| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,674.5 |
9,910.0 |
235.5 |
2.4% |
9,570.5 |
| High |
9,862.0 |
9,922.5 |
60.5 |
0.6% |
9,922.5 |
| Low |
9,651.5 |
9,726.5 |
75.0 |
0.8% |
9,216.5 |
| Close |
9,796.0 |
9,751.9 |
-44.1 |
-0.5% |
9,751.9 |
| Range |
210.5 |
196.0 |
-14.5 |
-6.9% |
706.0 |
| ATR |
213.0 |
211.8 |
-1.2 |
-0.6% |
0.0 |
| Volume |
15,598 |
15,598 |
0 |
0.0% |
712,980 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,388.3 |
10,266.1 |
9,859.7 |
|
| R3 |
10,192.3 |
10,070.1 |
9,805.8 |
|
| R2 |
9,996.3 |
9,996.3 |
9,787.8 |
|
| R1 |
9,874.1 |
9,874.1 |
9,769.9 |
9,837.2 |
| PP |
9,800.3 |
9,800.3 |
9,800.3 |
9,781.9 |
| S1 |
9,678.1 |
9,678.1 |
9,733.9 |
9,641.2 |
| S2 |
9,604.3 |
9,604.3 |
9,716.0 |
|
| S3 |
9,408.3 |
9,482.1 |
9,698.0 |
|
| S4 |
9,212.3 |
9,286.1 |
9,644.1 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,748.3 |
11,456.1 |
10,140.2 |
|
| R3 |
11,042.3 |
10,750.1 |
9,946.1 |
|
| R2 |
10,336.3 |
10,336.3 |
9,881.3 |
|
| R1 |
10,044.1 |
10,044.1 |
9,816.6 |
10,190.2 |
| PP |
9,630.3 |
9,630.3 |
9,630.3 |
9,703.4 |
| S1 |
9,338.1 |
9,338.1 |
9,687.2 |
9,484.2 |
| S2 |
8,924.3 |
8,924.3 |
9,622.5 |
|
| S3 |
8,218.3 |
8,632.1 |
9,557.8 |
|
| S4 |
7,512.3 |
7,926.1 |
9,363.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,922.5 |
9,216.5 |
706.0 |
7.2% |
279.3 |
2.9% |
76% |
True |
False |
142,596 |
| 10 |
10,093.0 |
9,216.5 |
876.5 |
9.0% |
229.1 |
2.3% |
61% |
False |
False |
150,494 |
| 20 |
10,127.0 |
9,216.5 |
910.5 |
9.3% |
186.8 |
1.9% |
59% |
False |
False |
126,702 |
| 40 |
10,127.0 |
8,835.0 |
1,292.0 |
13.2% |
169.9 |
1.7% |
71% |
False |
False |
123,823 |
| 60 |
10,127.0 |
8,350.0 |
1,777.0 |
18.2% |
184.2 |
1.9% |
79% |
False |
False |
133,576 |
| 80 |
10,127.0 |
8,350.0 |
1,777.0 |
18.2% |
166.3 |
1.7% |
79% |
False |
False |
111,142 |
| 100 |
10,127.0 |
8,350.0 |
1,777.0 |
18.2% |
161.2 |
1.7% |
79% |
False |
False |
89,006 |
| 120 |
10,127.0 |
8,350.0 |
1,777.0 |
18.2% |
153.0 |
1.6% |
79% |
False |
False |
74,211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,755.5 |
|
2.618 |
10,435.6 |
|
1.618 |
10,239.6 |
|
1.000 |
10,118.5 |
|
0.618 |
10,043.6 |
|
HIGH |
9,922.5 |
|
0.618 |
9,847.6 |
|
0.500 |
9,824.5 |
|
0.382 |
9,801.4 |
|
LOW |
9,726.5 |
|
0.618 |
9,605.4 |
|
1.000 |
9,530.5 |
|
1.618 |
9,409.4 |
|
2.618 |
9,213.4 |
|
4.250 |
8,893.5 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,824.5 |
9,726.4 |
| PP |
9,800.3 |
9,700.8 |
| S1 |
9,776.1 |
9,675.3 |
|