| 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 |
6,624.0 |
6,642.0 |
18.0 |
0.3% |
6,690.0 |
| High |
6,624.0 |
6,703.0 |
79.0 |
1.2% |
6,705.0 |
| Low |
6,588.0 |
6,642.0 |
54.0 |
0.8% |
6,618.0 |
| Close |
6,606.5 |
6,680.5 |
74.0 |
1.1% |
6,676.5 |
| Range |
36.0 |
61.0 |
25.0 |
69.4% |
87.0 |
| ATR |
53.4 |
56.5 |
3.1 |
5.8% |
0.0 |
| Volume |
5,571 |
2,158 |
-3,413 |
-61.3% |
2,340 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,858.0 |
6,830.5 |
6,714.0 |
|
| R3 |
6,797.0 |
6,769.5 |
6,697.5 |
|
| R2 |
6,736.0 |
6,736.0 |
6,691.5 |
|
| R1 |
6,708.5 |
6,708.5 |
6,686.0 |
6,722.0 |
| PP |
6,675.0 |
6,675.0 |
6,675.0 |
6,682.0 |
| S1 |
6,647.5 |
6,647.5 |
6,675.0 |
6,661.0 |
| S2 |
6,614.0 |
6,614.0 |
6,669.5 |
|
| S3 |
6,553.0 |
6,586.5 |
6,663.5 |
|
| S4 |
6,492.0 |
6,525.5 |
6,647.0 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,927.5 |
6,889.0 |
6,724.5 |
|
| R3 |
6,840.5 |
6,802.0 |
6,700.5 |
|
| R2 |
6,753.5 |
6,753.5 |
6,692.5 |
|
| R1 |
6,715.0 |
6,715.0 |
6,684.5 |
6,691.0 |
| PP |
6,666.5 |
6,666.5 |
6,666.5 |
6,654.5 |
| S1 |
6,628.0 |
6,628.0 |
6,668.5 |
6,604.0 |
| S2 |
6,579.5 |
6,579.5 |
6,660.5 |
|
| S3 |
6,492.5 |
6,541.0 |
6,652.5 |
|
| S4 |
6,405.5 |
6,454.0 |
6,628.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,705.0 |
6,588.0 |
117.0 |
1.8% |
46.0 |
0.7% |
79% |
False |
False |
1,589 |
| 10 |
6,715.0 |
6,587.0 |
128.0 |
1.9% |
45.0 |
0.7% |
73% |
False |
False |
1,006 |
| 20 |
6,715.0 |
6,412.5 |
302.5 |
4.5% |
39.0 |
0.6% |
89% |
False |
False |
516 |
| 40 |
6,715.0 |
6,010.0 |
705.0 |
10.6% |
49.0 |
0.7% |
95% |
False |
False |
362 |
| 60 |
6,766.0 |
6,010.0 |
756.0 |
11.3% |
37.5 |
0.6% |
89% |
False |
False |
245 |
| 80 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
30.0 |
0.4% |
84% |
False |
False |
190 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
25.0 |
0.4% |
84% |
False |
False |
158 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
21.0 |
0.3% |
84% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,962.0 |
|
2.618 |
6,862.5 |
|
1.618 |
6,801.5 |
|
1.000 |
6,764.0 |
|
0.618 |
6,740.5 |
|
HIGH |
6,703.0 |
|
0.618 |
6,679.5 |
|
0.500 |
6,672.5 |
|
0.382 |
6,665.5 |
|
LOW |
6,642.0 |
|
0.618 |
6,604.5 |
|
1.000 |
6,581.0 |
|
1.618 |
6,543.5 |
|
2.618 |
6,482.5 |
|
4.250 |
6,383.0 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,678.0 |
6,669.0 |
| PP |
6,675.0 |
6,657.0 |
| S1 |
6,672.5 |
6,645.5 |
|