| 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 |
1,207.9 |
1,196.7 |
-11.2 |
-0.9% |
1,202.5 |
| High |
1,210.3 |
1,215.3 |
5.0 |
0.4% |
1,204.5 |
| Low |
1,193.0 |
1,194.7 |
1.7 |
0.1% |
1,164.5 |
| Close |
1,199.9 |
1,209.2 |
9.3 |
0.8% |
1,176.0 |
| Range |
17.3 |
20.6 |
3.3 |
19.1% |
40.0 |
| ATR |
22.9 |
22.7 |
-0.2 |
-0.7% |
0.0 |
| Volume |
7,177 |
3,378 |
-3,799 |
-52.9% |
28,019 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,268.2 |
1,259.3 |
1,220.5 |
|
| R3 |
1,247.6 |
1,238.7 |
1,214.9 |
|
| R2 |
1,227.0 |
1,227.0 |
1,213.0 |
|
| R1 |
1,218.1 |
1,218.1 |
1,211.1 |
1,222.6 |
| PP |
1,206.4 |
1,206.4 |
1,206.4 |
1,208.6 |
| S1 |
1,197.5 |
1,197.5 |
1,207.3 |
1,202.0 |
| S2 |
1,185.8 |
1,185.8 |
1,205.4 |
|
| S3 |
1,165.2 |
1,176.9 |
1,203.5 |
|
| S4 |
1,144.6 |
1,156.3 |
1,197.9 |
|
|
| 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 |
6.4% |
30.9 |
2.6% |
85% |
False |
False |
6,276 |
| 10 |
1,221.0 |
1,143.4 |
77.6 |
6.4% |
24.1 |
2.0% |
85% |
False |
False |
5,093 |
| 20 |
1,221.0 |
1,132.1 |
88.9 |
7.4% |
23.5 |
1.9% |
87% |
False |
False |
4,799 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
18.0 |
1.5% |
63% |
False |
False |
3,297 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
16.1 |
1.3% |
63% |
False |
False |
2,627 |
| 80 |
1,320.2 |
1,132.1 |
188.1 |
15.6% |
14.2 |
1.2% |
41% |
False |
False |
2,255 |
| 100 |
1,324.3 |
1,132.1 |
192.2 |
15.9% |
12.8 |
1.1% |
40% |
False |
False |
1,876 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
17.8% |
11.8 |
1.0% |
36% |
False |
False |
1,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,302.9 |
|
2.618 |
1,269.2 |
|
1.618 |
1,248.6 |
|
1.000 |
1,235.9 |
|
0.618 |
1,228.0 |
|
HIGH |
1,215.3 |
|
0.618 |
1,207.4 |
|
0.500 |
1,205.0 |
|
0.382 |
1,202.6 |
|
LOW |
1,194.7 |
|
0.618 |
1,182.0 |
|
1.000 |
1,174.1 |
|
1.618 |
1,161.4 |
|
2.618 |
1,140.8 |
|
4.250 |
1,107.2 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.8 |
1,200.2 |
| PP |
1,206.4 |
1,191.2 |
| S1 |
1,205.0 |
1,182.2 |
|