| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,991.25 |
1,973.50 |
-17.75 |
-0.9% |
2,075.75 |
| High |
2,018.00 |
2,017.00 |
-1.00 |
0.0% |
2,077.50 |
| Low |
1,968.25 |
1,972.75 |
4.50 |
0.2% |
1,996.50 |
| Close |
1,971.50 |
2,014.25 |
42.75 |
2.2% |
1,997.25 |
| Range |
49.75 |
44.25 |
-5.50 |
-11.1% |
81.00 |
| ATR |
24.63 |
26.12 |
1.49 |
6.1% |
0.00 |
| Volume |
1,219,044 |
785,286 |
-433,758 |
-35.6% |
9,427,342 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.00 |
2,118.50 |
2,038.50 |
|
| R3 |
2,089.75 |
2,074.25 |
2,026.50 |
|
| R2 |
2,045.50 |
2,045.50 |
2,022.25 |
|
| R1 |
2,030.00 |
2,030.00 |
2,018.25 |
2,037.75 |
| PP |
2,001.25 |
2,001.25 |
2,001.25 |
2,005.25 |
| S1 |
1,985.75 |
1,985.75 |
2,010.25 |
1,993.50 |
| S2 |
1,957.00 |
1,957.00 |
2,006.25 |
|
| S3 |
1,912.75 |
1,941.50 |
2,002.00 |
|
| S4 |
1,868.50 |
1,897.25 |
1,990.00 |
|
|
| 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 |
2,056.50 |
1,968.25 |
88.25 |
4.4% |
40.00 |
2.0% |
52% |
False |
False |
1,375,337 |
| 10 |
2,079.00 |
1,968.25 |
110.75 |
5.5% |
31.50 |
1.6% |
42% |
False |
False |
1,508,326 |
| 20 |
2,079.00 |
1,968.25 |
110.75 |
5.5% |
22.75 |
1.1% |
42% |
False |
False |
1,294,185 |
| 40 |
2,079.00 |
1,920.25 |
158.75 |
7.9% |
21.00 |
1.0% |
59% |
False |
False |
1,378,764 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
13.2% |
26.00 |
1.3% |
76% |
False |
False |
1,739,627 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
13.2% |
23.50 |
1.2% |
76% |
False |
False |
1,497,381 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
13.2% |
22.50 |
1.1% |
76% |
False |
False |
1,198,867 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
13.2% |
21.25 |
1.1% |
76% |
False |
False |
999,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.00 |
|
2.618 |
2,132.75 |
|
1.618 |
2,088.50 |
|
1.000 |
2,061.25 |
|
0.618 |
2,044.25 |
|
HIGH |
2,017.00 |
|
0.618 |
2,000.00 |
|
0.500 |
1,995.00 |
|
0.382 |
1,989.75 |
|
LOW |
1,972.75 |
|
0.618 |
1,945.50 |
|
1.000 |
1,928.50 |
|
1.618 |
1,901.25 |
|
2.618 |
1,857.00 |
|
4.250 |
1,784.75 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.75 |
2,007.50 |
| PP |
2,001.25 |
2,000.50 |
| S1 |
1,995.00 |
1,993.75 |
|