| Trading Metrics calculated at close of trading on 05-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2014 |
05-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,210.0 |
1,205.8 |
-4.2 |
-0.3% |
1,161.3 |
| High |
1,213.4 |
1,208.0 |
-5.4 |
-0.4% |
1,220.8 |
| Low |
1,203.8 |
1,188.0 |
-15.8 |
-1.3% |
1,143.2 |
| Close |
1,208.7 |
1,191.6 |
-17.1 |
-1.4% |
1,191.6 |
| Range |
9.6 |
20.0 |
10.4 |
108.3% |
77.6 |
| ATR |
21.8 |
21.7 |
-0.1 |
-0.4% |
0.0 |
| Volume |
1,637 |
836 |
-801 |
-48.9% |
13,965 |
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,255.9 |
1,243.7 |
1,202.6 |
|
| R3 |
1,235.9 |
1,223.7 |
1,197.1 |
|
| R2 |
1,215.9 |
1,215.9 |
1,195.3 |
|
| R1 |
1,203.7 |
1,203.7 |
1,193.4 |
1,199.8 |
| PP |
1,195.9 |
1,195.9 |
1,195.9 |
1,193.9 |
| S1 |
1,183.7 |
1,183.7 |
1,189.8 |
1,179.8 |
| S2 |
1,175.9 |
1,175.9 |
1,187.9 |
|
| S3 |
1,155.9 |
1,163.7 |
1,186.1 |
|
| S4 |
1,135.9 |
1,143.7 |
1,180.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,382.4 |
1,234.3 |
|
| R3 |
1,340.4 |
1,304.8 |
1,212.9 |
|
| R2 |
1,262.8 |
1,262.8 |
1,205.8 |
|
| R1 |
1,227.2 |
1,227.2 |
1,198.7 |
1,245.0 |
| PP |
1,185.2 |
1,185.2 |
1,185.2 |
1,194.1 |
| S1 |
1,149.6 |
1,149.6 |
1,184.5 |
1,167.4 |
| S2 |
1,107.6 |
1,107.6 |
1,177.4 |
|
| S3 |
1,030.0 |
1,072.0 |
1,170.3 |
|
| S4 |
952.4 |
994.4 |
1,148.9 |
|
|
| 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% |
28.8 |
2.4% |
62% |
False |
False |
2,793 |
| 10 |
1,220.8 |
1,143.2 |
77.6 |
6.5% |
22.4 |
1.9% |
62% |
False |
False |
3,611 |
| 20 |
1,220.8 |
1,134.1 |
86.7 |
7.3% |
23.5 |
2.0% |
66% |
False |
False |
3,520 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.3 |
1.5% |
47% |
False |
False |
2,517 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
16.3 |
1.4% |
47% |
False |
False |
1,970 |
| 80 |
1,320.0 |
1,134.1 |
185.9 |
15.6% |
14.1 |
1.2% |
31% |
False |
False |
1,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,293.0 |
|
2.618 |
1,260.4 |
|
1.618 |
1,240.4 |
|
1.000 |
1,228.0 |
|
0.618 |
1,220.4 |
|
HIGH |
1,208.0 |
|
0.618 |
1,200.4 |
|
0.500 |
1,198.0 |
|
0.382 |
1,195.6 |
|
LOW |
1,188.0 |
|
0.618 |
1,175.6 |
|
1.000 |
1,168.0 |
|
1.618 |
1,155.6 |
|
2.618 |
1,135.6 |
|
4.250 |
1,103.0 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.0 |
1,201.4 |
| PP |
1,195.9 |
1,198.1 |
| S1 |
1,193.7 |
1,194.9 |
|