| Trading Metrics calculated at close of trading on 03-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2014 |
03-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
5,230.0 |
5,283.0 |
53.0 |
1.0% |
5,360.0 |
| High |
5,295.0 |
5,340.0 |
45.0 |
0.8% |
5,422.0 |
| Low |
5,213.0 |
5,257.0 |
44.0 |
0.8% |
5,301.0 |
| Close |
5,290.0 |
5,336.0 |
46.0 |
0.9% |
5,338.0 |
| Range |
82.0 |
83.0 |
1.0 |
1.2% |
121.0 |
| ATR |
63.3 |
64.7 |
1.4 |
2.2% |
0.0 |
| Volume |
30,104 |
26,735 |
-3,369 |
-11.2% |
112,827 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,560.0 |
5,531.0 |
5,381.7 |
|
| R3 |
5,477.0 |
5,448.0 |
5,358.8 |
|
| R2 |
5,394.0 |
5,394.0 |
5,351.2 |
|
| R1 |
5,365.0 |
5,365.0 |
5,343.6 |
5,379.5 |
| PP |
5,311.0 |
5,311.0 |
5,311.0 |
5,318.3 |
| S1 |
5,282.0 |
5,282.0 |
5,328.4 |
5,296.5 |
| S2 |
5,228.0 |
5,228.0 |
5,320.8 |
|
| S3 |
5,145.0 |
5,199.0 |
5,313.2 |
|
| S4 |
5,062.0 |
5,116.0 |
5,290.4 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,716.7 |
5,648.3 |
5,404.6 |
|
| R3 |
5,595.7 |
5,527.3 |
5,371.3 |
|
| R2 |
5,474.7 |
5,474.7 |
5,360.2 |
|
| R1 |
5,406.3 |
5,406.3 |
5,349.1 |
5,380.0 |
| PP |
5,353.7 |
5,353.7 |
5,353.7 |
5,340.5 |
| S1 |
5,285.3 |
5,285.3 |
5,326.9 |
5,259.0 |
| S2 |
5,232.7 |
5,232.7 |
5,315.8 |
|
| S3 |
5,111.7 |
5,164.3 |
5,304.7 |
|
| S4 |
4,990.7 |
5,043.3 |
5,271.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
77.0 |
1.4% |
60% |
False |
False |
26,779 |
| 10 |
5,422.0 |
5,209.0 |
213.0 |
4.0% |
63.9 |
1.2% |
60% |
False |
False |
25,732 |
| 20 |
5,559.0 |
5,209.0 |
350.0 |
6.6% |
57.1 |
1.1% |
36% |
False |
False |
24,551 |
| 40 |
5,559.0 |
5,090.0 |
469.0 |
8.8% |
53.2 |
1.0% |
52% |
False |
False |
25,447 |
| 60 |
5,601.0 |
5,090.0 |
511.0 |
9.6% |
55.4 |
1.0% |
48% |
False |
False |
28,420 |
| 80 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
46.5 |
0.9% |
43% |
False |
False |
21,365 |
| 100 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
41.3 |
0.8% |
43% |
False |
False |
17,109 |
| 120 |
5,665.0 |
5,090.0 |
575.0 |
10.8% |
35.0 |
0.7% |
43% |
False |
False |
14,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,692.8 |
|
2.618 |
5,557.3 |
|
1.618 |
5,474.3 |
|
1.000 |
5,423.0 |
|
0.618 |
5,391.3 |
|
HIGH |
5,340.0 |
|
0.618 |
5,308.3 |
|
0.500 |
5,298.5 |
|
0.382 |
5,288.7 |
|
LOW |
5,257.0 |
|
0.618 |
5,205.7 |
|
1.000 |
5,174.0 |
|
1.618 |
5,122.7 |
|
2.618 |
5,039.7 |
|
4.250 |
4,904.3 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
5,323.5 |
5,315.5 |
| PP |
5,311.0 |
5,295.0 |
| S1 |
5,298.5 |
5,274.5 |
|