| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,075.75 |
2,060.25 |
-15.50 |
-0.7% |
2,063.25 |
| High |
2,077.50 |
2,062.25 |
-15.25 |
-0.7% |
2,079.00 |
| Low |
2,053.75 |
2,033.25 |
-20.50 |
-1.0% |
2,048.25 |
| Close |
2,059.50 |
2,057.50 |
-2.00 |
-0.1% |
2,076.00 |
| Range |
23.75 |
29.00 |
5.25 |
22.1% |
30.75 |
| ATR |
17.34 |
18.17 |
0.83 |
4.8% |
0.00 |
| Volume |
1,414,138 |
1,893,729 |
479,591 |
33.9% |
6,071,830 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.00 |
2,126.75 |
2,073.50 |
|
| R3 |
2,109.00 |
2,097.75 |
2,065.50 |
|
| R2 |
2,080.00 |
2,080.00 |
2,062.75 |
|
| R1 |
2,068.75 |
2,068.75 |
2,060.25 |
2,060.00 |
| PP |
2,051.00 |
2,051.00 |
2,051.00 |
2,046.50 |
| S1 |
2,039.75 |
2,039.75 |
2,054.75 |
2,031.00 |
| S2 |
2,022.00 |
2,022.00 |
2,052.25 |
|
| S3 |
1,993.00 |
2,010.75 |
2,049.50 |
|
| S4 |
1,964.00 |
1,981.75 |
2,041.50 |
|
|
| 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 |
2,033.25 |
45.75 |
2.2% |
18.50 |
0.9% |
53% |
False |
True |
1,351,168 |
| 10 |
2,079.00 |
2,033.25 |
45.75 |
2.2% |
15.75 |
0.8% |
53% |
False |
True |
1,188,420 |
| 20 |
2,079.00 |
2,025.25 |
53.75 |
2.6% |
14.75 |
0.7% |
60% |
False |
False |
1,164,472 |
| 40 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
22.25 |
1.1% |
92% |
False |
False |
1,587,851 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
24.00 |
1.2% |
92% |
False |
False |
1,758,834 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
21.50 |
1.0% |
92% |
False |
False |
1,382,160 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
21.00 |
1.0% |
92% |
False |
False |
1,106,505 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
19.75 |
1.0% |
92% |
False |
False |
922,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,185.50 |
|
2.618 |
2,138.25 |
|
1.618 |
2,109.25 |
|
1.000 |
2,091.25 |
|
0.618 |
2,080.25 |
|
HIGH |
2,062.25 |
|
0.618 |
2,051.25 |
|
0.500 |
2,047.75 |
|
0.382 |
2,044.25 |
|
LOW |
2,033.25 |
|
0.618 |
2,015.25 |
|
1.000 |
2,004.25 |
|
1.618 |
1,986.25 |
|
2.618 |
1,957.25 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,054.25 |
2,057.00 |
| PP |
2,051.00 |
2,056.50 |
| S1 |
2,047.75 |
2,056.00 |
|