| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,127.0 |
3,047.0 |
-80.0 |
-2.6% |
3,273.0 |
| High |
3,143.0 |
3,094.0 |
-49.0 |
-1.6% |
3,278.0 |
| Low |
3,038.0 |
2,966.0 |
-72.0 |
-2.4% |
3,038.0 |
| Close |
3,062.0 |
2,982.0 |
-80.0 |
-2.6% |
3,062.0 |
| Range |
105.0 |
128.0 |
23.0 |
21.9% |
240.0 |
| ATR |
64.7 |
69.2 |
4.5 |
7.0% |
0.0 |
| Volume |
2,463,511 |
2,463,511 |
0 |
0.0% |
8,819,511 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,398.0 |
3,318.0 |
3,052.4 |
|
| R3 |
3,270.0 |
3,190.0 |
3,017.2 |
|
| R2 |
3,142.0 |
3,142.0 |
3,005.5 |
|
| R1 |
3,062.0 |
3,062.0 |
2,993.7 |
3,038.0 |
| PP |
3,014.0 |
3,014.0 |
3,014.0 |
3,002.0 |
| S1 |
2,934.0 |
2,934.0 |
2,970.3 |
2,910.0 |
| S2 |
2,886.0 |
2,886.0 |
2,958.5 |
|
| S3 |
2,758.0 |
2,806.0 |
2,946.8 |
|
| S4 |
2,630.0 |
2,678.0 |
2,911.6 |
|
|
| 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 |
3,226.0 |
2,966.0 |
260.0 |
8.7% |
84.6 |
2.8% |
6% |
False |
True |
1,953,944 |
| 10 |
3,282.0 |
2,966.0 |
316.0 |
10.6% |
71.0 |
2.4% |
5% |
False |
True |
1,562,158 |
| 20 |
3,282.0 |
2,966.0 |
316.0 |
10.6% |
59.7 |
2.0% |
5% |
False |
True |
1,270,191 |
| 40 |
3,282.0 |
2,896.0 |
386.0 |
12.9% |
60.5 |
2.0% |
22% |
False |
False |
1,180,846 |
| 60 |
3,282.0 |
2,771.0 |
511.0 |
17.1% |
65.1 |
2.2% |
41% |
False |
False |
1,279,753 |
| 80 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
58.3 |
2.0% |
40% |
False |
False |
1,053,709 |
| 100 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
55.6 |
1.9% |
40% |
False |
False |
845,248 |
| 120 |
3,293.0 |
2,771.0 |
522.0 |
17.5% |
52.3 |
1.8% |
40% |
False |
False |
704,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,638.0 |
|
2.618 |
3,429.1 |
|
1.618 |
3,301.1 |
|
1.000 |
3,222.0 |
|
0.618 |
3,173.1 |
|
HIGH |
3,094.0 |
|
0.618 |
3,045.1 |
|
0.500 |
3,030.0 |
|
0.382 |
3,014.9 |
|
LOW |
2,966.0 |
|
0.618 |
2,886.9 |
|
1.000 |
2,838.0 |
|
1.618 |
2,758.9 |
|
2.618 |
2,630.9 |
|
4.250 |
2,422.0 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,030.0 |
3,071.0 |
| PP |
3,014.0 |
3,041.3 |
| S1 |
2,998.0 |
3,011.7 |
|