| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,197.6 |
1,209.3 |
11.7 |
1.0% |
1,200.7 |
| High |
1,215.0 |
1,213.5 |
-1.5 |
-0.1% |
1,204.5 |
| Low |
1,193.5 |
1,201.1 |
7.6 |
0.6% |
1,164.0 |
| Close |
1,208.7 |
1,207.7 |
-1.0 |
-0.1% |
1,175.5 |
| Range |
21.5 |
12.4 |
-9.1 |
-42.3% |
40.5 |
| ATR |
24.1 |
23.3 |
-0.8 |
-3.5% |
0.0 |
| Volume |
145,106 |
117,722 |
-27,384 |
-18.9% |
575,430 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,244.6 |
1,238.6 |
1,214.5 |
|
| R3 |
1,232.2 |
1,226.2 |
1,211.1 |
|
| R2 |
1,219.8 |
1,219.8 |
1,210.0 |
|
| R1 |
1,213.8 |
1,213.8 |
1,208.8 |
1,210.6 |
| PP |
1,207.4 |
1,207.4 |
1,207.4 |
1,205.9 |
| S1 |
1,201.4 |
1,201.4 |
1,206.6 |
1,198.2 |
| S2 |
1,195.0 |
1,195.0 |
1,205.4 |
|
| S3 |
1,182.6 |
1,189.0 |
1,204.3 |
|
| S4 |
1,170.2 |
1,176.6 |
1,200.9 |
|
|
| 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% |
33.9 |
2.8% |
83% |
False |
False |
205,791 |
| 10 |
1,221.0 |
1,141.7 |
79.3 |
6.6% |
24.3 |
2.0% |
83% |
False |
False |
141,802 |
| 20 |
1,221.0 |
1,132.0 |
89.0 |
7.4% |
24.5 |
2.0% |
85% |
False |
False |
84,689 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
19.4 |
1.6% |
61% |
False |
False |
45,647 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
17.7 |
1.5% |
61% |
False |
False |
31,195 |
| 80 |
1,319.4 |
1,132.0 |
187.4 |
15.5% |
16.2 |
1.3% |
40% |
False |
False |
23,776 |
| 100 |
1,325.1 |
1,132.0 |
193.1 |
16.0% |
15.3 |
1.3% |
39% |
False |
False |
19,259 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.8% |
14.9 |
1.2% |
35% |
False |
False |
16,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,266.2 |
|
2.618 |
1,246.0 |
|
1.618 |
1,233.6 |
|
1.000 |
1,225.9 |
|
0.618 |
1,221.2 |
|
HIGH |
1,213.5 |
|
0.618 |
1,208.8 |
|
0.500 |
1,207.3 |
|
0.382 |
1,205.8 |
|
LOW |
1,201.1 |
|
0.618 |
1,193.4 |
|
1.000 |
1,188.7 |
|
1.618 |
1,181.0 |
|
2.618 |
1,168.6 |
|
4.250 |
1,148.4 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.6 |
1,206.2 |
| PP |
1,207.4 |
1,204.7 |
| S1 |
1,207.3 |
1,203.2 |
|