| 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 |
9,991.0 |
9,978.5 |
-12.5 |
-0.1% |
9,748.5 |
| High |
10,052.5 |
10,010.0 |
-42.5 |
-0.4% |
10,008.5 |
| Low |
9,926.0 |
9,944.0 |
18.0 |
0.2% |
9,725.0 |
| Close |
9,952.5 |
9,995.0 |
42.5 |
0.4% |
9,986.0 |
| Range |
126.5 |
66.0 |
-60.5 |
-47.8% |
283.5 |
| ATR |
138.5 |
133.3 |
-5.2 |
-3.7% |
0.0 |
| Volume |
3,831 |
4,899 |
1,068 |
27.9% |
6,188 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,181.0 |
10,154.0 |
10,031.3 |
|
| R3 |
10,115.0 |
10,088.0 |
10,013.2 |
|
| R2 |
10,049.0 |
10,049.0 |
10,007.1 |
|
| R1 |
10,022.0 |
10,022.0 |
10,001.1 |
10,035.5 |
| PP |
9,983.0 |
9,983.0 |
9,983.0 |
9,989.8 |
| S1 |
9,956.0 |
9,956.0 |
9,989.0 |
9,969.5 |
| S2 |
9,917.0 |
9,917.0 |
9,982.9 |
|
| S3 |
9,851.0 |
9,890.0 |
9,976.9 |
|
| S4 |
9,785.0 |
9,824.0 |
9,958.7 |
|
|
| 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 |
10,052.5 |
9,911.0 |
141.5 |
1.4% |
86.6 |
0.9% |
59% |
False |
False |
2,620 |
| 10 |
10,052.5 |
9,390.0 |
662.5 |
6.6% |
109.1 |
1.1% |
91% |
False |
False |
2,429 |
| 20 |
10,052.5 |
9,145.5 |
907.0 |
9.1% |
124.4 |
1.2% |
94% |
False |
False |
2,197 |
| 40 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
161.0 |
1.6% |
97% |
False |
False |
1,405 |
| 60 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
147.0 |
1.5% |
97% |
False |
False |
1,031 |
| 80 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
128.4 |
1.3% |
97% |
False |
False |
849 |
| 100 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
119.7 |
1.2% |
97% |
False |
False |
687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,290.5 |
|
2.618 |
10,182.8 |
|
1.618 |
10,116.8 |
|
1.000 |
10,076.0 |
|
0.618 |
10,050.8 |
|
HIGH |
10,010.0 |
|
0.618 |
9,984.8 |
|
0.500 |
9,977.0 |
|
0.382 |
9,969.2 |
|
LOW |
9,944.0 |
|
0.618 |
9,903.2 |
|
1.000 |
9,878.0 |
|
1.618 |
9,837.2 |
|
2.618 |
9,771.2 |
|
4.250 |
9,663.5 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,989.0 |
9,990.6 |
| PP |
9,983.0 |
9,986.2 |
| S1 |
9,977.0 |
9,981.8 |
|