| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,137.0 |
3,127.0 |
-10.0 |
-0.3% |
3,273.0 |
| High |
3,176.0 |
3,143.0 |
-33.0 |
-1.0% |
3,278.0 |
| Low |
3,128.0 |
3,038.0 |
-90.0 |
-2.9% |
3,038.0 |
| Close |
3,159.0 |
3,062.0 |
-97.0 |
-3.1% |
3,062.0 |
| Range |
48.0 |
105.0 |
57.0 |
118.8% |
240.0 |
| ATR |
60.3 |
64.7 |
4.3 |
7.2% |
0.0 |
| Volume |
1,873,994 |
2,463,511 |
589,517 |
31.5% |
8,819,511 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,396.0 |
3,334.0 |
3,119.8 |
|
| R3 |
3,291.0 |
3,229.0 |
3,090.9 |
|
| R2 |
3,186.0 |
3,186.0 |
3,081.3 |
|
| R1 |
3,124.0 |
3,124.0 |
3,071.6 |
3,102.5 |
| PP |
3,081.0 |
3,081.0 |
3,081.0 |
3,070.3 |
| S1 |
3,019.0 |
3,019.0 |
3,052.4 |
2,997.5 |
| S2 |
2,976.0 |
2,976.0 |
3,042.8 |
|
| S3 |
2,871.0 |
2,914.0 |
3,033.1 |
|
| S4 |
2,766.0 |
2,809.0 |
3,004.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,846.0 |
3,694.0 |
3,194.0 |
|
| R3 |
3,606.0 |
3,454.0 |
3,128.0 |
|
| R2 |
3,366.0 |
3,366.0 |
3,106.0 |
|
| R1 |
3,214.0 |
3,214.0 |
3,084.0 |
3,170.0 |
| PP |
3,126.0 |
3,126.0 |
3,126.0 |
3,104.0 |
| S1 |
2,974.0 |
2,974.0 |
3,040.0 |
2,930.0 |
| S2 |
2,886.0 |
2,886.0 |
3,018.0 |
|
| S3 |
2,646.0 |
2,734.0 |
2,996.0 |
|
| S4 |
2,406.0 |
2,494.0 |
2,930.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,278.0 |
3,038.0 |
240.0 |
7.8% |
69.6 |
2.3% |
10% |
False |
True |
1,763,902 |
| 10 |
3,282.0 |
3,038.0 |
244.0 |
8.0% |
61.2 |
2.0% |
10% |
False |
True |
1,415,697 |
| 20 |
3,282.0 |
3,016.0 |
266.0 |
8.7% |
55.5 |
1.8% |
17% |
False |
False |
1,192,228 |
| 40 |
3,282.0 |
2,851.0 |
431.0 |
14.1% |
59.9 |
2.0% |
49% |
False |
False |
1,149,211 |
| 60 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
63.7 |
2.1% |
56% |
False |
False |
1,249,123 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
57.3 |
1.9% |
56% |
False |
False |
1,022,985 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
54.8 |
1.8% |
56% |
False |
False |
820,715 |
| 120 |
3,293.0 |
2,771.0 |
522.0 |
17.0% |
51.6 |
1.7% |
56% |
False |
False |
683,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,589.3 |
|
2.618 |
3,417.9 |
|
1.618 |
3,312.9 |
|
1.000 |
3,248.0 |
|
0.618 |
3,207.9 |
|
HIGH |
3,143.0 |
|
0.618 |
3,102.9 |
|
0.500 |
3,090.5 |
|
0.382 |
3,078.1 |
|
LOW |
3,038.0 |
|
0.618 |
2,973.1 |
|
1.000 |
2,933.0 |
|
1.618 |
2,868.1 |
|
2.618 |
2,763.1 |
|
4.250 |
2,591.8 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,090.5 |
3,118.0 |
| PP |
3,081.0 |
3,099.3 |
| S1 |
3,071.5 |
3,080.7 |
|