| 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 |
6,642.0 |
6,691.0 |
49.0 |
0.7% |
6,690.0 |
| High |
6,703.0 |
6,692.5 |
-10.5 |
-0.2% |
6,705.0 |
| Low |
6,642.0 |
6,661.0 |
19.0 |
0.3% |
6,618.0 |
| Close |
6,680.5 |
6,670.0 |
-10.5 |
-0.2% |
6,676.5 |
| Range |
61.0 |
31.5 |
-29.5 |
-48.4% |
87.0 |
| ATR |
56.5 |
54.7 |
-1.8 |
-3.2% |
0.0 |
| Volume |
2,158 |
344 |
-1,814 |
-84.1% |
2,340 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,769.0 |
6,751.0 |
6,687.5 |
|
| R3 |
6,737.5 |
6,719.5 |
6,678.5 |
|
| R2 |
6,706.0 |
6,706.0 |
6,676.0 |
|
| R1 |
6,688.0 |
6,688.0 |
6,673.0 |
6,681.0 |
| PP |
6,674.5 |
6,674.5 |
6,674.5 |
6,671.0 |
| S1 |
6,656.5 |
6,656.5 |
6,667.0 |
6,650.0 |
| S2 |
6,643.0 |
6,643.0 |
6,664.0 |
|
| S3 |
6,611.5 |
6,625.0 |
6,661.5 |
|
| S4 |
6,580.0 |
6,593.5 |
6,652.5 |
|
|
| 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 |
6,703.0 |
6,588.0 |
115.0 |
1.7% |
45.0 |
0.7% |
71% |
False |
False |
1,655 |
| 10 |
6,715.0 |
6,587.0 |
128.0 |
1.9% |
45.0 |
0.7% |
65% |
False |
False |
1,041 |
| 20 |
6,715.0 |
6,448.0 |
267.0 |
4.0% |
39.0 |
0.6% |
83% |
False |
False |
532 |
| 40 |
6,715.0 |
6,010.0 |
705.0 |
10.6% |
50.0 |
0.7% |
94% |
False |
False |
370 |
| 60 |
6,766.0 |
6,010.0 |
756.0 |
11.3% |
38.0 |
0.6% |
87% |
False |
False |
250 |
| 80 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
30.5 |
0.5% |
83% |
False |
False |
193 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
25.0 |
0.4% |
83% |
False |
False |
161 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.0% |
21.0 |
0.3% |
83% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,826.5 |
|
2.618 |
6,775.0 |
|
1.618 |
6,743.5 |
|
1.000 |
6,724.0 |
|
0.618 |
6,712.0 |
|
HIGH |
6,692.5 |
|
0.618 |
6,680.5 |
|
0.500 |
6,677.0 |
|
0.382 |
6,673.0 |
|
LOW |
6,661.0 |
|
0.618 |
6,641.5 |
|
1.000 |
6,629.5 |
|
1.618 |
6,610.0 |
|
2.618 |
6,578.5 |
|
4.250 |
6,527.0 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,677.0 |
6,662.0 |
| PP |
6,674.5 |
6,653.5 |
| S1 |
6,672.0 |
6,645.5 |
|