| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,035.00 |
2,052.25 |
17.25 |
0.8% |
2,047.50 |
| High |
2,052.50 |
2,060.50 |
8.00 |
0.4% |
2,059.25 |
| Low |
2,035.00 |
2,050.50 |
15.50 |
0.8% |
2,047.25 |
| Close |
2,051.50 |
2,058.00 |
6.50 |
0.3% |
2,052.00 |
| Range |
17.50 |
10.00 |
-7.50 |
-42.9% |
12.00 |
| ATR |
15.19 |
14.82 |
-0.37 |
-2.4% |
0.00 |
| Volume |
284 |
602 |
318 |
112.0% |
1,435 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.25 |
2,082.25 |
2,063.50 |
|
| R3 |
2,076.25 |
2,072.25 |
2,060.75 |
|
| R2 |
2,066.25 |
2,066.25 |
2,059.75 |
|
| R1 |
2,062.25 |
2,062.25 |
2,059.00 |
2,064.25 |
| PP |
2,056.25 |
2,056.25 |
2,056.25 |
2,057.50 |
| S1 |
2,052.25 |
2,052.25 |
2,057.00 |
2,054.25 |
| S2 |
2,046.25 |
2,046.25 |
2,056.25 |
|
| S3 |
2,036.25 |
2,042.25 |
2,055.25 |
|
| S4 |
2,026.25 |
2,032.25 |
2,052.50 |
|
|
| 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 |
2,060.50 |
2,034.50 |
26.00 |
1.3% |
11.25 |
0.5% |
90% |
True |
False |
349 |
| 10 |
2,060.50 |
2,022.50 |
38.00 |
1.8% |
11.25 |
0.5% |
93% |
True |
False |
327 |
| 20 |
2,060.50 |
1,992.50 |
68.00 |
3.3% |
11.50 |
0.6% |
96% |
True |
False |
295 |
| 40 |
2,060.50 |
1,806.50 |
254.00 |
12.3% |
21.00 |
1.0% |
99% |
True |
False |
247 |
| 60 |
2,060.50 |
1,806.50 |
254.00 |
12.3% |
19.25 |
0.9% |
99% |
True |
False |
180 |
| 80 |
2,060.50 |
1,806.50 |
254.00 |
12.3% |
16.00 |
0.8% |
99% |
True |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,103.00 |
|
2.618 |
2,086.75 |
|
1.618 |
2,076.75 |
|
1.000 |
2,070.50 |
|
0.618 |
2,066.75 |
|
HIGH |
2,060.50 |
|
0.618 |
2,056.75 |
|
0.500 |
2,055.50 |
|
0.382 |
2,054.25 |
|
LOW |
2,050.50 |
|
0.618 |
2,044.25 |
|
1.000 |
2,040.50 |
|
1.618 |
2,034.25 |
|
2.618 |
2,024.25 |
|
4.250 |
2,008.00 |
|
|