| 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 |
2,056.75 |
2,044.25 |
-12.50 |
-0.6% |
2,054.75 |
| High |
2,057.00 |
2,061.00 |
4.00 |
0.2% |
2,068.00 |
| Low |
2,041.25 |
2,044.00 |
2.75 |
0.1% |
2,053.75 |
| Close |
2,043.50 |
2,058.75 |
15.25 |
0.7% |
2,059.25 |
| Range |
15.75 |
17.00 |
1.25 |
7.9% |
14.25 |
| ATR |
17.45 |
17.45 |
0.00 |
0.0% |
0.00 |
| Volume |
12,480 |
15,339 |
2,859 |
22.9% |
43,736 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,105.50 |
2,099.25 |
2,068.00 |
|
| R3 |
2,088.50 |
2,082.25 |
2,063.50 |
|
| R2 |
2,071.50 |
2,071.50 |
2,061.75 |
|
| R1 |
2,065.25 |
2,065.25 |
2,060.25 |
2,068.50 |
| PP |
2,054.50 |
2,054.50 |
2,054.50 |
2,056.25 |
| S1 |
2,048.25 |
2,048.25 |
2,057.25 |
2,051.50 |
| S2 |
2,037.50 |
2,037.50 |
2,055.75 |
|
| S3 |
2,020.50 |
2,031.25 |
2,054.00 |
|
| S4 |
2,003.50 |
2,014.25 |
2,049.50 |
|
|
| 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% |
12.50 |
0.6% |
65% |
False |
False |
10,174 |
| 10 |
2,068.00 |
2,027.75 |
40.25 |
2.0% |
14.25 |
0.7% |
77% |
False |
False |
12,843 |
| 20 |
2,068.00 |
1,988.00 |
80.00 |
3.9% |
13.75 |
0.7% |
88% |
False |
False |
9,068 |
| 40 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
24.75 |
1.2% |
96% |
False |
False |
7,139 |
| 60 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
23.00 |
1.1% |
96% |
False |
False |
5,204 |
| 80 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
20.25 |
1.0% |
96% |
False |
False |
3,921 |
| 100 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
19.25 |
0.9% |
96% |
False |
False |
3,145 |
| 120 |
2,068.00 |
1,805.00 |
263.00 |
12.8% |
17.50 |
0.9% |
96% |
False |
False |
2,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,133.25 |
|
2.618 |
2,105.50 |
|
1.618 |
2,088.50 |
|
1.000 |
2,078.00 |
|
0.618 |
2,071.50 |
|
HIGH |
2,061.00 |
|
0.618 |
2,054.50 |
|
0.500 |
2,052.50 |
|
0.382 |
2,050.50 |
|
LOW |
2,044.00 |
|
0.618 |
2,033.50 |
|
1.000 |
2,027.00 |
|
1.618 |
2,016.50 |
|
2.618 |
1,999.50 |
|
4.250 |
1,971.75 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.75 |
2,057.25 |
| PP |
2,054.50 |
2,055.75 |
| S1 |
2,052.50 |
2,054.25 |
|