| 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 |
17,910.02 |
17,903.05 |
-6.97 |
0.0% |
17,827.27 |
| High |
17,937.96 |
17,991.19 |
53.23 |
0.3% |
17,991.19 |
| Low |
17,814.81 |
17,903.05 |
88.24 |
0.5% |
17,726.55 |
| Close |
17,900.10 |
17,958.79 |
58.69 |
0.3% |
17,958.79 |
| Range |
123.15 |
88.14 |
-35.01 |
-28.4% |
264.64 |
| ATR |
114.15 |
112.50 |
-1.65 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,215.43 |
18,175.25 |
18,007.27 |
|
| R3 |
18,127.29 |
18,087.11 |
17,983.03 |
|
| R2 |
18,039.15 |
18,039.15 |
17,974.95 |
|
| R1 |
17,998.97 |
17,998.97 |
17,966.87 |
18,019.06 |
| PP |
17,951.01 |
17,951.01 |
17,951.01 |
17,961.06 |
| S1 |
17,910.83 |
17,910.83 |
17,950.71 |
17,930.92 |
| S2 |
17,862.87 |
17,862.87 |
17,942.63 |
|
| S3 |
17,774.73 |
17,822.69 |
17,934.55 |
|
| S4 |
17,686.59 |
17,734.55 |
17,910.31 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,686.10 |
18,587.08 |
18,104.34 |
|
| R3 |
18,421.46 |
18,322.44 |
18,031.57 |
|
| R2 |
18,156.82 |
18,156.82 |
18,007.31 |
|
| R1 |
18,057.80 |
18,057.80 |
17,983.05 |
18,107.31 |
| PP |
17,892.18 |
17,892.18 |
17,892.18 |
17,916.93 |
| S1 |
17,793.16 |
17,793.16 |
17,934.53 |
17,842.67 |
| S2 |
17,627.54 |
17,627.54 |
17,910.27 |
|
| S3 |
17,362.90 |
17,528.52 |
17,886.01 |
|
| S4 |
17,098.26 |
17,263.88 |
17,813.24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,991.19 |
17,726.55 |
264.64 |
1.5% |
99.75 |
0.6% |
88% |
True |
False |
|
| 10 |
17,991.19 |
17,721.02 |
270.17 |
1.5% |
92.67 |
0.5% |
88% |
True |
False |
|
| 20 |
17,991.19 |
17,493.37 |
497.82 |
2.8% |
88.28 |
0.5% |
93% |
True |
False |
|
| 40 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
146.87 |
0.8% |
98% |
True |
False |
|
| 60 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
159.78 |
0.9% |
98% |
True |
False |
|
| 80 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
145.03 |
0.8% |
98% |
True |
False |
|
| 100 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
143.81 |
0.8% |
98% |
True |
False |
|
| 120 |
17,991.19 |
15,855.12 |
2,136.07 |
11.9% |
137.08 |
0.8% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,365.79 |
|
2.618 |
18,221.94 |
|
1.618 |
18,133.80 |
|
1.000 |
18,079.33 |
|
0.618 |
18,045.66 |
|
HIGH |
17,991.19 |
|
0.618 |
17,957.52 |
|
0.500 |
17,947.12 |
|
0.382 |
17,936.72 |
|
LOW |
17,903.05 |
|
0.618 |
17,848.58 |
|
1.000 |
17,814.91 |
|
1.618 |
17,760.44 |
|
2.618 |
17,672.30 |
|
4.250 |
17,528.46 |
|
|
| Fisher Pivots for day following 05-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,954.90 |
17,940.19 |
| PP |
17,951.01 |
17,921.60 |
| S1 |
17,947.12 |
17,903.00 |
|