| 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 |
1,159.4 |
1,212.6 |
53.2 |
4.6% |
1,200.7 |
| High |
1,221.0 |
1,212.6 |
-8.4 |
-0.7% |
1,204.5 |
| Low |
1,141.7 |
1,191.4 |
49.7 |
4.4% |
1,164.0 |
| Close |
1,218.1 |
1,199.4 |
-18.7 |
-1.5% |
1,175.5 |
| Range |
79.3 |
21.2 |
-58.1 |
-73.3% |
40.5 |
| ATR |
24.2 |
24.3 |
0.2 |
0.7% |
0.0 |
| Volume |
342,307 |
169,349 |
-172,958 |
-50.5% |
575,430 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,264.7 |
1,253.3 |
1,211.1 |
|
| R3 |
1,243.5 |
1,232.1 |
1,205.2 |
|
| R2 |
1,222.3 |
1,222.3 |
1,203.3 |
|
| R1 |
1,210.9 |
1,210.9 |
1,201.3 |
1,206.0 |
| PP |
1,201.1 |
1,201.1 |
1,201.1 |
1,198.7 |
| S1 |
1,189.7 |
1,189.7 |
1,197.5 |
1,184.8 |
| S2 |
1,179.9 |
1,179.9 |
1,195.5 |
|
| S3 |
1,158.7 |
1,168.5 |
1,193.6 |
|
| S4 |
1,137.5 |
1,147.3 |
1,187.7 |
|
|
| 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 |
6.6% |
31.2 |
2.6% |
73% |
False |
False |
203,147 |
| 10 |
1,221.0 |
1,141.7 |
79.3 |
6.6% |
25.8 |
2.1% |
73% |
False |
False |
121,919 |
| 20 |
1,221.0 |
1,132.0 |
89.0 |
7.4% |
24.8 |
2.1% |
76% |
False |
False |
72,647 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.3 |
1.6% |
54% |
False |
False |
39,203 |
| 60 |
1,259.3 |
1,132.0 |
127.3 |
10.6% |
17.5 |
1.5% |
53% |
False |
False |
26,933 |
| 80 |
1,319.4 |
1,132.0 |
187.4 |
15.6% |
16.0 |
1.3% |
36% |
False |
False |
20,533 |
| 100 |
1,340.7 |
1,132.0 |
208.7 |
17.4% |
15.5 |
1.3% |
32% |
False |
False |
16,644 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.8 |
1.2% |
31% |
False |
False |
13,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.7 |
|
2.618 |
1,268.1 |
|
1.618 |
1,246.9 |
|
1.000 |
1,233.8 |
|
0.618 |
1,225.7 |
|
HIGH |
1,212.6 |
|
0.618 |
1,204.5 |
|
0.500 |
1,202.0 |
|
0.382 |
1,199.5 |
|
LOW |
1,191.4 |
|
0.618 |
1,178.3 |
|
1.000 |
1,170.2 |
|
1.618 |
1,157.1 |
|
2.618 |
1,135.9 |
|
4.250 |
1,101.3 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,202.0 |
1,193.4 |
| PP |
1,201.1 |
1,187.4 |
| S1 |
1,200.3 |
1,181.4 |
|