| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,161.4 |
1,149.2 |
-12.2 |
-1.1% |
1,183.3 |
| High |
1,164.9 |
1,162.3 |
-2.6 |
-0.2% |
1,189.0 |
| Low |
1,146.4 |
1,136.4 |
-10.0 |
-0.9% |
1,146.4 |
| Close |
1,146.8 |
1,142.3 |
-4.5 |
-0.4% |
1,146.8 |
| Range |
18.5 |
25.9 |
7.4 |
40.0% |
42.6 |
| ATR |
19.8 |
20.2 |
0.4 |
2.2% |
0.0 |
| Volume |
125,521 |
114,404 |
-11,117 |
-8.9% |
749,163 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,224.8 |
1,209.5 |
1,156.5 |
|
| R3 |
1,198.8 |
1,183.5 |
1,149.5 |
|
| R2 |
1,173.0 |
1,173.0 |
1,147.0 |
|
| R1 |
1,157.5 |
1,157.5 |
1,144.8 |
1,152.3 |
| PP |
1,147.0 |
1,147.0 |
1,147.0 |
1,144.3 |
| S1 |
1,131.8 |
1,131.8 |
1,140.0 |
1,126.5 |
| S2 |
1,121.0 |
1,121.0 |
1,137.5 |
|
| S3 |
1,095.3 |
1,105.8 |
1,135.3 |
|
| S4 |
1,069.3 |
1,080.0 |
1,128.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.5 |
1,260.3 |
1,170.3 |
|
| R3 |
1,246.0 |
1,217.8 |
1,158.5 |
|
| R2 |
1,203.3 |
1,203.3 |
1,154.5 |
|
| R1 |
1,175.0 |
1,175.0 |
1,150.8 |
1,168.0 |
| PP |
1,160.8 |
1,160.8 |
1,160.8 |
1,157.3 |
| S1 |
1,132.5 |
1,132.5 |
1,143.0 |
1,125.3 |
| S2 |
1,118.3 |
1,118.3 |
1,139.0 |
|
| S3 |
1,075.5 |
1,089.8 |
1,135.0 |
|
| S4 |
1,033.0 |
1,047.3 |
1,123.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,188.3 |
1,136.4 |
51.9 |
4.5% |
26.5 |
2.3% |
11% |
False |
True |
151,489 |
| 10 |
1,189.0 |
1,136.4 |
52.6 |
4.6% |
22.0 |
1.9% |
11% |
False |
True |
122,671 |
| 20 |
1,194.0 |
1,136.4 |
57.6 |
5.0% |
19.5 |
1.7% |
10% |
False |
True |
104,457 |
| 40 |
1,194.0 |
1,070.6 |
123.4 |
10.8% |
18.8 |
1.7% |
58% |
False |
False |
106,965 |
| 60 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
20.5 |
1.8% |
67% |
False |
False |
134,912 |
| 80 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
18.8 |
1.7% |
67% |
False |
False |
116,248 |
| 100 |
1,194.0 |
1,038.6 |
155.4 |
13.6% |
17.8 |
1.6% |
67% |
False |
False |
93,009 |
| 120 |
1,205.4 |
1,038.6 |
166.8 |
14.6% |
16.8 |
1.5% |
62% |
False |
False |
77,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,272.5 |
|
2.618 |
1,230.0 |
|
1.618 |
1,204.3 |
|
1.000 |
1,188.3 |
|
0.618 |
1,178.3 |
|
HIGH |
1,162.3 |
|
0.618 |
1,152.5 |
|
0.500 |
1,149.3 |
|
0.382 |
1,146.3 |
|
LOW |
1,136.5 |
|
0.618 |
1,120.5 |
|
1.000 |
1,110.5 |
|
1.618 |
1,094.5 |
|
2.618 |
1,068.5 |
|
4.250 |
1,026.3 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,149.3 |
1,159.3 |
| PP |
1,147.0 |
1,153.5 |
| S1 |
1,144.8 |
1,148.0 |
|