| 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 |
6,634.5 |
6,547.0 |
-87.5 |
-1.3% |
6,672.0 |
| High |
6,637.0 |
6,565.0 |
-72.0 |
-1.1% |
6,758.0 |
| Low |
6,516.5 |
6,464.5 |
-52.0 |
-0.8% |
6,638.5 |
| Close |
6,542.5 |
6,508.0 |
-34.5 |
-0.5% |
6,741.5 |
| Range |
120.5 |
100.5 |
-20.0 |
-16.6% |
119.5 |
| ATR |
80.2 |
81.6 |
1.5 |
1.8% |
0.0 |
| Volume |
138,086 |
110,404 |
-27,682 |
-20.0% |
469,668 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.0 |
6,761.5 |
6,563.5 |
|
| R3 |
6,713.5 |
6,661.0 |
6,535.5 |
|
| R2 |
6,613.0 |
6,613.0 |
6,526.5 |
|
| R1 |
6,560.5 |
6,560.5 |
6,517.0 |
6,536.5 |
| PP |
6,512.5 |
6,512.5 |
6,512.5 |
6,500.5 |
| S1 |
6,460.0 |
6,460.0 |
6,499.0 |
6,436.0 |
| S2 |
6,412.0 |
6,412.0 |
6,489.5 |
|
| S3 |
6,311.5 |
6,359.5 |
6,480.5 |
|
| S4 |
6,211.0 |
6,259.0 |
6,452.5 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,071.0 |
7,026.0 |
6,807.0 |
|
| R3 |
6,951.5 |
6,906.5 |
6,774.5 |
|
| R2 |
6,832.0 |
6,832.0 |
6,763.5 |
|
| R1 |
6,787.0 |
6,787.0 |
6,752.5 |
6,809.5 |
| PP |
6,712.5 |
6,712.5 |
6,712.5 |
6,724.0 |
| S1 |
6,667.5 |
6,667.5 |
6,730.5 |
6,690.0 |
| S2 |
6,593.0 |
6,593.0 |
6,719.5 |
|
| S3 |
6,473.5 |
6,548.0 |
6,708.5 |
|
| S4 |
6,354.0 |
6,428.5 |
6,676.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,756.5 |
6,464.5 |
292.0 |
4.5% |
85.5 |
1.3% |
15% |
False |
True |
100,269 |
| 10 |
6,758.0 |
6,464.5 |
293.5 |
4.5% |
69.5 |
1.1% |
15% |
False |
True |
93,195 |
| 20 |
6,776.0 |
6,464.5 |
311.5 |
4.8% |
62.5 |
1.0% |
14% |
False |
True |
86,749 |
| 40 |
6,776.0 |
6,042.5 |
733.5 |
11.3% |
77.0 |
1.2% |
63% |
False |
False |
95,094 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
86.5 |
1.3% |
56% |
False |
False |
110,168 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
76.0 |
1.2% |
56% |
False |
False |
92,841 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
67.0 |
1.0% |
56% |
False |
False |
74,277 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.8% |
58.0 |
0.9% |
56% |
False |
False |
61,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,992.0 |
|
2.618 |
6,828.0 |
|
1.618 |
6,727.5 |
|
1.000 |
6,665.5 |
|
0.618 |
6,627.0 |
|
HIGH |
6,565.0 |
|
0.618 |
6,526.5 |
|
0.500 |
6,515.0 |
|
0.382 |
6,503.0 |
|
LOW |
6,464.5 |
|
0.618 |
6,402.5 |
|
1.000 |
6,364.0 |
|
1.618 |
6,302.0 |
|
2.618 |
6,201.5 |
|
4.250 |
6,037.5 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,515.0 |
6,598.0 |
| PP |
6,512.5 |
6,568.0 |
| S1 |
6,510.0 |
6,538.0 |
|