| 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 |
6,691.0 |
6,734.5 |
43.5 |
0.7% |
6,758.0 |
| High |
6,758.0 |
6,757.0 |
-1.0 |
0.0% |
6,768.0 |
| Low |
6,686.0 |
6,714.0 |
28.0 |
0.4% |
6,668.0 |
| Close |
6,734.5 |
6,724.0 |
-10.5 |
-0.2% |
6,731.0 |
| Range |
72.0 |
43.0 |
-29.0 |
-40.3% |
100.0 |
| ATR |
73.0 |
70.9 |
-2.1 |
-2.9% |
0.0 |
| Volume |
108,003 |
73,054 |
-34,949 |
-32.4% |
356,496 |
|
| Daily Pivots for day following 03-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,860.5 |
6,835.5 |
6,747.5 |
|
| R3 |
6,817.5 |
6,792.5 |
6,736.0 |
|
| R2 |
6,774.5 |
6,774.5 |
6,732.0 |
|
| R1 |
6,749.5 |
6,749.5 |
6,728.0 |
6,740.5 |
| PP |
6,731.5 |
6,731.5 |
6,731.5 |
6,727.0 |
| S1 |
6,706.5 |
6,706.5 |
6,720.0 |
6,697.5 |
| S2 |
6,688.5 |
6,688.5 |
6,716.0 |
|
| S3 |
6,645.5 |
6,663.5 |
6,712.0 |
|
| S4 |
6,602.5 |
6,620.5 |
6,700.5 |
|
|
| Weekly Pivots for week ending 28-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,022.5 |
6,976.5 |
6,786.0 |
|
| R3 |
6,922.5 |
6,876.5 |
6,758.5 |
|
| R2 |
6,822.5 |
6,822.5 |
6,749.5 |
|
| R1 |
6,776.5 |
6,776.5 |
6,740.0 |
6,749.5 |
| PP |
6,722.5 |
6,722.5 |
6,722.5 |
6,709.0 |
| S1 |
6,676.5 |
6,676.5 |
6,722.0 |
6,649.5 |
| S2 |
6,622.5 |
6,622.5 |
6,712.5 |
|
| S3 |
6,522.5 |
6,576.5 |
6,703.5 |
|
| S4 |
6,422.5 |
6,476.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,758.0 |
6,638.5 |
119.5 |
1.8% |
53.5 |
0.8% |
72% |
False |
False |
86,121 |
| 10 |
6,776.0 |
6,638.5 |
137.5 |
2.0% |
55.0 |
0.8% |
62% |
False |
False |
84,587 |
| 20 |
6,776.0 |
6,491.0 |
285.0 |
4.2% |
54.5 |
0.8% |
82% |
False |
False |
82,003 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
10.9% |
86.0 |
1.3% |
93% |
False |
False |
108,507 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
84.0 |
1.2% |
82% |
False |
False |
113,508 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
72.5 |
1.1% |
82% |
False |
False |
86,578 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
63.5 |
0.9% |
82% |
False |
False |
69,269 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.4% |
54.5 |
0.8% |
82% |
False |
False |
57,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,940.0 |
|
2.618 |
6,869.5 |
|
1.618 |
6,826.5 |
|
1.000 |
6,800.0 |
|
0.618 |
6,783.5 |
|
HIGH |
6,757.0 |
|
0.618 |
6,740.5 |
|
0.500 |
6,735.5 |
|
0.382 |
6,730.5 |
|
LOW |
6,714.0 |
|
0.618 |
6,687.5 |
|
1.000 |
6,671.0 |
|
1.618 |
6,644.5 |
|
2.618 |
6,601.5 |
|
4.250 |
6,531.0 |
|
|
| Fisher Pivots for day following 03-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,735.5 |
6,715.5 |
| PP |
6,731.5 |
6,707.0 |
| S1 |
6,728.0 |
6,698.0 |
|