,730.5 |
6,722.5 |
| PP |
6,726.0 |
6,710.5 |
| S1 |
6,722.0 |
6,698.0 |
|