| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,013.75 |
2,066.00 |
52.25 |
2.6% |
1,998.75 |
| High |
2,068.00 |
2,079.75 |
11.75 |
0.6% |
2,079.75 |
| Low |
2,010.75 |
2,061.01 |
50.26 |
2.5% |
1,968.25 |
| Close |
2,065.00 |
2,061.01 |
-3.99 |
-0.2% |
2,061.01 |
| Range |
57.25 |
18.74 |
-38.51 |
-67.3% |
111.50 |
| ATR |
28.34 |
27.66 |
-0.69 |
-2.4% |
0.00 |
| Volume |
538,248 |
81,781 |
-456,467 |
-84.8% |
3,753,295 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,123.50 |
2,111.00 |
2,071.25 |
|
| R3 |
2,104.75 |
2,092.25 |
2,066.25 |
|
| R2 |
2,086.00 |
2,086.00 |
2,064.50 |
|
| R1 |
2,073.50 |
2,073.50 |
2,062.75 |
2,070.50 |
| PP |
2,067.25 |
2,067.25 |
2,067.25 |
2,065.75 |
| S1 |
2,054.75 |
2,054.75 |
2,059.25 |
2,051.75 |
| S2 |
2,048.50 |
2,048.50 |
2,057.50 |
|
| S3 |
2,029.75 |
2,036.00 |
2,055.75 |
|
| S4 |
2,011.00 |
2,017.25 |
2,050.75 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,370.75 |
2,327.50 |
2,122.25 |
|
| R3 |
2,259.25 |
2,216.00 |
2,091.75 |
|
| R2 |
2,147.75 |
2,147.75 |
2,081.50 |
|
| R1 |
2,104.50 |
2,104.50 |
2,071.25 |
2,126.25 |
| PP |
2,036.25 |
2,036.25 |
2,036.25 |
2,047.25 |
| S1 |
1,993.00 |
1,993.00 |
2,050.75 |
2,014.75 |
| S2 |
1,924.75 |
1,924.75 |
2,040.50 |
|
| S3 |
1,813.25 |
1,881.50 |
2,030.25 |
|
| S4 |
1,701.75 |
1,770.00 |
1,999.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,079.75 |
1,968.25 |
111.50 |
5.4% |
41.50 |
2.0% |
83% |
True |
False |
750,659 |
| 10 |
2,079.75 |
1,968.25 |
111.50 |
5.4% |
36.50 |
1.8% |
83% |
True |
False |
1,318,063 |
| 20 |
2,079.75 |
1,968.25 |
111.50 |
5.4% |
25.00 |
1.2% |
83% |
True |
False |
1,209,260 |
| 40 |
2,079.75 |
1,931.75 |
148.00 |
7.2% |
21.50 |
1.0% |
87% |
True |
False |
1,293,329 |
| 60 |
2,079.75 |
1,813.00 |
266.75 |
12.9% |
26.50 |
1.3% |
93% |
True |
False |
1,685,202 |
| 80 |
2,079.75 |
1,813.00 |
266.75 |
12.9% |
24.25 |
1.2% |
93% |
True |
False |
1,504,984 |
| 100 |
2,079.75 |
1,813.00 |
266.75 |
12.9% |
23.00 |
1.1% |
93% |
True |
False |
1,205,009 |
| 120 |
2,079.75 |
1,813.00 |
266.75 |
12.9% |
21.50 |
1.0% |
93% |
True |
False |
1,004,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.50 |
|
2.618 |
2,128.75 |
|
1.618 |
2,110.00 |
|
1.000 |
2,098.50 |
|
0.618 |
2,091.25 |
|
HIGH |
2,079.75 |
|
0.618 |
2,072.50 |
|
0.500 |
2,070.50 |
|
0.382 |
2,068.25 |
|
LOW |
2,061.00 |
|
0.618 |
2,049.50 |
|
1.000 |
2,042.25 |
|
1.618 |
2,030.75 |
|
2.618 |
2,012.00 |
|
4.250 |
1,981.25 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.50 |
2,049.50 |
| PP |
2,067.25 |
2,037.75 |
| S1 |
2,064.25 |
2,026.25 |
|