| 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 |
6,734.5 |
6,735.0 |
0.5 |
0.0% |
6,758.0 |
| High |
6,757.0 |
6,737.5 |
-19.5 |
-0.3% |
6,768.0 |
| Low |
6,714.0 |
6,672.0 |
-42.0 |
-0.6% |
6,668.0 |
| Close |
6,724.0 |
6,677.0 |
-47.0 |
-0.7% |
6,731.0 |
| Range |
43.0 |
65.5 |
22.5 |
52.3% |
100.0 |
| ATR |
70.9 |
70.5 |
-0.4 |
-0.5% |
0.0 |
| Volume |
73,054 |
105,428 |
32,374 |
44.3% |
356,496 |
|
| Daily Pivots for day following 04-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,892.0 |
6,850.0 |
6,713.0 |
|
| R3 |
6,826.5 |
6,784.5 |
6,695.0 |
|
| R2 |
6,761.0 |
6,761.0 |
6,689.0 |
|
| R1 |
6,719.0 |
6,719.0 |
6,683.0 |
6,707.0 |
| PP |
6,695.5 |
6,695.5 |
6,695.5 |
6,689.5 |
| S1 |
6,653.5 |
6,653.5 |
6,671.0 |
6,642.0 |
| S2 |
6,630.0 |
6,630.0 |
6,665.0 |
|
| S3 |
6,564.5 |
6,588.0 |
6,659.0 |
|
| S4 |
6,499.0 |
6,522.5 |
6,641.0 |
|
|
| 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% |
59.5 |
0.9% |
32% |
False |
False |
96,730 |
| 10 |
6,776.0 |
6,638.5 |
137.5 |
2.1% |
56.0 |
0.8% |
28% |
False |
False |
87,194 |
| 20 |
6,776.0 |
6,539.0 |
237.0 |
3.5% |
54.0 |
0.8% |
58% |
False |
False |
82,297 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
11.0% |
83.0 |
1.2% |
87% |
False |
False |
106,723 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
83.5 |
1.3% |
76% |
False |
False |
114,189 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
73.5 |
1.1% |
76% |
False |
False |
87,895 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
64.0 |
1.0% |
76% |
False |
False |
70,323 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.5% |
55.0 |
0.8% |
76% |
False |
False |
58,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,016.0 |
|
2.618 |
6,909.0 |
|
1.618 |
6,843.5 |
|
1.000 |
6,803.0 |
|
0.618 |
6,778.0 |
|
HIGH |
6,737.5 |
|
0.618 |
6,712.5 |
|
0.500 |
6,705.0 |
|
0.382 |
6,697.0 |
|
LOW |
6,672.0 |
|
0.618 |
6,631.5 |
|
1.000 |
6,606.5 |
|
1.618 |
6,566.0 |
|
2.618 |
6,500.5 |
|
4.250 |
6,393.5 |
|
|
| Fisher Pivots for day following 04-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,705.0 |
6,715.0 |
| PP |
6,695.5 |
6,702.5 |
| S1 |
6,686.0 |
6,689.5 |
|