| 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 |
1,193.3 |
1,159.4 |
-33.9 |
-2.8% |
1,200.7 |
| High |
1,199.3 |
1,221.0 |
21.7 |
1.8% |
1,204.5 |
| Low |
1,164.0 |
1,141.7 |
-22.3 |
-1.9% |
1,164.0 |
| Close |
1,175.5 |
1,218.1 |
42.6 |
3.6% |
1,175.5 |
| Range |
35.3 |
79.3 |
44.0 |
124.6% |
40.5 |
| ATR |
19.9 |
24.2 |
4.2 |
21.3% |
0.0 |
| Volume |
254,472 |
342,307 |
87,835 |
34.5% |
575,430 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,431.5 |
1,404.1 |
1,261.7 |
|
| R3 |
1,352.2 |
1,324.8 |
1,239.9 |
|
| R2 |
1,272.9 |
1,272.9 |
1,232.6 |
|
| R1 |
1,245.5 |
1,245.5 |
1,225.4 |
1,259.2 |
| PP |
1,193.6 |
1,193.6 |
1,193.6 |
1,200.5 |
| S1 |
1,166.2 |
1,166.2 |
1,210.8 |
1,179.9 |
| S2 |
1,114.3 |
1,114.3 |
1,203.6 |
|
| S3 |
1,035.0 |
1,086.9 |
1,196.3 |
|
| S4 |
955.7 |
1,007.6 |
1,174.5 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.8 |
1,279.7 |
1,197.8 |
|
| R3 |
1,262.3 |
1,239.2 |
1,186.6 |
|
| R2 |
1,221.8 |
1,221.8 |
1,182.9 |
|
| R1 |
1,198.7 |
1,198.7 |
1,179.2 |
1,190.0 |
| PP |
1,181.3 |
1,181.3 |
1,181.3 |
1,177.0 |
| S1 |
1,158.2 |
1,158.2 |
1,171.8 |
1,149.5 |
| S2 |
1,140.8 |
1,140.8 |
1,168.1 |
|
| S3 |
1,100.3 |
1,117.7 |
1,164.4 |
|
| S4 |
1,059.8 |
1,077.2 |
1,153.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.0 |
1,141.7 |
79.3 |
6.5% |
29.3 |
2.4% |
96% |
True |
True |
183,547 |
| 10 |
1,221.0 |
1,141.7 |
79.3 |
6.5% |
24.9 |
2.0% |
96% |
True |
True |
107,621 |
| 20 |
1,221.0 |
1,132.0 |
89.0 |
7.3% |
24.2 |
2.0% |
97% |
True |
False |
64,708 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.2% |
19.4 |
1.6% |
69% |
False |
False |
34,994 |
| 60 |
1,272.9 |
1,132.0 |
140.9 |
11.6% |
17.5 |
1.4% |
61% |
False |
False |
24,126 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
15.7% |
15.9 |
1.3% |
45% |
False |
False |
18,449 |
| 100 |
1,341.3 |
1,132.0 |
209.3 |
17.2% |
15.4 |
1.3% |
41% |
False |
False |
14,960 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.7% |
14.7 |
1.2% |
40% |
False |
False |
12,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,558.0 |
|
2.618 |
1,428.6 |
|
1.618 |
1,349.3 |
|
1.000 |
1,300.3 |
|
0.618 |
1,270.0 |
|
HIGH |
1,221.0 |
|
0.618 |
1,190.7 |
|
0.500 |
1,181.4 |
|
0.382 |
1,172.0 |
|
LOW |
1,141.7 |
|
0.618 |
1,092.7 |
|
1.000 |
1,062.4 |
|
1.618 |
1,013.4 |
|
2.618 |
934.1 |
|
4.250 |
804.7 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.9 |
1,205.9 |
| PP |
1,193.6 |
1,193.6 |
| S1 |
1,181.4 |
1,181.4 |
|