| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,026.25 |
2,029.50 |
3.25 |
0.2% |
2,075.75 |
| High |
2,056.50 |
2,032.25 |
-24.25 |
-1.2% |
2,077.50 |
| Low |
2,023.75 |
1,996.50 |
-27.25 |
-1.3% |
1,996.50 |
| Close |
2,031.00 |
1,997.25 |
-33.75 |
-1.7% |
1,997.25 |
| Range |
32.75 |
35.75 |
3.00 |
9.2% |
81.00 |
| ATR |
20.45 |
21.54 |
1.09 |
5.3% |
0.00 |
| Volume |
2,255,859 |
1,487,564 |
-768,295 |
-34.1% |
9,427,342 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.00 |
2,092.25 |
2,017.00 |
|
| R3 |
2,080.25 |
2,056.50 |
2,007.00 |
|
| R2 |
2,044.50 |
2,044.50 |
2,003.75 |
|
| R1 |
2,020.75 |
2,020.75 |
2,000.50 |
2,014.75 |
| PP |
2,008.75 |
2,008.75 |
2,008.75 |
2,005.50 |
| S1 |
1,985.00 |
1,985.00 |
1,994.00 |
1,979.00 |
| S2 |
1,973.00 |
1,973.00 |
1,990.75 |
|
| S3 |
1,937.25 |
1,949.25 |
1,987.50 |
|
| S4 |
1,901.50 |
1,913.50 |
1,977.50 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,266.75 |
2,213.00 |
2,041.75 |
|
| R3 |
2,185.75 |
2,132.00 |
2,019.50 |
|
| R2 |
2,104.75 |
2,104.75 |
2,012.00 |
|
| R1 |
2,051.00 |
2,051.00 |
2,004.75 |
2,037.50 |
| PP |
2,023.75 |
2,023.75 |
2,023.75 |
2,017.00 |
| S1 |
1,970.00 |
1,970.00 |
1,989.75 |
1,956.50 |
| S2 |
1,942.75 |
1,942.75 |
1,982.50 |
|
| S3 |
1,861.75 |
1,889.00 |
1,975.00 |
|
| S4 |
1,780.75 |
1,808.00 |
1,952.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.50 |
1,996.50 |
81.00 |
4.1% |
31.50 |
1.6% |
1% |
False |
True |
1,885,468 |
| 10 |
2,079.00 |
1,996.50 |
82.50 |
4.1% |
23.00 |
1.2% |
1% |
False |
True |
1,549,917 |
| 20 |
2,079.00 |
1,996.50 |
82.50 |
4.1% |
18.25 |
0.9% |
1% |
False |
True |
1,300,272 |
| 40 |
2,079.00 |
1,851.00 |
228.00 |
11.4% |
21.00 |
1.1% |
64% |
False |
False |
1,462,215 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.3% |
25.00 |
1.2% |
69% |
False |
False |
1,768,753 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.3% |
22.25 |
1.1% |
69% |
False |
False |
1,458,395 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.3% |
21.50 |
1.1% |
69% |
False |
False |
1,167,603 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.3% |
20.50 |
1.0% |
69% |
False |
False |
973,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.25 |
|
2.618 |
2,125.75 |
|
1.618 |
2,090.00 |
|
1.000 |
2,068.00 |
|
0.618 |
2,054.25 |
|
HIGH |
2,032.25 |
|
0.618 |
2,018.50 |
|
0.500 |
2,014.50 |
|
0.382 |
2,010.25 |
|
LOW |
1,996.50 |
|
0.618 |
1,974.50 |
|
1.000 |
1,960.75 |
|
1.618 |
1,938.75 |
|
2.618 |
1,903.00 |
|
4.250 |
1,844.50 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,014.50 |
2,028.25 |
| PP |
2,008.75 |
2,018.00 |
| S1 |
2,003.00 |
2,007.50 |
|