| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,159.2 |
1,207.9 |
48.7 |
4.2% |
1,202.5 |
| High |
1,221.0 |
1,210.3 |
-10.7 |
-0.9% |
1,204.5 |
| Low |
1,143.4 |
1,193.0 |
49.6 |
4.3% |
1,164.5 |
| Close |
1,218.7 |
1,199.9 |
-18.8 |
-1.5% |
1,176.0 |
| Range |
77.6 |
17.3 |
-60.3 |
-77.7% |
40.0 |
| ATR |
22.7 |
22.9 |
0.2 |
1.0% |
0.0 |
| Volume |
3,748 |
7,177 |
3,429 |
91.5% |
28,019 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,253.0 |
1,243.7 |
1,209.4 |
|
| R3 |
1,235.7 |
1,226.4 |
1,204.7 |
|
| R2 |
1,218.4 |
1,218.4 |
1,203.1 |
|
| R1 |
1,209.1 |
1,209.1 |
1,201.5 |
1,205.1 |
| PP |
1,201.1 |
1,201.1 |
1,201.1 |
1,199.1 |
| S1 |
1,191.8 |
1,191.8 |
1,198.3 |
1,187.8 |
| S2 |
1,183.8 |
1,183.8 |
1,196.7 |
|
| S3 |
1,166.5 |
1,174.5 |
1,195.1 |
|
| S4 |
1,149.2 |
1,157.2 |
1,190.4 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.7 |
1,278.8 |
1,198.0 |
|
| R3 |
1,261.7 |
1,238.8 |
1,187.0 |
|
| R2 |
1,221.7 |
1,221.7 |
1,183.3 |
|
| R1 |
1,198.8 |
1,198.8 |
1,179.7 |
1,190.3 |
| PP |
1,181.7 |
1,181.7 |
1,181.7 |
1,177.4 |
| S1 |
1,158.8 |
1,158.8 |
1,172.3 |
1,150.3 |
| S2 |
1,141.7 |
1,141.7 |
1,168.7 |
|
| S3 |
1,101.7 |
1,118.8 |
1,165.0 |
|
| S4 |
1,061.7 |
1,078.8 |
1,154.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.0 |
1,143.4 |
77.6 |
6.5% |
29.2 |
2.4% |
73% |
False |
False |
6,643 |
| 10 |
1,221.0 |
1,143.4 |
77.6 |
6.5% |
24.1 |
2.0% |
73% |
False |
False |
5,687 |
| 20 |
1,221.0 |
1,132.1 |
88.9 |
7.4% |
22.9 |
1.9% |
76% |
False |
False |
4,721 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
17.7 |
1.5% |
55% |
False |
False |
3,235 |
| 60 |
1,259.1 |
1,132.1 |
127.0 |
10.6% |
15.9 |
1.3% |
53% |
False |
False |
2,641 |
| 80 |
1,320.2 |
1,132.1 |
188.1 |
15.7% |
14.0 |
1.2% |
36% |
False |
False |
2,222 |
| 100 |
1,331.5 |
1,132.1 |
199.4 |
16.6% |
12.8 |
1.1% |
34% |
False |
False |
1,844 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
17.9% |
11.6 |
1.0% |
32% |
False |
False |
1,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.8 |
|
2.618 |
1,255.6 |
|
1.618 |
1,238.3 |
|
1.000 |
1,227.6 |
|
0.618 |
1,221.0 |
|
HIGH |
1,210.3 |
|
0.618 |
1,203.7 |
|
0.500 |
1,201.7 |
|
0.382 |
1,199.6 |
|
LOW |
1,193.0 |
|
0.618 |
1,182.3 |
|
1.000 |
1,175.7 |
|
1.618 |
1,165.0 |
|
2.618 |
1,147.7 |
|
4.250 |
1,119.5 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.7 |
1,194.0 |
| PP |
1,201.1 |
1,188.1 |
| S1 |
1,200.5 |
1,182.2 |
|