| 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 |
4,303.50 |
4,305.25 |
1.75 |
0.0% |
4,244.75 |
| High |
4,314.50 |
4,323.50 |
9.00 |
0.2% |
4,342.25 |
| Low |
4,282.50 |
4,288.75 |
6.25 |
0.1% |
4,244.75 |
| Close |
4,305.25 |
4,308.50 |
3.25 |
0.1% |
4,333.00 |
| Range |
32.00 |
34.75 |
2.75 |
8.6% |
97.50 |
| ATR |
42.16 |
41.63 |
-0.53 |
-1.3% |
0.00 |
| Volume |
2,843 |
1,380 |
-1,463 |
-51.5% |
3,206 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,411.25 |
4,394.50 |
4,327.50 |
|
| R3 |
4,376.50 |
4,359.75 |
4,318.00 |
|
| R2 |
4,341.75 |
4,341.75 |
4,314.75 |
|
| R1 |
4,325.00 |
4,325.00 |
4,311.75 |
4,333.50 |
| PP |
4,307.00 |
4,307.00 |
4,307.00 |
4,311.00 |
| S1 |
4,290.25 |
4,290.25 |
4,305.25 |
4,298.50 |
| S2 |
4,272.25 |
4,272.25 |
4,302.25 |
|
| S3 |
4,237.50 |
4,255.50 |
4,299.00 |
|
| S4 |
4,202.75 |
4,220.75 |
4,289.50 |
|
|
| 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% |
38.50 |
0.9% |
54% |
False |
False |
1,909 |
| 10 |
4,342.25 |
4,198.25 |
144.00 |
3.3% |
37.50 |
0.9% |
77% |
False |
False |
1,395 |
| 20 |
4,342.25 |
4,124.00 |
218.25 |
5.1% |
35.50 |
0.8% |
85% |
False |
False |
996 |
| 40 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
53.50 |
1.2% |
95% |
False |
False |
646 |
| 60 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
52.25 |
1.2% |
95% |
False |
False |
468 |
| 80 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
42.50 |
1.0% |
95% |
False |
False |
353 |
| 100 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
37.25 |
0.9% |
95% |
False |
False |
283 |
| 120 |
4,342.25 |
3,687.00 |
655.25 |
15.2% |
31.50 |
0.7% |
95% |
False |
False |
236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,471.25 |
|
2.618 |
4,414.50 |
|
1.618 |
4,379.75 |
|
1.000 |
4,358.25 |
|
0.618 |
4,345.00 |
|
HIGH |
4,323.50 |
|
0.618 |
4,310.25 |
|
0.500 |
4,306.00 |
|
0.382 |
4,302.00 |
|
LOW |
4,288.75 |
|
0.618 |
4,267.25 |
|
1.000 |
4,254.00 |
|
1.618 |
4,232.50 |
|
2.618 |
4,197.75 |
|
4.250 |
4,141.00 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
4,307.75 |
4,306.25 |
| PP |
4,307.00 |
4,304.00 |
| S1 |
4,306.00 |
4,301.75 |
|