| 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 |
1,161.3 |
1,213.0 |
51.7 |
4.5% |
1,203.1 |
| High |
1,220.8 |
1,213.0 |
-7.8 |
-0.6% |
1,204.2 |
| Low |
1,143.2 |
1,193.9 |
50.7 |
4.4% |
1,165.5 |
| Close |
1,219.3 |
1,200.4 |
-18.9 |
-1.6% |
1,176.4 |
| Range |
77.6 |
19.1 |
-58.5 |
-75.4% |
38.7 |
| ATR |
22.9 |
23.1 |
0.2 |
0.8% |
0.0 |
| Volume |
1,235 |
8,433 |
7,198 |
582.8% |
21,265 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.7 |
1,249.2 |
1,210.9 |
|
| R3 |
1,240.6 |
1,230.1 |
1,205.7 |
|
| R2 |
1,221.5 |
1,221.5 |
1,203.9 |
|
| R1 |
1,211.0 |
1,211.0 |
1,202.2 |
1,206.7 |
| PP |
1,202.4 |
1,202.4 |
1,202.4 |
1,200.3 |
| S1 |
1,191.9 |
1,191.9 |
1,198.6 |
1,187.6 |
| S2 |
1,183.3 |
1,183.3 |
1,196.9 |
|
| S3 |
1,164.2 |
1,172.8 |
1,195.1 |
|
| S4 |
1,145.1 |
1,153.7 |
1,189.9 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,298.1 |
1,276.0 |
1,197.7 |
|
| R3 |
1,259.4 |
1,237.3 |
1,187.0 |
|
| R2 |
1,220.7 |
1,220.7 |
1,183.5 |
|
| R1 |
1,198.6 |
1,198.6 |
1,179.9 |
1,190.3 |
| PP |
1,182.0 |
1,182.0 |
1,182.0 |
1,177.9 |
| S1 |
1,159.9 |
1,159.9 |
1,172.9 |
1,151.6 |
| S2 |
1,143.3 |
1,143.3 |
1,169.3 |
|
| S3 |
1,104.6 |
1,121.2 |
1,165.8 |
|
| S4 |
1,065.9 |
1,082.5 |
1,155.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,220.8 |
1,143.2 |
77.6 |
6.5% |
29.4 |
2.5% |
74% |
False |
False |
5,255 |
| 10 |
1,220.8 |
1,143.2 |
77.6 |
6.5% |
24.2 |
2.0% |
74% |
False |
False |
4,174 |
| 20 |
1,220.8 |
1,134.1 |
86.7 |
7.2% |
23.5 |
2.0% |
76% |
False |
False |
3,848 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
18.0 |
1.5% |
54% |
False |
False |
2,573 |
| 60 |
1,261.0 |
1,134.1 |
126.9 |
10.6% |
16.0 |
1.3% |
52% |
False |
False |
1,941 |
| 80 |
1,320.0 |
1,134.1 |
185.9 |
15.5% |
13.6 |
1.1% |
36% |
False |
False |
1,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,294.2 |
|
2.618 |
1,263.0 |
|
1.618 |
1,243.9 |
|
1.000 |
1,232.1 |
|
0.618 |
1,224.8 |
|
HIGH |
1,213.0 |
|
0.618 |
1,205.7 |
|
0.500 |
1,203.5 |
|
0.382 |
1,201.2 |
|
LOW |
1,193.9 |
|
0.618 |
1,182.1 |
|
1.000 |
1,174.8 |
|
1.618 |
1,163.0 |
|
2.618 |
1,143.9 |
|
4.250 |
1,112.7 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,203.5 |
1,194.3 |
| PP |
1,202.4 |
1,188.1 |
| S1 |
1,201.4 |
1,182.0 |
|