| 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 |
10,023.5 |
9,917.5 |
-106.0 |
-1.1% |
9,923.0 |
| High |
10,123.0 |
10,109.0 |
-14.0 |
-0.1% |
10,123.0 |
| Low |
9,849.0 |
9,917.5 |
68.5 |
0.7% |
9,849.0 |
| Close |
9,865.0 |
10,102.0 |
237.0 |
2.4% |
10,102.0 |
| Range |
274.0 |
191.5 |
-82.5 |
-30.1% |
274.0 |
| ATR |
143.3 |
150.5 |
7.2 |
5.0% |
0.0 |
| Volume |
3,321 |
1,540 |
-1,781 |
-53.6% |
16,080 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,617.3 |
10,551.2 |
10,207.3 |
|
| R3 |
10,425.8 |
10,359.7 |
10,154.7 |
|
| R2 |
10,234.3 |
10,234.3 |
10,137.1 |
|
| R1 |
10,168.2 |
10,168.2 |
10,119.6 |
10,201.3 |
| PP |
10,042.8 |
10,042.8 |
10,042.8 |
10,059.4 |
| S1 |
9,976.7 |
9,976.7 |
10,084.4 |
10,009.8 |
| S2 |
9,851.3 |
9,851.3 |
10,066.9 |
|
| S3 |
9,659.8 |
9,785.2 |
10,049.3 |
|
| S4 |
9,468.3 |
9,593.7 |
9,996.7 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,846.7 |
10,748.3 |
10,252.7 |
|
| R3 |
10,572.7 |
10,474.3 |
10,177.4 |
|
| R2 |
10,298.7 |
10,298.7 |
10,152.2 |
|
| R1 |
10,200.3 |
10,200.3 |
10,127.1 |
10,249.5 |
| PP |
10,024.7 |
10,024.7 |
10,024.7 |
10,049.3 |
| S1 |
9,926.3 |
9,926.3 |
10,076.9 |
9,975.5 |
| S2 |
9,750.7 |
9,750.7 |
10,051.8 |
|
| S3 |
9,476.7 |
9,652.3 |
10,026.7 |
|
| S4 |
9,202.7 |
9,378.3 |
9,951.3 |
|
|
| 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 |
2.7% |
148.4 |
1.5% |
92% |
False |
False |
3,216 |
| 10 |
10,123.0 |
9,725.0 |
398.0 |
3.9% |
122.4 |
1.2% |
95% |
False |
False |
2,226 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.7% |
128.2 |
1.3% |
98% |
False |
False |
2,396 |
| 40 |
10,123.0 |
8,367.5 |
1,755.5 |
17.4% |
161.5 |
1.6% |
99% |
False |
False |
1,474 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.4% |
153.3 |
1.5% |
99% |
False |
False |
1,106 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.4% |
130.2 |
1.3% |
99% |
False |
False |
909 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.4% |
123.5 |
1.2% |
99% |
False |
False |
735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,922.9 |
|
2.618 |
10,610.3 |
|
1.618 |
10,418.8 |
|
1.000 |
10,300.5 |
|
0.618 |
10,227.3 |
|
HIGH |
10,109.0 |
|
0.618 |
10,035.8 |
|
0.500 |
10,013.3 |
|
0.382 |
9,990.7 |
|
LOW |
9,917.5 |
|
0.618 |
9,799.2 |
|
1.000 |
9,726.0 |
|
1.618 |
9,607.7 |
|
2.618 |
9,416.2 |
|
4.250 |
9,103.6 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
10,072.4 |
10,063.3 |
| PP |
10,042.8 |
10,024.7 |
| S1 |
10,013.3 |
9,986.0 |
|