| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,071.75 |
2,075.75 |
4.00 |
0.2% |
2,063.25 |
| High |
2,079.00 |
2,077.50 |
-1.50 |
-0.1% |
2,079.00 |
| Low |
2,068.50 |
2,053.75 |
-14.75 |
-0.7% |
2,048.25 |
| Close |
2,076.00 |
2,059.50 |
-16.50 |
-0.8% |
2,076.00 |
| Range |
10.50 |
23.75 |
13.25 |
126.2% |
30.75 |
| ATR |
16.85 |
17.34 |
0.49 |
2.9% |
0.00 |
| Volume |
1,148,282 |
1,414,138 |
265,856 |
23.2% |
6,071,830 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.75 |
2,121.00 |
2,072.50 |
|
| R3 |
2,111.00 |
2,097.25 |
2,066.00 |
|
| R2 |
2,087.25 |
2,087.25 |
2,063.75 |
|
| R1 |
2,073.50 |
2,073.50 |
2,061.75 |
2,068.50 |
| PP |
2,063.50 |
2,063.50 |
2,063.50 |
2,061.00 |
| S1 |
2,049.75 |
2,049.75 |
2,057.25 |
2,044.75 |
| S2 |
2,039.75 |
2,039.75 |
2,055.25 |
|
| S3 |
2,016.00 |
2,026.00 |
2,053.00 |
|
| S4 |
1,992.25 |
2,002.25 |
2,046.50 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,160.00 |
2,148.75 |
2,093.00 |
|
| R3 |
2,129.25 |
2,118.00 |
2,084.50 |
|
| R2 |
2,098.50 |
2,098.50 |
2,081.75 |
|
| R1 |
2,087.25 |
2,087.25 |
2,078.75 |
2,093.00 |
| PP |
2,067.75 |
2,067.75 |
2,067.75 |
2,070.50 |
| S1 |
2,056.50 |
2,056.50 |
2,073.25 |
2,062.00 |
| S2 |
2,037.00 |
2,037.00 |
2,070.25 |
|
| S3 |
2,006.25 |
2,025.75 |
2,067.50 |
|
| S4 |
1,975.50 |
1,995.00 |
2,059.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.00 |
2,050.75 |
28.25 |
1.4% |
16.00 |
0.8% |
31% |
False |
False |
1,202,854 |
| 10 |
2,079.00 |
2,048.25 |
30.75 |
1.5% |
13.50 |
0.7% |
37% |
False |
False |
1,078,439 |
| 20 |
2,079.00 |
2,021.00 |
58.00 |
2.8% |
14.00 |
0.7% |
66% |
False |
False |
1,118,176 |
| 40 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
22.50 |
1.1% |
93% |
False |
False |
1,614,210 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
23.75 |
1.2% |
93% |
False |
False |
1,756,309 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
21.25 |
1.0% |
93% |
False |
False |
1,358,527 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
21.00 |
1.0% |
93% |
False |
False |
1,087,607 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
19.75 |
1.0% |
93% |
False |
False |
906,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.50 |
|
2.618 |
2,139.75 |
|
1.618 |
2,116.00 |
|
1.000 |
2,101.25 |
|
0.618 |
2,092.25 |
|
HIGH |
2,077.50 |
|
0.618 |
2,068.50 |
|
0.500 |
2,065.50 |
|
0.382 |
2,062.75 |
|
LOW |
2,053.75 |
|
0.618 |
2,039.00 |
|
1.000 |
2,030.00 |
|
1.618 |
2,015.25 |
|
2.618 |
1,991.50 |
|
4.250 |
1,952.75 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.50 |
2,066.50 |
| PP |
2,063.50 |
2,064.00 |
| S1 |
2,061.50 |
2,061.75 |
|