| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,547.0 |
6,489.0 |
-58.0 |
-0.9% |
6,672.0 |
| High |
6,565.0 |
6,522.0 |
-43.0 |
-0.7% |
6,758.0 |
| Low |
6,464.5 |
6,417.0 |
-47.5 |
-0.7% |
6,638.5 |
| Close |
6,508.0 |
6,477.5 |
-30.5 |
-0.5% |
6,741.5 |
| Range |
100.5 |
105.0 |
4.5 |
4.5% |
119.5 |
| ATR |
81.6 |
83.3 |
1.7 |
2.0% |
0.0 |
| Volume |
110,404 |
129,764 |
19,360 |
17.5% |
469,668 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,787.0 |
6,737.5 |
6,535.0 |
|
| R3 |
6,682.0 |
6,632.5 |
6,506.5 |
|
| R2 |
6,577.0 |
6,577.0 |
6,497.0 |
|
| R1 |
6,527.5 |
6,527.5 |
6,487.0 |
6,500.0 |
| PP |
6,472.0 |
6,472.0 |
6,472.0 |
6,458.5 |
| S1 |
6,422.5 |
6,422.5 |
6,468.0 |
6,395.0 |
| S2 |
6,367.0 |
6,367.0 |
6,458.0 |
|
| S3 |
6,262.0 |
6,317.5 |
6,448.5 |
|
| S4 |
6,157.0 |
6,212.5 |
6,420.0 |
|
|
| 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 |
6,417.0 |
339.5 |
5.2% |
93.5 |
1.4% |
18% |
False |
True |
105,137 |
| 10 |
6,758.0 |
6,417.0 |
341.0 |
5.3% |
76.5 |
1.2% |
18% |
False |
True |
100,933 |
| 20 |
6,776.0 |
6,417.0 |
359.0 |
5.5% |
65.0 |
1.0% |
17% |
False |
True |
88,598 |
| 40 |
6,776.0 |
6,146.0 |
630.0 |
9.7% |
74.0 |
1.1% |
53% |
False |
False |
94,167 |
| 60 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
87.0 |
1.3% |
52% |
False |
False |
110,105 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
77.0 |
1.2% |
52% |
False |
False |
94,454 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
68.0 |
1.0% |
52% |
False |
False |
75,575 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
12.9% |
59.0 |
0.9% |
52% |
False |
False |
62,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,968.0 |
|
2.618 |
6,797.0 |
|
1.618 |
6,692.0 |
|
1.000 |
6,627.0 |
|
0.618 |
6,587.0 |
|
HIGH |
6,522.0 |
|
0.618 |
6,482.0 |
|
0.500 |
6,469.5 |
|
0.382 |
6,457.0 |
|
LOW |
6,417.0 |
|
0.618 |
6,352.0 |
|
1.000 |
6,312.0 |
|
1.618 |
6,247.0 |
|
2.618 |
6,142.0 |
|
4.250 |
5,971.0 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,475.0 |
6,527.0 |
| PP |
6,472.0 |
6,510.5 |
| S1 |
6,469.5 |
6,494.0 |
|