| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,059.00 |
2,045.50 |
-13.50 |
-0.7% |
2,047.50 |
| High |
2,059.25 |
2,046.25 |
-13.00 |
-0.6% |
2,059.25 |
| Low |
2,049.50 |
2,034.50 |
-15.00 |
-0.7% |
2,047.25 |
| Close |
2,052.00 |
2,036.25 |
-15.75 |
-0.8% |
2,052.00 |
| Range |
9.75 |
11.75 |
2.00 |
20.5% |
12.00 |
| ATR |
14.83 |
15.02 |
0.19 |
1.3% |
0.00 |
| Volume |
787 |
35 |
-752 |
-95.6% |
1,435 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.25 |
2,067.00 |
2,042.75 |
|
| R3 |
2,062.50 |
2,055.25 |
2,039.50 |
|
| R2 |
2,050.75 |
2,050.75 |
2,038.50 |
|
| R1 |
2,043.50 |
2,043.50 |
2,037.25 |
2,041.25 |
| PP |
2,039.00 |
2,039.00 |
2,039.00 |
2,038.00 |
| S1 |
2,031.75 |
2,031.75 |
2,035.25 |
2,029.50 |
| S2 |
2,027.25 |
2,027.25 |
2,034.00 |
|
| S3 |
2,015.50 |
2,020.00 |
2,033.00 |
|
| S4 |
2,003.75 |
2,008.25 |
2,029.75 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.75 |
2,082.50 |
2,058.50 |
|
| R3 |
2,076.75 |
2,070.50 |
2,055.25 |
|
| R2 |
2,064.75 |
2,064.75 |
2,054.25 |
|
| R1 |
2,058.50 |
2,058.50 |
2,053.00 |
2,061.50 |
| PP |
2,052.75 |
2,052.75 |
2,052.75 |
2,054.50 |
| S1 |
2,046.50 |
2,046.50 |
2,051.00 |
2,049.50 |
| S2 |
2,040.75 |
2,040.75 |
2,049.75 |
|
| S3 |
2,028.75 |
2,034.50 |
2,048.75 |
|
| S4 |
2,016.75 |
2,022.50 |
2,045.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,059.25 |
2,034.50 |
24.75 |
1.2% |
7.75 |
0.4% |
7% |
False |
True |
294 |
| 10 |
2,059.25 |
2,014.00 |
45.25 |
2.2% |
11.00 |
0.5% |
49% |
False |
False |
303 |
| 20 |
2,059.25 |
1,982.00 |
77.25 |
3.8% |
11.25 |
0.6% |
70% |
False |
False |
256 |
| 40 |
2,059.25 |
1,806.50 |
252.75 |
12.4% |
21.25 |
1.0% |
91% |
False |
False |
228 |
| 60 |
2,059.25 |
1,806.50 |
252.75 |
12.4% |
19.00 |
0.9% |
91% |
False |
False |
165 |
| 80 |
2,059.25 |
1,806.50 |
252.75 |
12.4% |
16.00 |
0.8% |
91% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,096.25 |
|
2.618 |
2,077.00 |
|
1.618 |
2,065.25 |
|
1.000 |
2,058.00 |
|
0.618 |
2,053.50 |
|
HIGH |
2,046.25 |
|
0.618 |
2,041.75 |
|
0.500 |
2,040.50 |
|
0.382 |
2,039.00 |
|
LOW |
2,034.50 |
|
0.618 |
2,027.25 |
|
1.000 |
2,022.75 |
|
1.618 |
2,015.50 |
|
2.618 |
2,003.75 |
|
4.250 |
1,984.50 |
|
|