| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,973.50 |
2,013.75 |
40.25 |
2.0% |
2,075.75 |
| High |
2,017.00 |
2,068.00 |
51.00 |
2.5% |
2,077.50 |
| Low |
1,972.75 |
2,010.75 |
38.00 |
1.9% |
1,996.50 |
| Close |
2,014.25 |
2,065.00 |
50.75 |
2.5% |
1,997.25 |
| Range |
44.25 |
57.25 |
13.00 |
29.4% |
81.00 |
| ATR |
26.12 |
28.34 |
2.22 |
8.5% |
0.00 |
| Volume |
785,286 |
538,248 |
-247,038 |
-31.5% |
9,427,342 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.75 |
2,199.50 |
2,096.50 |
|
| R3 |
2,162.50 |
2,142.25 |
2,080.75 |
|
| R2 |
2,105.25 |
2,105.25 |
2,075.50 |
|
| R1 |
2,085.00 |
2,085.00 |
2,070.25 |
2,095.00 |
| PP |
2,048.00 |
2,048.00 |
2,048.00 |
2,053.00 |
| S1 |
2,027.75 |
2,027.75 |
2,059.75 |
2,038.00 |
| S2 |
1,990.75 |
1,990.75 |
2,054.50 |
|
| S3 |
1,933.50 |
1,970.50 |
2,049.25 |
|
| S4 |
1,876.25 |
1,913.25 |
2,033.50 |
|
|
| 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 |
2,068.00 |
1,968.25 |
99.75 |
4.8% |
45.00 |
2.2% |
97% |
True |
False |
1,031,815 |
| 10 |
2,079.00 |
1,968.25 |
110.75 |
5.4% |
35.75 |
1.7% |
87% |
False |
False |
1,424,713 |
| 20 |
2,079.00 |
1,968.25 |
110.75 |
5.4% |
25.00 |
1.2% |
87% |
False |
False |
1,261,674 |
| 40 |
2,079.00 |
1,922.25 |
156.75 |
7.6% |
22.00 |
1.1% |
91% |
False |
False |
1,341,659 |
| 60 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
26.75 |
1.3% |
95% |
False |
False |
1,722,486 |
| 80 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
24.00 |
1.2% |
95% |
False |
False |
1,504,011 |
| 100 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
23.00 |
1.1% |
95% |
False |
False |
1,204,214 |
| 120 |
2,079.00 |
1,813.00 |
266.00 |
12.9% |
21.50 |
1.0% |
95% |
False |
False |
1,003,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,311.25 |
|
2.618 |
2,218.00 |
|
1.618 |
2,160.75 |
|
1.000 |
2,125.25 |
|
0.618 |
2,103.50 |
|
HIGH |
2,068.00 |
|
0.618 |
2,046.25 |
|
0.500 |
2,039.50 |
|
0.382 |
2,032.50 |
|
LOW |
2,010.75 |
|
0.618 |
1,975.25 |
|
1.000 |
1,953.50 |
|
1.618 |
1,918.00 |
|
2.618 |
1,860.75 |
|
4.250 |
1,767.50 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.50 |
2,049.50 |
| PP |
2,048.00 |
2,033.75 |
| S1 |
2,039.50 |
2,018.00 |
|