| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,029.50 |
1,998.75 |
-30.75 |
-1.5% |
2,075.75 |
| High |
2,032.25 |
2,019.25 |
-13.00 |
-0.6% |
2,077.50 |
| Low |
1,996.50 |
1,981.50 |
-15.00 |
-0.8% |
1,996.50 |
| Close |
1,997.25 |
1,990.00 |
-7.25 |
-0.4% |
1,997.25 |
| Range |
35.75 |
37.75 |
2.00 |
5.6% |
81.00 |
| ATR |
21.54 |
22.70 |
1.16 |
5.4% |
0.00 |
| Volume |
1,487,564 |
1,128,936 |
-358,628 |
-24.1% |
9,427,342 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.25 |
2,087.75 |
2,010.75 |
|
| R3 |
2,072.50 |
2,050.00 |
2,000.50 |
|
| R2 |
2,034.75 |
2,034.75 |
1,997.00 |
|
| R1 |
2,012.25 |
2,012.25 |
1,993.50 |
2,004.50 |
| PP |
1,997.00 |
1,997.00 |
1,997.00 |
1,993.00 |
| S1 |
1,974.50 |
1,974.50 |
1,986.50 |
1,967.00 |
| S2 |
1,959.25 |
1,959.25 |
1,983.00 |
|
| S3 |
1,921.50 |
1,936.75 |
1,979.50 |
|
| S4 |
1,883.75 |
1,899.00 |
1,969.25 |
|
|
| 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 |
2,062.25 |
1,981.50 |
80.75 |
4.1% |
34.50 |
1.7% |
11% |
False |
True |
1,828,428 |
| 10 |
2,079.00 |
1,981.50 |
97.50 |
4.9% |
25.25 |
1.3% |
9% |
False |
True |
1,515,641 |
| 20 |
2,079.00 |
1,981.50 |
97.50 |
4.9% |
19.75 |
1.0% |
9% |
False |
True |
1,304,350 |
| 40 |
2,079.00 |
1,872.25 |
206.75 |
10.4% |
21.00 |
1.1% |
57% |
False |
False |
1,425,962 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.4% |
25.25 |
1.3% |
67% |
False |
False |
1,759,727 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.4% |
22.50 |
1.1% |
67% |
False |
False |
1,472,405 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.4% |
22.00 |
1.1% |
67% |
False |
False |
1,178,870 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.4% |
20.50 |
1.0% |
67% |
False |
False |
982,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.75 |
|
2.618 |
2,118.00 |
|
1.618 |
2,080.25 |
|
1.000 |
2,057.00 |
|
0.618 |
2,042.50 |
|
HIGH |
2,019.25 |
|
0.618 |
2,004.75 |
|
0.500 |
2,000.50 |
|
0.382 |
1,996.00 |
|
LOW |
1,981.50 |
|
0.618 |
1,958.25 |
|
1.000 |
1,943.75 |
|
1.618 |
1,920.50 |
|
2.618 |
1,882.75 |
|
4.250 |
1,821.00 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,000.50 |
2,019.00 |
| PP |
1,997.00 |
2,009.25 |
| S1 |
1,993.50 |
1,999.75 |
|