| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,066.00 |
2,064.00 |
-2.00 |
-0.1% |
2,056.75 |
| High |
2,070.00 |
2,071.75 |
1.75 |
0.1% |
2,071.75 |
| Low |
2,054.00 |
2,061.50 |
7.50 |
0.4% |
2,041.25 |
| Close |
2,064.50 |
2,069.00 |
4.50 |
0.2% |
2,069.00 |
| Range |
16.00 |
10.25 |
-5.75 |
-35.9% |
30.50 |
| ATR |
17.02 |
16.53 |
-0.48 |
-2.8% |
0.00 |
| Volume |
30,889 |
32,542 |
1,653 |
5.4% |
119,567 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.25 |
2,093.75 |
2,074.75 |
|
| R3 |
2,088.00 |
2,083.50 |
2,071.75 |
|
| R2 |
2,077.75 |
2,077.75 |
2,071.00 |
|
| R1 |
2,073.25 |
2,073.25 |
2,070.00 |
2,075.50 |
| PP |
2,067.50 |
2,067.50 |
2,067.50 |
2,068.50 |
| S1 |
2,063.00 |
2,063.00 |
2,068.00 |
2,065.25 |
| S2 |
2,057.25 |
2,057.25 |
2,067.00 |
|
| S3 |
2,047.00 |
2,052.75 |
2,066.25 |
|
| S4 |
2,036.75 |
2,042.50 |
2,063.25 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.25 |
2,141.00 |
2,085.75 |
|
| R3 |
2,121.75 |
2,110.50 |
2,077.50 |
|
| R2 |
2,091.25 |
2,091.25 |
2,074.50 |
|
| R1 |
2,080.00 |
2,080.00 |
2,071.75 |
2,085.50 |
| PP |
2,060.75 |
2,060.75 |
2,060.75 |
2,063.50 |
| S1 |
2,049.50 |
2,049.50 |
2,066.25 |
2,055.00 |
| S2 |
2,030.25 |
2,030.25 |
2,063.50 |
|
| S3 |
1,999.75 |
2,019.00 |
2,060.50 |
|
| S4 |
1,969.25 |
1,988.50 |
2,052.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.75 |
2,041.25 |
30.50 |
1.5% |
14.25 |
0.7% |
91% |
True |
False |
23,913 |
| 10 |
2,071.75 |
2,041.25 |
30.50 |
1.5% |
13.25 |
0.6% |
91% |
True |
False |
17,723 |
| 20 |
2,071.75 |
2,013.25 |
58.50 |
2.8% |
13.25 |
0.6% |
95% |
True |
False |
13,155 |
| 40 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
22.50 |
1.1% |
99% |
True |
False |
9,172 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
23.00 |
1.1% |
99% |
True |
False |
6,704 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
20.25 |
1.0% |
99% |
True |
False |
5,067 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
19.50 |
0.9% |
99% |
True |
False |
4,062 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
17.75 |
0.9% |
99% |
True |
False |
3,390 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.25 |
|
2.618 |
2,098.50 |
|
1.618 |
2,088.25 |
|
1.000 |
2,082.00 |
|
0.618 |
2,078.00 |
|
HIGH |
2,071.75 |
|
0.618 |
2,067.75 |
|
0.500 |
2,066.50 |
|
0.382 |
2,065.50 |
|
LOW |
2,061.50 |
|
0.618 |
2,055.25 |
|
1.000 |
2,051.25 |
|
1.618 |
2,045.00 |
|
2.618 |
2,034.75 |
|
4.250 |
2,018.00 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.25 |
2,067.00 |
| PP |
2,067.50 |
2,065.00 |
| S1 |
2,066.50 |
2,063.00 |
|