| Trading Metrics calculated at close of trading on 04-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2014 |
04-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,198.1 |
1,208.2 |
10.1 |
0.8% |
1,199.9 |
| High |
1,213.7 |
1,213.0 |
-0.7 |
-0.1% |
1,203.8 |
| Low |
1,196.1 |
1,201.6 |
5.5 |
0.5% |
1,164.0 |
| Close |
1,208.5 |
1,207.5 |
-1.0 |
-0.1% |
1,175.2 |
| Range |
17.6 |
11.4 |
-6.2 |
-35.2% |
39.8 |
| ATR |
24.3 |
23.4 |
-0.9 |
-3.8% |
0.0 |
| Volume |
440 |
358 |
-82 |
-18.6% |
455,919 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,241.6 |
1,235.9 |
1,213.8 |
|
| R3 |
1,230.2 |
1,224.5 |
1,210.6 |
|
| R2 |
1,218.8 |
1,218.8 |
1,209.6 |
|
| R1 |
1,213.1 |
1,213.1 |
1,208.5 |
1,210.3 |
| PP |
1,207.4 |
1,207.4 |
1,207.4 |
1,205.9 |
| S1 |
1,201.7 |
1,201.7 |
1,206.5 |
1,198.9 |
| S2 |
1,196.0 |
1,196.0 |
1,205.4 |
|
| S3 |
1,184.6 |
1,190.3 |
1,204.4 |
|
| S4 |
1,173.2 |
1,178.9 |
1,201.2 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,300.4 |
1,277.6 |
1,197.1 |
|
| R3 |
1,260.6 |
1,237.8 |
1,186.1 |
|
| R2 |
1,220.8 |
1,220.8 |
1,182.5 |
|
| R1 |
1,198.0 |
1,198.0 |
1,178.8 |
1,189.5 |
| PP |
1,181.0 |
1,181.0 |
1,181.0 |
1,176.8 |
| S1 |
1,158.2 |
1,158.2 |
1,171.6 |
1,149.7 |
| S2 |
1,141.2 |
1,141.2 |
1,167.9 |
|
| S3 |
1,101.4 |
1,118.4 |
1,164.3 |
|
| S4 |
1,061.6 |
1,078.6 |
1,153.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,220.4 |
1,141.7 |
78.7 |
6.5% |
32.6 |
2.7% |
84% |
False |
False |
3,746 |
| 10 |
1,220.4 |
1,141.7 |
78.7 |
6.5% |
23.7 |
2.0% |
84% |
False |
False |
85,085 |
| 20 |
1,220.4 |
1,130.4 |
90.0 |
7.5% |
24.6 |
2.0% |
86% |
False |
False |
150,240 |
| 40 |
1,255.6 |
1,130.4 |
125.2 |
10.4% |
20.1 |
1.7% |
62% |
False |
False |
151,335 |
| 60 |
1,255.6 |
1,130.4 |
125.2 |
10.4% |
18.7 |
1.6% |
62% |
False |
False |
150,756 |
| 80 |
1,321.8 |
1,130.4 |
191.4 |
15.9% |
17.5 |
1.4% |
40% |
False |
False |
140,791 |
| 100 |
1,327.3 |
1,130.4 |
196.9 |
16.3% |
16.9 |
1.4% |
39% |
False |
False |
128,397 |
| 120 |
1,347.5 |
1,130.4 |
217.1 |
18.0% |
16.7 |
1.4% |
36% |
False |
False |
108,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,261.5 |
|
2.618 |
1,242.8 |
|
1.618 |
1,231.4 |
|
1.000 |
1,224.4 |
|
0.618 |
1,220.0 |
|
HIGH |
1,213.0 |
|
0.618 |
1,208.6 |
|
0.500 |
1,207.3 |
|
0.382 |
1,206.0 |
|
LOW |
1,201.6 |
|
0.618 |
1,194.6 |
|
1.000 |
1,190.2 |
|
1.618 |
1,183.2 |
|
2.618 |
1,171.8 |
|
4.250 |
1,153.2 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,207.4 |
1,205.8 |
| PP |
1,207.4 |
1,204.2 |
| S1 |
1,207.3 |
1,202.5 |
|