| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,066.50 |
2,056.75 |
-9.75 |
-0.5% |
2,054.75 |
| High |
2,067.25 |
2,057.00 |
-10.25 |
-0.5% |
2,068.00 |
| Low |
2,056.75 |
2,041.25 |
-15.50 |
-0.8% |
2,053.75 |
| Close |
2,059.25 |
2,043.50 |
-15.75 |
-0.8% |
2,059.25 |
| Range |
10.50 |
15.75 |
5.25 |
50.0% |
14.25 |
| ATR |
17.40 |
17.45 |
0.04 |
0.2% |
0.00 |
| Volume |
7,925 |
12,480 |
4,555 |
57.5% |
43,736 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.50 |
2,084.75 |
2,052.25 |
|
| R3 |
2,078.75 |
2,069.00 |
2,047.75 |
|
| R2 |
2,063.00 |
2,063.00 |
2,046.50 |
|
| R1 |
2,053.25 |
2,053.25 |
2,045.00 |
2,050.25 |
| PP |
2,047.25 |
2,047.25 |
2,047.25 |
2,045.75 |
| S1 |
2,037.50 |
2,037.50 |
2,042.00 |
2,034.50 |
| S2 |
2,031.50 |
2,031.50 |
2,040.50 |
|
| S3 |
2,015.75 |
2,021.75 |
2,039.25 |
|
| S4 |
2,000.00 |
2,006.00 |
2,034.75 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.00 |
2,095.50 |
2,067.00 |
|
| R3 |
2,088.75 |
2,081.25 |
2,063.25 |
|
| R2 |
2,074.50 |
2,074.50 |
2,061.75 |
|
| R1 |
2,067.00 |
2,067.00 |
2,060.50 |
2,070.75 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,062.25 |
| S1 |
2,052.75 |
2,052.75 |
2,058.00 |
2,056.50 |
| S2 |
2,046.00 |
2,046.00 |
2,056.75 |
|
| S3 |
2,031.75 |
2,038.50 |
2,055.25 |
|
| S4 |
2,017.50 |
2,024.25 |
2,051.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,068.00 |
2,041.25 |
26.75 |
1.3% |
10.75 |
0.5% |
8% |
False |
True |
11,243 |
| 10 |
2,068.00 |
2,018.00 |
50.00 |
2.4% |
14.00 |
0.7% |
51% |
False |
False |
12,218 |
| 20 |
2,068.00 |
1,988.00 |
80.00 |
3.9% |
13.50 |
0.7% |
69% |
False |
False |
8,586 |
| 40 |
2,068.00 |
1,805.00 |
263.00 |
12.9% |
24.75 |
1.2% |
91% |
False |
False |
6,813 |
| 60 |
2,068.00 |
1,805.00 |
263.00 |
12.9% |
23.00 |
1.1% |
91% |
False |
False |
4,951 |
| 80 |
2,068.00 |
1,805.00 |
263.00 |
12.9% |
20.50 |
1.0% |
91% |
False |
False |
3,730 |
| 100 |
2,068.00 |
1,805.00 |
263.00 |
12.9% |
19.25 |
0.9% |
91% |
False |
False |
2,992 |
| 120 |
2,068.00 |
1,805.00 |
263.00 |
12.9% |
17.50 |
0.9% |
91% |
False |
False |
2,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.00 |
|
2.618 |
2,098.25 |
|
1.618 |
2,082.50 |
|
1.000 |
2,072.75 |
|
0.618 |
2,066.75 |
|
HIGH |
2,057.00 |
|
0.618 |
2,051.00 |
|
0.500 |
2,049.00 |
|
0.382 |
2,047.25 |
|
LOW |
2,041.25 |
|
0.618 |
2,031.50 |
|
1.000 |
2,025.50 |
|
1.618 |
2,015.75 |
|
2.618 |
2,000.00 |
|
4.250 |
1,974.25 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.00 |
2,054.50 |
| PP |
2,047.25 |
2,051.00 |
| S1 |
2,045.50 |
2,047.25 |
|