| Trading Metrics calculated at close of trading on 02-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2014 |
02-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
17,721 |
17,693 |
-28 |
-0.2% |
17,729 |
| High |
17,740 |
17,813 |
73 |
0.4% |
17,806 |
| Low |
17,636 |
17,691 |
55 |
0.3% |
17,697 |
| Close |
17,687 |
17,794 |
107 |
0.6% |
17,744 |
| Range |
104 |
122 |
18 |
17.3% |
109 |
| ATR |
121 |
121 |
0 |
0.3% |
0 |
| Volume |
1,015 |
408 |
-607 |
-59.8% |
1,603 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,132 |
18,085 |
17,861 |
|
| R3 |
18,010 |
17,963 |
17,828 |
|
| R2 |
17,888 |
17,888 |
17,816 |
|
| R1 |
17,841 |
17,841 |
17,805 |
17,865 |
| PP |
17,766 |
17,766 |
17,766 |
17,778 |
| S1 |
17,719 |
17,719 |
17,783 |
17,743 |
| S2 |
17,644 |
17,644 |
17,772 |
|
| S3 |
17,522 |
17,597 |
17,761 |
|
| S4 |
17,400 |
17,475 |
17,727 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,076 |
18,019 |
17,804 |
|
| R3 |
17,967 |
17,910 |
17,774 |
|
| R2 |
17,858 |
17,858 |
17,764 |
|
| R1 |
17,801 |
17,801 |
17,754 |
17,830 |
| PP |
17,749 |
17,749 |
17,749 |
17,763 |
| S1 |
17,692 |
17,692 |
17,734 |
17,721 |
| S2 |
17,640 |
17,640 |
17,724 |
|
| S3 |
17,531 |
17,583 |
17,714 |
|
| S4 |
17,422 |
17,474 |
17,684 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,813 |
17,636 |
177 |
1.0% |
93 |
0.5% |
89% |
True |
False |
468 |
| 10 |
17,813 |
17,486 |
327 |
1.8% |
103 |
0.6% |
94% |
True |
False |
432 |
| 20 |
17,813 |
17,173 |
640 |
3.6% |
90 |
0.5% |
97% |
True |
False |
242 |
| 40 |
17,813 |
15,740 |
2,073 |
11.6% |
163 |
0.9% |
99% |
True |
False |
136 |
| 60 |
17,813 |
15,740 |
2,073 |
11.6% |
146 |
0.8% |
99% |
True |
False |
95 |
| 80 |
17,813 |
15,740 |
2,073 |
11.6% |
117 |
0.7% |
99% |
True |
False |
72 |
| 100 |
17,813 |
15,740 |
2,073 |
11.6% |
98 |
0.5% |
99% |
True |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,332 |
|
2.618 |
18,133 |
|
1.618 |
18,011 |
|
1.000 |
17,935 |
|
0.618 |
17,889 |
|
HIGH |
17,813 |
|
0.618 |
17,767 |
|
0.500 |
17,752 |
|
0.382 |
17,738 |
|
LOW |
17,691 |
|
0.618 |
17,616 |
|
1.000 |
17,569 |
|
1.618 |
17,494 |
|
2.618 |
17,372 |
|
4.250 |
17,173 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
17,780 |
17,771 |
| PP |
17,766 |
17,748 |
| S1 |
17,752 |
17,725 |
|