| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,057.75 |
2,026.25 |
-31.50 |
-1.5% |
2,063.25 |
| High |
2,060.00 |
2,056.50 |
-3.50 |
-0.2% |
2,079.00 |
| Low |
2,023.25 |
2,023.75 |
0.50 |
0.0% |
2,048.25 |
| Close |
2,026.50 |
2,031.00 |
4.50 |
0.2% |
2,076.00 |
| Range |
36.75 |
32.75 |
-4.00 |
-10.9% |
30.75 |
| ATR |
19.50 |
20.45 |
0.95 |
4.9% |
0.00 |
| Volume |
2,376,052 |
2,255,859 |
-120,193 |
-5.1% |
6,071,830 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.25 |
2,116.00 |
2,049.00 |
|
| R3 |
2,102.50 |
2,083.25 |
2,040.00 |
|
| R2 |
2,069.75 |
2,069.75 |
2,037.00 |
|
| R1 |
2,050.50 |
2,050.50 |
2,034.00 |
2,060.00 |
| PP |
2,037.00 |
2,037.00 |
2,037.00 |
2,042.00 |
| S1 |
2,017.75 |
2,017.75 |
2,028.00 |
2,027.50 |
| S2 |
2,004.25 |
2,004.25 |
2,025.00 |
|
| S3 |
1,971.50 |
1,985.00 |
2,022.00 |
|
| S4 |
1,938.75 |
1,952.25 |
2,013.00 |
|
|
| 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 |
2.7% |
26.50 |
1.3% |
14% |
False |
False |
1,817,612 |
| 10 |
2,079.00 |
2,023.25 |
55.75 |
2.7% |
20.50 |
1.0% |
14% |
False |
False |
1,479,472 |
| 20 |
2,079.00 |
2,023.25 |
55.75 |
2.7% |
17.25 |
0.8% |
14% |
False |
False |
1,302,968 |
| 40 |
2,079.00 |
1,815.25 |
263.75 |
13.0% |
21.50 |
1.1% |
82% |
False |
False |
1,509,236 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
24.50 |
1.2% |
82% |
False |
False |
1,767,343 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
22.00 |
1.1% |
82% |
False |
False |
1,439,828 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
21.25 |
1.1% |
82% |
False |
False |
1,152,749 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.1% |
20.25 |
1.0% |
82% |
False |
False |
961,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,195.75 |
|
2.618 |
2,142.25 |
|
1.618 |
2,109.50 |
|
1.000 |
2,089.25 |
|
0.618 |
2,076.75 |
|
HIGH |
2,056.50 |
|
0.618 |
2,044.00 |
|
0.500 |
2,040.00 |
|
0.382 |
2,036.25 |
|
LOW |
2,023.75 |
|
0.618 |
2,003.50 |
|
1.000 |
1,991.00 |
|
1.618 |
1,970.75 |
|
2.618 |
1,938.00 |
|
4.250 |
1,884.50 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.00 |
2,042.75 |
| PP |
2,037.00 |
2,038.75 |
| S1 |
2,034.00 |
2,035.00 |
|