| 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 |
9,923.0 |
9,991.0 |
68.0 |
0.7% |
9,748.5 |
| High |
9,995.0 |
10,052.5 |
57.5 |
0.6% |
10,008.5 |
| Low |
9,911.0 |
9,926.0 |
15.0 |
0.2% |
9,725.0 |
| Close |
9,971.0 |
9,952.5 |
-18.5 |
-0.2% |
9,986.0 |
| Range |
84.0 |
126.5 |
42.5 |
50.6% |
283.5 |
| ATR |
139.4 |
138.5 |
-0.9 |
-0.7% |
0.0 |
| Volume |
2,489 |
3,831 |
1,342 |
53.9% |
6,188 |
|
| Daily Pivots for day following 02-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,356.5 |
10,281.0 |
10,022.1 |
|
| R3 |
10,230.0 |
10,154.5 |
9,987.3 |
|
| R2 |
10,103.5 |
10,103.5 |
9,975.7 |
|
| R1 |
10,028.0 |
10,028.0 |
9,964.1 |
10,002.5 |
| PP |
9,977.0 |
9,977.0 |
9,977.0 |
9,964.3 |
| S1 |
9,901.5 |
9,901.5 |
9,940.9 |
9,876.0 |
| S2 |
9,850.5 |
9,850.5 |
9,929.3 |
|
| S3 |
9,724.0 |
9,775.0 |
9,917.7 |
|
| S4 |
9,597.5 |
9,648.5 |
9,882.9 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,757.0 |
10,655.0 |
10,141.9 |
|
| R3 |
10,473.5 |
10,371.5 |
10,064.0 |
|
| R2 |
10,190.0 |
10,190.0 |
10,038.0 |
|
| R1 |
10,088.0 |
10,088.0 |
10,012.0 |
10,139.0 |
| PP |
9,906.5 |
9,906.5 |
9,906.5 |
9,932.0 |
| S1 |
9,804.5 |
9,804.5 |
9,960.0 |
9,855.5 |
| S2 |
9,623.0 |
9,623.0 |
9,934.0 |
|
| S3 |
9,339.5 |
9,521.0 |
9,908.0 |
|
| S4 |
9,056.0 |
9,237.5 |
9,830.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,052.5 |
9,882.5 |
170.0 |
1.7% |
87.5 |
0.9% |
41% |
True |
False |
1,850 |
| 10 |
10,052.5 |
9,390.0 |
662.5 |
6.7% |
110.5 |
1.1% |
85% |
True |
False |
3,297 |
| 20 |
10,052.5 |
9,145.5 |
907.0 |
9.1% |
126.1 |
1.3% |
89% |
True |
False |
2,034 |
| 40 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
163.3 |
1.6% |
94% |
True |
False |
1,308 |
| 60 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
146.9 |
1.5% |
94% |
True |
False |
951 |
| 80 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
128.1 |
1.3% |
94% |
True |
False |
791 |
| 100 |
10,052.5 |
8,367.5 |
1,685.0 |
16.9% |
119.6 |
1.2% |
94% |
True |
False |
638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,590.1 |
|
2.618 |
10,383.7 |
|
1.618 |
10,257.2 |
|
1.000 |
10,179.0 |
|
0.618 |
10,130.7 |
|
HIGH |
10,052.5 |
|
0.618 |
10,004.2 |
|
0.500 |
9,989.3 |
|
0.382 |
9,974.3 |
|
LOW |
9,926.0 |
|
0.618 |
9,847.8 |
|
1.000 |
9,799.5 |
|
1.618 |
9,721.3 |
|
2.618 |
9,594.8 |
|
4.250 |
9,388.4 |
|
|
| Fisher Pivots for day following 02-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,989.3 |
9,981.8 |
| PP |
9,977.0 |
9,972.0 |
| S1 |
9,964.8 |
9,962.3 |
|