| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,045.50 |
2,035.00 |
-10.50 |
-0.5% |
2,047.50 |
| High |
2,046.25 |
2,052.50 |
6.25 |
0.3% |
2,059.25 |
| Low |
2,034.50 |
2,035.00 |
0.50 |
0.0% |
2,047.25 |
| Close |
2,036.25 |
2,051.50 |
15.25 |
0.7% |
2,052.00 |
| Range |
11.75 |
17.50 |
5.75 |
48.9% |
12.00 |
| ATR |
15.02 |
15.19 |
0.18 |
1.2% |
0.00 |
| Volume |
35 |
284 |
249 |
711.4% |
1,435 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.75 |
2,092.75 |
2,061.00 |
|
| R3 |
2,081.25 |
2,075.25 |
2,056.25 |
|
| R2 |
2,063.75 |
2,063.75 |
2,054.75 |
|
| R1 |
2,057.75 |
2,057.75 |
2,053.00 |
2,060.75 |
| PP |
2,046.25 |
2,046.25 |
2,046.25 |
2,048.00 |
| S1 |
2,040.25 |
2,040.25 |
2,050.00 |
2,043.25 |
| S2 |
2,028.75 |
2,028.75 |
2,048.25 |
|
| S3 |
2,011.25 |
2,022.75 |
2,046.75 |
|
| S4 |
1,993.75 |
2,005.25 |
2,042.00 |
|
|
| 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% |
10.00 |
0.5% |
69% |
False |
False |
234 |
| 10 |
2,059.25 |
2,022.50 |
36.75 |
1.8% |
11.50 |
0.6% |
79% |
False |
False |
272 |
| 20 |
2,059.25 |
1,982.00 |
77.25 |
3.8% |
11.75 |
0.6% |
90% |
False |
False |
267 |
| 40 |
2,059.25 |
1,806.50 |
252.75 |
12.3% |
21.25 |
1.0% |
97% |
False |
False |
233 |
| 60 |
2,059.25 |
1,806.50 |
252.75 |
12.3% |
19.25 |
0.9% |
97% |
False |
False |
170 |
| 80 |
2,059.25 |
1,806.50 |
252.75 |
12.3% |
15.75 |
0.8% |
97% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.00 |
|
2.618 |
2,098.25 |
|
1.618 |
2,080.75 |
|
1.000 |
2,070.00 |
|
0.618 |
2,063.25 |
|
HIGH |
2,052.50 |
|
0.618 |
2,045.75 |
|
0.500 |
2,043.75 |
|
0.382 |
2,041.75 |
|
LOW |
2,035.00 |
|
0.618 |
2,024.25 |
|
1.000 |
2,017.50 |
|
1.618 |
2,006.75 |
|
2.618 |
1,989.25 |
|
4.250 |
1,960.50 |
|
|