| 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 |
4,282.75 |
4,303.50 |
20.75 |
0.5% |
4,244.75 |
| High |
4,309.75 |
4,314.50 |
4.75 |
0.1% |
4,342.25 |
| Low |
4,280.00 |
4,282.50 |
2.50 |
0.1% |
4,244.75 |
| Close |
4,300.25 |
4,305.25 |
5.00 |
0.1% |
4,333.00 |
| Range |
29.75 |
32.00 |
2.25 |
7.6% |
97.50 |
| ATR |
42.95 |
42.16 |
-0.78 |
-1.8% |
0.00 |
| Volume |
1,565 |
2,843 |
1,278 |
81.7% |
3,206 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,396.75 |
4,383.00 |
4,322.75 |
|
| R3 |
4,364.75 |
4,351.00 |
4,314.00 |
|
| R2 |
4,332.75 |
4,332.75 |
4,311.00 |
|
| R1 |
4,319.00 |
4,319.00 |
4,308.25 |
4,326.00 |
| PP |
4,300.75 |
4,300.75 |
4,300.75 |
4,304.25 |
| S1 |
4,287.00 |
4,287.00 |
4,302.25 |
4,294.00 |
| S2 |
4,268.75 |
4,268.75 |
4,299.50 |
|
| S3 |
4,236.75 |
4,255.00 |
4,296.50 |
|
| S4 |
4,204.75 |
4,223.00 |
4,287.75 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,599.25 |
4,563.50 |
4,386.50 |
|
| R3 |
4,501.75 |
4,466.00 |
4,359.75 |
|
| R2 |
4,404.25 |
4,404.25 |
4,351.00 |
|
| R1 |
4,368.50 |
4,368.50 |
4,342.00 |
4,386.50 |
| PP |
4,306.75 |
4,306.75 |
4,306.75 |
4,315.50 |
| S1 |
4,271.00 |
4,271.00 |
4,324.00 |
4,289.00 |
| S2 |
4,209.25 |
4,209.25 |
4,315.00 |
|
| S3 |
4,111.75 |
4,173.50 |
4,306.25 |
|
| S4 |
4,014.25 |
4,076.00 |
4,279.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,342.25 |
4,268.50 |
73.75 |
1.7% |
38.00 |
0.9% |
50% |
False |
False |
1,771 |
| 10 |
4,342.25 |
4,198.25 |
144.00 |
3.3% |
37.50 |
0.9% |
74% |
False |
False |
1,453 |
| 20 |
4,342.25 |
4,124.00 |
218.25 |
5.1% |
35.75 |
0.8% |
83% |
False |
False |
942 |
| 40 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
55.25 |
1.3% |
94% |
False |
False |
614 |
| 60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.25 |
1.2% |
94% |
False |
False |
445 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
42.25 |
1.0% |
94% |
False |
False |
336 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
36.75 |
0.9% |
94% |
False |
False |
269 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
31.25 |
0.7% |
94% |
False |
False |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,450.50 |
|
2.618 |
4,398.25 |
|
1.618 |
4,366.25 |
|
1.000 |
4,346.50 |
|
0.618 |
4,334.25 |
|
HIGH |
4,314.50 |
|
0.618 |
4,302.25 |
|
0.500 |
4,298.50 |
|
0.382 |
4,294.75 |
|
LOW |
4,282.50 |
|
0.618 |
4,262.75 |
|
1.000 |
4,250.50 |
|
1.618 |
4,230.75 |
|
2.618 |
4,198.75 |
|
4.250 |
4,146.50 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,303.00 |
4,303.25 |
| PP |
4,300.75 |
4,301.25 |
| S1 |
4,298.50 |
4,299.25 |
|