| 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 |
9,986.0 |
9,923.0 |
-63.0 |
-0.6% |
9,748.5 |
| High |
10,000.0 |
9,995.0 |
-5.0 |
-0.1% |
10,008.5 |
| Low |
9,916.0 |
9,911.0 |
-5.0 |
-0.1% |
9,725.0 |
| Close |
9,986.0 |
9,971.0 |
-15.0 |
-0.2% |
9,986.0 |
| Range |
84.0 |
84.0 |
0.0 |
0.0% |
283.5 |
| ATR |
143.6 |
139.4 |
-4.3 |
-3.0% |
0.0 |
| Volume |
1,238 |
2,489 |
1,251 |
101.1% |
6,188 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,211.0 |
10,175.0 |
10,017.2 |
|
| R3 |
10,127.0 |
10,091.0 |
9,994.1 |
|
| R2 |
10,043.0 |
10,043.0 |
9,986.4 |
|
| R1 |
10,007.0 |
10,007.0 |
9,978.7 |
10,025.0 |
| PP |
9,959.0 |
9,959.0 |
9,959.0 |
9,968.0 |
| S1 |
9,923.0 |
9,923.0 |
9,963.3 |
9,941.0 |
| S2 |
9,875.0 |
9,875.0 |
9,955.6 |
|
| S3 |
9,791.0 |
9,839.0 |
9,947.9 |
|
| S4 |
9,707.0 |
9,755.0 |
9,924.8 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,757.0 |
10,655.0 |
10,141.9 |
|
| R3 |
10,473.5 |
10,371.5 |
10,064.0 |
|
| R2 |
10,190.0 |
10,190.0 |
10,038.0 |
|
| R1 |
10,088.0 |
10,088.0 |
10,012.0 |
10,139.0 |
| PP |
9,906.5 |
9,906.5 |
9,906.5 |
9,932.0 |
| S1 |
9,804.5 |
9,804.5 |
9,960.0 |
9,855.5 |
| S2 |
9,623.0 |
9,623.0 |
9,934.0 |
|
| S3 |
9,339.5 |
9,521.0 |
9,908.0 |
|
| S4 |
9,056.0 |
9,237.5 |
9,830.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,008.5 |
9,796.5 |
212.0 |
2.1% |
89.4 |
0.9% |
82% |
False |
False |
1,414 |
| 10 |
10,008.5 |
9,336.5 |
672.0 |
6.7% |
114.0 |
1.1% |
94% |
False |
False |
2,941 |
| 20 |
10,008.5 |
9,145.5 |
863.0 |
8.7% |
127.7 |
1.3% |
96% |
False |
False |
1,872 |
| 40 |
10,008.5 |
8,367.5 |
1,641.0 |
16.5% |
164.3 |
1.6% |
98% |
False |
False |
1,223 |
| 60 |
10,008.5 |
8,367.5 |
1,641.0 |
16.5% |
145.6 |
1.5% |
98% |
False |
False |
887 |
| 80 |
10,008.5 |
8,367.5 |
1,641.0 |
16.5% |
127.5 |
1.3% |
98% |
False |
False |
743 |
| 100 |
10,008.5 |
8,367.5 |
1,641.0 |
16.5% |
118.8 |
1.2% |
98% |
False |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,352.0 |
|
2.618 |
10,214.9 |
|
1.618 |
10,130.9 |
|
1.000 |
10,079.0 |
|
0.618 |
10,046.9 |
|
HIGH |
9,995.0 |
|
0.618 |
9,962.9 |
|
0.500 |
9,953.0 |
|
0.382 |
9,943.1 |
|
LOW |
9,911.0 |
|
0.618 |
9,859.1 |
|
1.000 |
9,827.0 |
|
1.618 |
9,775.1 |
|
2.618 |
9,691.1 |
|
4.250 |
9,554.0 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,965.0 |
9,967.3 |
| PP |
9,959.0 |
9,963.5 |
| S1 |
9,953.0 |
9,959.8 |
|