| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,998.75 |
1,991.25 |
-7.50 |
-0.4% |
2,075.75 |
| High |
2,019.25 |
2,018.00 |
-1.25 |
-0.1% |
2,077.50 |
| Low |
1,981.50 |
1,968.25 |
-13.25 |
-0.7% |
1,996.50 |
| Close |
1,990.00 |
1,971.50 |
-18.50 |
-0.9% |
1,997.25 |
| Range |
37.75 |
49.75 |
12.00 |
31.8% |
81.00 |
| ATR |
22.70 |
24.63 |
1.93 |
8.5% |
0.00 |
| Volume |
1,128,936 |
1,219,044 |
90,108 |
8.0% |
9,427,342 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.25 |
2,103.00 |
1,998.75 |
|
| R3 |
2,085.50 |
2,053.25 |
1,985.25 |
|
| R2 |
2,035.75 |
2,035.75 |
1,980.50 |
|
| R1 |
2,003.50 |
2,003.50 |
1,976.00 |
1,994.75 |
| PP |
1,986.00 |
1,986.00 |
1,986.00 |
1,981.50 |
| S1 |
1,953.75 |
1,953.75 |
1,967.00 |
1,945.00 |
| S2 |
1,936.25 |
1,936.25 |
1,962.50 |
|
| S3 |
1,886.50 |
1,904.00 |
1,957.75 |
|
| S4 |
1,836.75 |
1,854.25 |
1,944.25 |
|
|
| 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 |
2,060.00 |
1,968.25 |
91.75 |
4.7% |
38.50 |
2.0% |
4% |
False |
True |
1,693,491 |
| 10 |
2,079.00 |
1,968.25 |
110.75 |
5.6% |
28.50 |
1.4% |
3% |
False |
True |
1,522,329 |
| 20 |
2,079.00 |
1,968.25 |
110.75 |
5.6% |
21.50 |
1.1% |
3% |
False |
True |
1,312,245 |
| 40 |
2,079.00 |
1,885.75 |
193.25 |
9.8% |
21.25 |
1.1% |
44% |
False |
False |
1,415,110 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.5% |
25.75 |
1.3% |
60% |
False |
False |
1,753,728 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.5% |
23.00 |
1.2% |
60% |
False |
False |
1,487,609 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.5% |
22.25 |
1.1% |
60% |
False |
False |
1,191,033 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.5% |
21.00 |
1.1% |
60% |
False |
False |
992,941 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,229.50 |
|
2.618 |
2,148.25 |
|
1.618 |
2,098.50 |
|
1.000 |
2,067.75 |
|
0.618 |
2,048.75 |
|
HIGH |
2,018.00 |
|
0.618 |
1,999.00 |
|
0.500 |
1,993.00 |
|
0.382 |
1,987.25 |
|
LOW |
1,968.25 |
|
0.618 |
1,937.50 |
|
1.000 |
1,918.50 |
|
1.618 |
1,887.75 |
|
2.618 |
1,838.00 |
|
4.250 |
1,756.75 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,993.00 |
2,000.25 |
| PP |
1,986.00 |
1,990.75 |
| S1 |
1,978.75 |
1,981.00 |
|