| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,167.9 |
1,184.9 |
17.0 |
1.5% |
1,171.6 |
| High |
1,188.3 |
1,186.9 |
-1.4 |
-0.1% |
1,185.1 |
| Low |
1,152.2 |
1,160.1 |
7.9 |
0.7% |
1,151.9 |
| Close |
1,184.9 |
1,161.7 |
-23.2 |
-2.0% |
1,182.3 |
| Range |
36.1 |
26.8 |
-9.3 |
-25.8% |
33.2 |
| ATR |
19.0 |
19.5 |
0.6 |
2.9% |
0.0 |
| Volume |
158,342 |
166,545 |
8,203 |
5.2% |
469,093 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,250.0 |
1,232.8 |
1,176.5 |
|
| R3 |
1,223.3 |
1,205.8 |
1,169.0 |
|
| R2 |
1,196.3 |
1,196.3 |
1,166.5 |
|
| R1 |
1,179.0 |
1,179.0 |
1,164.3 |
1,174.3 |
| PP |
1,169.5 |
1,169.5 |
1,169.5 |
1,167.3 |
| S1 |
1,152.3 |
1,152.3 |
1,159.3 |
1,147.5 |
| S2 |
1,142.8 |
1,142.8 |
1,156.8 |
|
| S3 |
1,116.0 |
1,125.5 |
1,154.3 |
|
| S4 |
1,089.3 |
1,098.8 |
1,147.0 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,272.8 |
1,260.8 |
1,200.5 |
|
| R3 |
1,239.5 |
1,227.5 |
1,191.5 |
|
| R2 |
1,206.3 |
1,206.3 |
1,188.5 |
|
| R1 |
1,194.3 |
1,194.3 |
1,185.3 |
1,200.3 |
| PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,176.0 |
| S1 |
1,161.0 |
1,161.0 |
1,179.3 |
1,167.0 |
| S2 |
1,140.0 |
1,140.0 |
1,176.3 |
|
| S3 |
1,106.8 |
1,128.0 |
1,173.3 |
|
| S4 |
1,073.5 |
1,094.8 |
1,164.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,189.0 |
1,152.2 |
36.8 |
3.2% |
23.3 |
2.0% |
26% |
False |
False |
122,923 |
| 10 |
1,194.0 |
1,151.9 |
42.1 |
3.6% |
20.3 |
1.8% |
23% |
False |
False |
99,193 |
| 20 |
1,194.0 |
1,148.2 |
45.8 |
3.9% |
18.3 |
1.6% |
29% |
False |
False |
95,484 |
| 40 |
1,194.0 |
1,038.8 |
155.2 |
13.4% |
19.5 |
1.7% |
79% |
False |
False |
115,642 |
| 60 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
20.3 |
1.7% |
79% |
False |
False |
135,309 |
| 80 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
18.3 |
1.6% |
79% |
False |
False |
110,845 |
| 100 |
1,194.0 |
1,038.6 |
155.4 |
13.4% |
17.5 |
1.5% |
79% |
False |
False |
88,684 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.4% |
16.5 |
1.4% |
74% |
False |
False |
73,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.8 |
|
2.618 |
1,257.0 |
|
1.618 |
1,230.3 |
|
1.000 |
1,213.8 |
|
0.618 |
1,203.5 |
|
HIGH |
1,187.0 |
|
0.618 |
1,176.8 |
|
0.500 |
1,173.5 |
|
0.382 |
1,170.3 |
|
LOW |
1,160.0 |
|
0.618 |
1,143.5 |
|
1.000 |
1,133.3 |
|
1.618 |
1,116.8 |
|
2.618 |
1,090.0 |
|
4.250 |
1,046.3 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,173.5 |
1,170.5 |
| PP |
1,169.5 |
1,167.8 |
| S1 |
1,165.8 |
1,164.8 |
|