| 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 |
3,236.0 |
3,254.0 |
18.0 |
0.6% |
3,182.0 |
| High |
3,251.0 |
3,275.0 |
24.0 |
0.7% |
3,246.0 |
| Low |
3,228.0 |
3,178.0 |
-50.0 |
-1.5% |
3,182.0 |
| Close |
3,244.0 |
3,184.0 |
-60.0 |
-1.8% |
3,240.0 |
| Range |
23.0 |
97.0 |
74.0 |
321.7% |
64.0 |
| ATR |
47.3 |
50.8 |
3.6 |
7.5% |
0.0 |
| Volume |
92,253 |
82,122 |
-10,131 |
-11.0% |
32,922 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,503.3 |
3,440.7 |
3,237.4 |
|
| R3 |
3,406.3 |
3,343.7 |
3,210.7 |
|
| R2 |
3,309.3 |
3,309.3 |
3,201.8 |
|
| R1 |
3,246.7 |
3,246.7 |
3,192.9 |
3,229.5 |
| PP |
3,212.3 |
3,212.3 |
3,212.3 |
3,203.8 |
| S1 |
3,149.7 |
3,149.7 |
3,175.1 |
3,132.5 |
| S2 |
3,115.3 |
3,115.3 |
3,166.2 |
|
| S3 |
3,018.3 |
3,052.7 |
3,157.3 |
|
| S4 |
2,921.3 |
2,955.7 |
3,130.7 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,414.7 |
3,391.3 |
3,275.2 |
|
| R3 |
3,350.7 |
3,327.3 |
3,257.6 |
|
| R2 |
3,286.7 |
3,286.7 |
3,251.7 |
|
| R1 |
3,263.3 |
3,263.3 |
3,245.9 |
3,275.0 |
| PP |
3,222.7 |
3,222.7 |
3,222.7 |
3,228.5 |
| S1 |
3,199.3 |
3,199.3 |
3,234.1 |
3,211.0 |
| S2 |
3,158.7 |
3,158.7 |
3,228.3 |
|
| S3 |
3,094.7 |
3,135.3 |
3,222.4 |
|
| S4 |
3,030.7 |
3,071.3 |
3,204.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,275.0 |
3,178.0 |
97.0 |
3.0% |
43.0 |
1.4% |
6% |
True |
True |
55,198 |
| 10 |
3,275.0 |
3,100.0 |
175.0 |
5.5% |
44.3 |
1.4% |
48% |
True |
False |
51,983 |
| 20 |
3,275.0 |
3,013.0 |
262.0 |
8.2% |
46.5 |
1.5% |
65% |
True |
False |
31,152 |
| 40 |
3,275.0 |
2,768.0 |
507.0 |
15.9% |
57.9 |
1.8% |
82% |
True |
False |
23,078 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
54.6 |
1.7% |
80% |
False |
False |
15,994 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
48.6 |
1.5% |
80% |
False |
False |
12,172 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
45.3 |
1.4% |
80% |
False |
False |
9,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,687.3 |
|
2.618 |
3,528.9 |
|
1.618 |
3,431.9 |
|
1.000 |
3,372.0 |
|
0.618 |
3,334.9 |
|
HIGH |
3,275.0 |
|
0.618 |
3,237.9 |
|
0.500 |
3,226.5 |
|
0.382 |
3,215.1 |
|
LOW |
3,178.0 |
|
0.618 |
3,118.1 |
|
1.000 |
3,081.0 |
|
1.618 |
3,021.1 |
|
2.618 |
2,924.1 |
|
4.250 |
2,765.8 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,226.5 |
3,226.5 |
| PP |
3,212.3 |
3,212.3 |
| S1 |
3,198.2 |
3,198.2 |
|