| Trading Metrics calculated at close of trading on 01-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2014 |
01-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,198.4 |
1,159.2 |
-39.2 |
-3.3% |
1,202.5 |
| High |
1,198.4 |
1,221.0 |
22.6 |
1.9% |
1,204.5 |
| Low |
1,164.5 |
1,143.4 |
-21.1 |
-1.8% |
1,164.5 |
| Close |
1,176.0 |
1,218.7 |
42.7 |
3.6% |
1,176.0 |
| Range |
33.9 |
77.6 |
43.7 |
128.9% |
40.0 |
| ATR |
18.4 |
22.7 |
4.2 |
22.9% |
0.0 |
| Volume |
6,229 |
3,748 |
-2,481 |
-39.8% |
28,019 |
|
| Daily Pivots for day following 01-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,427.2 |
1,400.5 |
1,261.4 |
|
| R3 |
1,349.6 |
1,322.9 |
1,240.0 |
|
| R2 |
1,272.0 |
1,272.0 |
1,232.9 |
|
| R1 |
1,245.3 |
1,245.3 |
1,225.8 |
1,258.7 |
| PP |
1,194.4 |
1,194.4 |
1,194.4 |
1,201.0 |
| S1 |
1,167.7 |
1,167.7 |
1,211.6 |
1,181.1 |
| S2 |
1,116.8 |
1,116.8 |
1,204.5 |
|
| S3 |
1,039.2 |
1,090.1 |
1,197.4 |
|
| S4 |
961.6 |
1,012.5 |
1,176.0 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,301.7 |
1,278.8 |
1,198.0 |
|
| R3 |
1,261.7 |
1,238.8 |
1,187.0 |
|
| R2 |
1,221.7 |
1,221.7 |
1,183.3 |
|
| R1 |
1,198.8 |
1,198.8 |
1,179.7 |
1,190.3 |
| PP |
1,181.7 |
1,181.7 |
1,181.7 |
1,177.4 |
| S1 |
1,158.8 |
1,158.8 |
1,172.3 |
1,150.3 |
| S2 |
1,141.7 |
1,141.7 |
1,168.7 |
|
| S3 |
1,101.7 |
1,118.8 |
1,165.0 |
|
| S4 |
1,061.7 |
1,078.8 |
1,154.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,221.0 |
1,143.4 |
77.6 |
6.4% |
27.7 |
2.3% |
97% |
True |
True |
6,353 |
| 10 |
1,221.0 |
1,143.4 |
77.6 |
6.4% |
23.5 |
1.9% |
97% |
True |
True |
5,419 |
| 20 |
1,221.0 |
1,132.1 |
88.9 |
7.3% |
22.4 |
1.8% |
97% |
True |
False |
4,504 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
17.8 |
1.5% |
70% |
False |
False |
3,084 |
| 60 |
1,267.6 |
1,132.1 |
135.5 |
11.1% |
15.8 |
1.3% |
64% |
False |
False |
2,573 |
| 80 |
1,321.1 |
1,132.1 |
189.0 |
15.5% |
13.9 |
1.1% |
46% |
False |
False |
2,147 |
| 100 |
1,340.9 |
1,132.1 |
208.8 |
17.1% |
12.7 |
1.0% |
41% |
False |
False |
1,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,550.8 |
|
2.618 |
1,424.2 |
|
1.618 |
1,346.6 |
|
1.000 |
1,298.6 |
|
0.618 |
1,269.0 |
|
HIGH |
1,221.0 |
|
0.618 |
1,191.4 |
|
0.500 |
1,182.2 |
|
0.382 |
1,173.0 |
|
LOW |
1,143.4 |
|
0.618 |
1,095.4 |
|
1.000 |
1,065.8 |
|
1.618 |
1,017.8 |
|
2.618 |
940.2 |
|
4.250 |
813.6 |
|
|
| Fisher Pivots for day following 01-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.5 |
1,206.5 |
| PP |
1,194.4 |
1,194.4 |
| S1 |
1,182.2 |
1,182.2 |
|