| 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 |
1,213.0 |
1,198.4 |
-14.6 |
-1.2% |
1,203.1 |
| High |
1,213.0 |
1,214.8 |
1.8 |
0.1% |
1,204.2 |
| Low |
1,193.9 |
1,196.9 |
3.0 |
0.3% |
1,165.5 |
| Close |
1,200.4 |
1,209.7 |
9.3 |
0.8% |
1,176.4 |
| Range |
19.1 |
17.9 |
-1.2 |
-6.3% |
38.7 |
| ATR |
23.1 |
22.7 |
-0.4 |
-1.6% |
0.0 |
| Volume |
8,433 |
1,824 |
-6,609 |
-78.4% |
21,265 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,260.8 |
1,253.2 |
1,219.5 |
|
| R3 |
1,242.9 |
1,235.3 |
1,214.6 |
|
| R2 |
1,225.0 |
1,225.0 |
1,213.0 |
|
| R1 |
1,217.4 |
1,217.4 |
1,211.3 |
1,221.2 |
| PP |
1,207.1 |
1,207.1 |
1,207.1 |
1,209.1 |
| S1 |
1,199.5 |
1,199.5 |
1,208.1 |
1,203.3 |
| S2 |
1,189.2 |
1,189.2 |
1,206.4 |
|
| S3 |
1,171.3 |
1,181.6 |
1,204.8 |
|
| S4 |
1,153.4 |
1,163.7 |
1,199.9 |
|
|
| 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 |
6.4% |
31.0 |
2.6% |
86% |
False |
False |
4,574 |
| 10 |
1,220.8 |
1,143.2 |
77.6 |
6.4% |
24.0 |
2.0% |
86% |
False |
False |
4,040 |
| 20 |
1,220.8 |
1,134.1 |
86.7 |
7.2% |
23.9 |
2.0% |
87% |
False |
False |
3,700 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
18.3 |
1.5% |
62% |
False |
False |
2,587 |
| 60 |
1,258.9 |
1,134.1 |
124.8 |
10.3% |
16.1 |
1.3% |
61% |
False |
False |
1,955 |
| 80 |
1,320.0 |
1,134.1 |
185.9 |
15.4% |
13.8 |
1.1% |
41% |
False |
False |
1,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,290.9 |
|
2.618 |
1,261.7 |
|
1.618 |
1,243.8 |
|
1.000 |
1,232.7 |
|
0.618 |
1,225.9 |
|
HIGH |
1,214.8 |
|
0.618 |
1,208.0 |
|
0.500 |
1,205.9 |
|
0.382 |
1,203.7 |
|
LOW |
1,196.9 |
|
0.618 |
1,185.8 |
|
1.000 |
1,179.0 |
|
1.618 |
1,167.9 |
|
2.618 |
1,150.0 |
|
4.250 |
1,120.8 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.4 |
1,200.5 |
| PP |
1,207.1 |
1,191.2 |
| S1 |
1,205.9 |
1,182.0 |
|