| 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 |
6,735.0 |
6,710.0 |
-25.0 |
-0.4% |
6,672.0 |
| High |
6,737.5 |
6,756.5 |
19.0 |
0.3% |
6,758.0 |
| Low |
6,672.0 |
6,710.0 |
38.0 |
0.6% |
6,638.5 |
| Close |
6,677.0 |
6,741.5 |
64.5 |
1.0% |
6,741.5 |
| Range |
65.5 |
46.5 |
-19.0 |
-29.0% |
119.5 |
| ATR |
70.5 |
71.1 |
0.6 |
0.9% |
0.0 |
| Volume |
105,428 |
73,422 |
-32,006 |
-30.4% |
469,668 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,875.5 |
6,855.0 |
6,767.0 |
|
| R3 |
6,829.0 |
6,808.5 |
6,754.5 |
|
| R2 |
6,782.5 |
6,782.5 |
6,750.0 |
|
| R1 |
6,762.0 |
6,762.0 |
6,746.0 |
6,772.0 |
| PP |
6,736.0 |
6,736.0 |
6,736.0 |
6,741.0 |
| S1 |
6,715.5 |
6,715.5 |
6,737.0 |
6,726.0 |
| S2 |
6,689.5 |
6,689.5 |
6,733.0 |
|
| S3 |
6,643.0 |
6,669.0 |
6,728.5 |
|
| S4 |
6,596.5 |
6,622.5 |
6,716.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,026.0 |
6,807.0 |
|
| R3 |
6,951.5 |
6,906.5 |
6,774.5 |
|
| R2 |
6,832.0 |
6,832.0 |
6,763.5 |
|
| R1 |
6,787.0 |
6,787.0 |
6,752.5 |
6,809.5 |
| PP |
6,712.5 |
6,712.5 |
6,712.5 |
6,724.0 |
| S1 |
6,667.5 |
6,667.5 |
6,730.5 |
6,690.0 |
| S2 |
6,593.0 |
6,593.0 |
6,719.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,708.5 |
|
| S4 |
6,354.0 |
6,428.5 |
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 |
6,758.0 |
6,638.5 |
119.5 |
1.8% |
54.5 |
0.8% |
86% |
False |
False |
93,933 |
| 10 |
6,768.0 |
6,638.5 |
129.5 |
1.9% |
52.5 |
0.8% |
80% |
False |
False |
82,616 |
| 20 |
6,776.0 |
6,548.0 |
228.0 |
3.4% |
53.5 |
0.8% |
85% |
False |
False |
80,663 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
81.0 |
1.2% |
95% |
False |
False |
104,873 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
84.0 |
1.2% |
84% |
False |
False |
113,278 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
73.5 |
1.1% |
84% |
False |
False |
88,812 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
64.0 |
0.9% |
84% |
False |
False |
71,058 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.3% |
55.5 |
0.8% |
84% |
False |
False |
59,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,954.0 |
|
2.618 |
6,878.0 |
|
1.618 |
6,831.5 |
|
1.000 |
6,803.0 |
|
0.618 |
6,785.0 |
|
HIGH |
6,756.5 |
|
0.618 |
6,738.5 |
|
0.500 |
6,733.0 |
|
0.382 |
6,728.0 |
|
LOW |
6,710.0 |
|
0.618 |
6,681.5 |
|
1.000 |
6,663.5 |
|
1.618 |
6,635.0 |
|
2.618 |
6,588.5 |
|
4.250 |
6,512.5 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,739.0 |
6,732.5 |
| PP |
6,736.0 |
6,723.5 |
| S1 |
6,733.0 |
6,714.5 |
|