| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,489.0 |
6,418.0 |
-71.0 |
-1.1% |
6,727.5 |
| High |
6,522.0 |
6,437.5 |
-84.5 |
-1.3% |
6,731.5 |
| Low |
6,417.0 |
6,219.5 |
-197.5 |
-3.1% |
6,219.5 |
| Close |
6,477.5 |
6,301.5 |
-176.0 |
-2.7% |
6,301.5 |
| Range |
105.0 |
218.0 |
113.0 |
107.6% |
512.0 |
| ATR |
83.3 |
95.8 |
12.5 |
15.0% |
0.0 |
| Volume |
129,764 |
185,470 |
55,706 |
42.9% |
637,733 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,973.5 |
6,855.5 |
6,421.5 |
|
| R3 |
6,755.5 |
6,637.5 |
6,361.5 |
|
| R2 |
6,537.5 |
6,537.5 |
6,341.5 |
|
| R1 |
6,419.5 |
6,419.5 |
6,321.5 |
6,369.5 |
| PP |
6,319.5 |
6,319.5 |
6,319.5 |
6,294.5 |
| S1 |
6,201.5 |
6,201.5 |
6,281.5 |
6,151.5 |
| S2 |
6,101.5 |
6,101.5 |
6,261.5 |
|
| S3 |
5,883.5 |
5,983.5 |
6,241.5 |
|
| S4 |
5,665.5 |
5,765.5 |
6,181.5 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,953.5 |
7,639.5 |
6,583.0 |
|
| R3 |
7,441.5 |
7,127.5 |
6,442.5 |
|
| R2 |
6,929.5 |
6,929.5 |
6,395.5 |
|
| R1 |
6,615.5 |
6,615.5 |
6,348.5 |
6,516.5 |
| PP |
6,417.5 |
6,417.5 |
6,417.5 |
6,368.0 |
| S1 |
6,103.5 |
6,103.5 |
6,254.5 |
6,004.5 |
| S2 |
5,905.5 |
5,905.5 |
6,207.5 |
|
| S3 |
5,393.5 |
5,591.5 |
6,160.5 |
|
| S4 |
4,881.5 |
5,079.5 |
6,020.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,731.5 |
6,219.5 |
512.0 |
8.1% |
127.5 |
2.0% |
16% |
False |
True |
127,546 |
| 10 |
6,758.0 |
6,219.5 |
538.5 |
8.5% |
91.0 |
1.4% |
15% |
False |
True |
110,740 |
| 20 |
6,776.0 |
6,219.5 |
556.5 |
8.8% |
73.5 |
1.2% |
15% |
False |
True |
94,118 |
| 40 |
6,776.0 |
6,198.5 |
577.5 |
9.2% |
76.0 |
1.2% |
18% |
False |
False |
95,838 |
| 60 |
6,820.0 |
6,042.5 |
777.5 |
12.3% |
89.5 |
1.4% |
33% |
False |
False |
111,786 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
79.5 |
1.3% |
31% |
False |
False |
96,771 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
69.5 |
1.1% |
31% |
False |
False |
77,429 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.2% |
60.5 |
1.0% |
31% |
False |
False |
64,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,364.0 |
|
2.618 |
7,008.0 |
|
1.618 |
6,790.0 |
|
1.000 |
6,655.5 |
|
0.618 |
6,572.0 |
|
HIGH |
6,437.5 |
|
0.618 |
6,354.0 |
|
0.500 |
6,328.5 |
|
0.382 |
6,303.0 |
|
LOW |
6,219.5 |
|
0.618 |
6,085.0 |
|
1.000 |
6,001.5 |
|
1.618 |
5,867.0 |
|
2.618 |
5,649.0 |
|
4.250 |
5,293.0 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,328.5 |
6,392.0 |
| PP |
6,319.5 |
6,362.0 |
| S1 |
6,310.5 |
6,332.0 |
|