| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,060.25 |
2,057.75 |
-2.50 |
-0.1% |
2,063.25 |
| High |
2,062.25 |
2,060.00 |
-2.25 |
-0.1% |
2,079.00 |
| Low |
2,033.25 |
2,023.25 |
-10.00 |
-0.5% |
2,048.25 |
| Close |
2,057.50 |
2,026.50 |
-31.00 |
-1.5% |
2,076.00 |
| Range |
29.00 |
36.75 |
7.75 |
26.7% |
30.75 |
| ATR |
18.17 |
19.50 |
1.33 |
7.3% |
0.00 |
| Volume |
1,893,729 |
2,376,052 |
482,323 |
25.5% |
6,071,830 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.75 |
2,123.50 |
2,046.75 |
|
| R3 |
2,110.00 |
2,086.75 |
2,036.50 |
|
| R2 |
2,073.25 |
2,073.25 |
2,033.25 |
|
| R1 |
2,050.00 |
2,050.00 |
2,029.75 |
2,043.25 |
| PP |
2,036.50 |
2,036.50 |
2,036.50 |
2,033.25 |
| S1 |
2,013.25 |
2,013.25 |
2,023.25 |
2,006.50 |
| S2 |
1,999.75 |
1,999.75 |
2,019.75 |
|
| S3 |
1,963.00 |
1,976.50 |
2,016.50 |
|
| S4 |
1,926.25 |
1,939.75 |
2,006.25 |
|
|
| 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 |
2,023.25 |
55.75 |
2.8% |
23.25 |
1.1% |
6% |
False |
True |
1,641,315 |
| 10 |
2,079.00 |
2,023.25 |
55.75 |
2.8% |
18.25 |
0.9% |
6% |
False |
True |
1,328,240 |
| 20 |
2,079.00 |
2,023.25 |
55.75 |
2.8% |
16.25 |
0.8% |
6% |
False |
True |
1,244,289 |
| 40 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
22.50 |
1.1% |
80% |
False |
False |
1,569,383 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
24.25 |
1.2% |
80% |
False |
False |
1,763,740 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
21.75 |
1.1% |
80% |
False |
False |
1,411,689 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
21.25 |
1.0% |
80% |
False |
False |
1,130,222 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
20.00 |
1.0% |
80% |
False |
False |
942,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.25 |
|
2.618 |
2,156.25 |
|
1.618 |
2,119.50 |
|
1.000 |
2,096.75 |
|
0.618 |
2,082.75 |
|
HIGH |
2,060.00 |
|
0.618 |
2,046.00 |
|
0.500 |
2,041.50 |
|
0.382 |
2,037.25 |
|
LOW |
2,023.25 |
|
0.618 |
2,000.50 |
|
1.000 |
1,986.50 |
|
1.618 |
1,963.75 |
|
2.618 |
1,927.00 |
|
4.250 |
1,867.00 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.50 |
2,050.50 |
| PP |
2,036.50 |
2,042.50 |
| S1 |
2,031.50 |
2,034.50 |
|