| 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 |
2,059.50 |
2,066.00 |
6.50 |
0.3% |
2,054.75 |
| High |
2,068.50 |
2,070.00 |
1.50 |
0.1% |
2,068.00 |
| Low |
2,056.00 |
2,054.00 |
-2.00 |
-0.1% |
2,053.75 |
| Close |
2,065.50 |
2,064.50 |
-1.00 |
0.0% |
2,059.25 |
| Range |
12.50 |
16.00 |
3.50 |
28.0% |
14.25 |
| ATR |
17.10 |
17.02 |
-0.08 |
-0.5% |
0.00 |
| Volume |
28,317 |
30,889 |
2,572 |
9.1% |
43,736 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.75 |
2,103.75 |
2,073.25 |
|
| R3 |
2,094.75 |
2,087.75 |
2,069.00 |
|
| R2 |
2,078.75 |
2,078.75 |
2,067.50 |
|
| R1 |
2,071.75 |
2,071.75 |
2,066.00 |
2,067.25 |
| PP |
2,062.75 |
2,062.75 |
2,062.75 |
2,060.50 |
| S1 |
2,055.75 |
2,055.75 |
2,063.00 |
2,051.25 |
| S2 |
2,046.75 |
2,046.75 |
2,061.50 |
|
| S3 |
2,030.75 |
2,039.75 |
2,060.00 |
|
| S4 |
2,014.75 |
2,023.75 |
2,055.75 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.00 |
2,095.50 |
2,067.00 |
|
| R3 |
2,088.75 |
2,081.25 |
2,063.25 |
|
| R2 |
2,074.50 |
2,074.50 |
2,061.75 |
|
| R1 |
2,067.00 |
2,067.00 |
2,060.50 |
2,070.75 |
| PP |
2,060.25 |
2,060.25 |
2,060.25 |
2,062.25 |
| S1 |
2,052.75 |
2,052.75 |
2,058.00 |
2,056.50 |
| S2 |
2,046.00 |
2,046.00 |
2,056.75 |
|
| S3 |
2,031.75 |
2,038.50 |
2,055.25 |
|
| S4 |
2,017.50 |
2,024.25 |
2,051.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.00 |
2,041.25 |
28.75 |
1.4% |
14.25 |
0.7% |
81% |
True |
False |
18,990 |
| 10 |
2,070.00 |
2,027.75 |
42.25 |
2.0% |
14.00 |
0.7% |
87% |
True |
False |
16,026 |
| 20 |
2,070.00 |
2,003.75 |
66.25 |
3.2% |
13.50 |
0.7% |
92% |
True |
False |
11,679 |
| 40 |
2,070.00 |
1,805.00 |
265.00 |
12.8% |
23.50 |
1.1% |
98% |
True |
False |
8,488 |
| 60 |
2,070.00 |
1,805.00 |
265.00 |
12.8% |
23.00 |
1.1% |
98% |
True |
False |
6,171 |
| 80 |
2,070.00 |
1,805.00 |
265.00 |
12.8% |
20.25 |
1.0% |
98% |
True |
False |
4,660 |
| 100 |
2,070.00 |
1,805.00 |
265.00 |
12.8% |
19.25 |
0.9% |
98% |
True |
False |
3,737 |
| 120 |
2,070.00 |
1,805.00 |
265.00 |
12.8% |
17.75 |
0.9% |
98% |
True |
False |
3,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.00 |
|
2.618 |
2,112.00 |
|
1.618 |
2,096.00 |
|
1.000 |
2,086.00 |
|
0.618 |
2,080.00 |
|
HIGH |
2,070.00 |
|
0.618 |
2,064.00 |
|
0.500 |
2,062.00 |
|
0.382 |
2,060.00 |
|
LOW |
2,054.00 |
|
0.618 |
2,044.00 |
|
1.000 |
2,038.00 |
|
1.618 |
2,028.00 |
|
2.618 |
2,012.00 |
|
4.250 |
1,986.00 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.75 |
2,062.00 |
| PP |
2,062.75 |
2,059.50 |
| S1 |
2,062.00 |
2,057.00 |
|