| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,978.5 |
10,023.5 |
45.0 |
0.5% |
9,748.5 |
| High |
10,010.0 |
10,123.0 |
113.0 |
1.1% |
10,008.5 |
| Low |
9,944.0 |
9,849.0 |
-95.0 |
-1.0% |
9,725.0 |
| Close |
9,995.0 |
9,865.0 |
-130.0 |
-1.3% |
9,986.0 |
| Range |
66.0 |
274.0 |
208.0 |
315.2% |
283.5 |
| ATR |
133.3 |
143.3 |
10.1 |
7.5% |
0.0 |
| Volume |
4,899 |
3,321 |
-1,578 |
-32.2% |
6,188 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,767.7 |
10,590.3 |
10,015.7 |
|
| R3 |
10,493.7 |
10,316.3 |
9,940.4 |
|
| R2 |
10,219.7 |
10,219.7 |
9,915.2 |
|
| R1 |
10,042.3 |
10,042.3 |
9,890.1 |
9,994.0 |
| PP |
9,945.7 |
9,945.7 |
9,945.7 |
9,921.5 |
| S1 |
9,768.3 |
9,768.3 |
9,839.9 |
9,720.0 |
| S2 |
9,671.7 |
9,671.7 |
9,814.8 |
|
| S3 |
9,397.7 |
9,494.3 |
9,789.7 |
|
| S4 |
9,123.7 |
9,220.3 |
9,714.3 |
|
|
| 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 |
10,123.0 |
9,849.0 |
274.0 |
2.8% |
126.9 |
1.3% |
6% |
True |
True |
3,155 |
| 10 |
10,123.0 |
9,519.5 |
603.5 |
6.1% |
125.7 |
1.3% |
57% |
True |
False |
2,571 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
128.9 |
1.3% |
74% |
True |
False |
2,336 |
| 40 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
161.8 |
1.6% |
85% |
True |
False |
1,466 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
150.8 |
1.5% |
85% |
True |
False |
1,086 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
130.9 |
1.3% |
85% |
True |
False |
890 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
121.9 |
1.2% |
85% |
True |
False |
720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,287.5 |
|
2.618 |
10,840.3 |
|
1.618 |
10,566.3 |
|
1.000 |
10,397.0 |
|
0.618 |
10,292.3 |
|
HIGH |
10,123.0 |
|
0.618 |
10,018.3 |
|
0.500 |
9,986.0 |
|
0.382 |
9,953.7 |
|
LOW |
9,849.0 |
|
0.618 |
9,679.7 |
|
1.000 |
9,575.0 |
|
1.618 |
9,405.7 |
|
2.618 |
9,131.7 |
|
4.250 |
8,684.5 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,986.0 |
9,986.0 |
| PP |
9,945.7 |
9,945.7 |
| S1 |
9,905.3 |
9,905.3 |
|