| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,212.6 |
1,197.6 |
-15.0 |
-1.2% |
1,200.7 |
| High |
1,212.6 |
1,215.0 |
2.4 |
0.2% |
1,204.5 |
| Low |
1,191.4 |
1,193.5 |
2.1 |
0.2% |
1,164.0 |
| Close |
1,199.4 |
1,208.7 |
9.3 |
0.8% |
1,175.5 |
| Range |
21.2 |
21.5 |
0.3 |
1.4% |
40.5 |
| ATR |
24.3 |
24.1 |
-0.2 |
-0.8% |
0.0 |
| Volume |
169,349 |
145,106 |
-24,243 |
-14.3% |
575,430 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.2 |
1,261.0 |
1,220.5 |
|
| R3 |
1,248.7 |
1,239.5 |
1,214.6 |
|
| R2 |
1,227.2 |
1,227.2 |
1,212.6 |
|
| R1 |
1,218.0 |
1,218.0 |
1,210.7 |
1,222.6 |
| PP |
1,205.7 |
1,205.7 |
1,205.7 |
1,208.1 |
| S1 |
1,196.5 |
1,196.5 |
1,206.7 |
1,201.1 |
| S2 |
1,184.2 |
1,184.2 |
1,204.8 |
|
| S3 |
1,162.7 |
1,175.0 |
1,202.8 |
|
| S4 |
1,141.2 |
1,153.5 |
1,196.9 |
|
|
| 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% |
32.9 |
2.7% |
84% |
False |
False |
206,602 |
| 10 |
1,221.0 |
1,141.7 |
79.3 |
6.6% |
25.8 |
2.1% |
84% |
False |
False |
134,203 |
| 20 |
1,221.0 |
1,132.0 |
89.0 |
7.4% |
25.4 |
2.1% |
86% |
False |
False |
79,670 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
19.6 |
1.6% |
62% |
False |
False |
42,764 |
| 60 |
1,259.1 |
1,132.0 |
127.1 |
10.5% |
17.7 |
1.5% |
60% |
False |
False |
29,299 |
| 80 |
1,319.4 |
1,132.0 |
187.4 |
15.5% |
16.2 |
1.3% |
41% |
False |
False |
22,326 |
| 100 |
1,325.1 |
1,132.0 |
193.1 |
16.0% |
15.4 |
1.3% |
40% |
False |
False |
18,093 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.8% |
14.9 |
1.2% |
36% |
False |
False |
15,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,306.4 |
|
2.618 |
1,271.3 |
|
1.618 |
1,249.8 |
|
1.000 |
1,236.5 |
|
0.618 |
1,228.3 |
|
HIGH |
1,215.0 |
|
0.618 |
1,206.8 |
|
0.500 |
1,204.3 |
|
0.382 |
1,201.7 |
|
LOW |
1,193.5 |
|
0.618 |
1,180.2 |
|
1.000 |
1,172.0 |
|
1.618 |
1,158.7 |
|
2.618 |
1,137.2 |
|
4.250 |
1,102.1 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.2 |
1,199.6 |
| PP |
1,205.7 |
1,190.5 |
| S1 |
1,204.3 |
1,181.4 |
|