| 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 |
6,418.0 |
6,270.0 |
-148.0 |
-2.3% |
6,727.5 |
| High |
6,437.5 |
6,354.5 |
-83.0 |
-1.3% |
6,731.5 |
| Low |
6,219.5 |
6,121.5 |
-98.0 |
-1.6% |
6,219.5 |
| Close |
6,301.5 |
6,186.5 |
-115.0 |
-1.8% |
6,301.5 |
| Range |
218.0 |
233.0 |
15.0 |
6.9% |
512.0 |
| ATR |
95.8 |
105.6 |
9.8 |
10.2% |
0.0 |
| Volume |
185,470 |
252,129 |
66,659 |
35.9% |
637,733 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,920.0 |
6,786.0 |
6,314.5 |
|
| R3 |
6,687.0 |
6,553.0 |
6,250.5 |
|
| R2 |
6,454.0 |
6,454.0 |
6,229.0 |
|
| R1 |
6,320.0 |
6,320.0 |
6,208.0 |
6,270.5 |
| PP |
6,221.0 |
6,221.0 |
6,221.0 |
6,196.0 |
| S1 |
6,087.0 |
6,087.0 |
6,165.0 |
6,037.5 |
| S2 |
5,988.0 |
5,988.0 |
6,144.0 |
|
| S3 |
5,755.0 |
5,854.0 |
6,122.5 |
|
| S4 |
5,522.0 |
5,621.0 |
6,058.5 |
|
|
| 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 |
6,637.0 |
6,121.5 |
515.5 |
8.3% |
155.5 |
2.5% |
13% |
False |
True |
163,170 |
| 10 |
6,758.0 |
6,121.5 |
636.5 |
10.3% |
110.0 |
1.8% |
10% |
False |
True |
124,976 |
| 20 |
6,776.0 |
6,121.5 |
654.5 |
10.6% |
81.5 |
1.3% |
10% |
False |
True |
103,363 |
| 40 |
6,776.0 |
6,121.5 |
654.5 |
10.6% |
79.0 |
1.3% |
10% |
False |
True |
97,970 |
| 60 |
6,776.0 |
6,042.5 |
733.5 |
11.9% |
92.0 |
1.5% |
20% |
False |
False |
113,700 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
82.0 |
1.3% |
17% |
False |
False |
99,922 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
72.0 |
1.2% |
17% |
False |
False |
79,951 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.5% |
62.5 |
1.0% |
17% |
False |
False |
66,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,345.0 |
|
2.618 |
6,964.5 |
|
1.618 |
6,731.5 |
|
1.000 |
6,587.5 |
|
0.618 |
6,498.5 |
|
HIGH |
6,354.5 |
|
0.618 |
6,265.5 |
|
0.500 |
6,238.0 |
|
0.382 |
6,210.5 |
|
LOW |
6,121.5 |
|
0.618 |
5,977.5 |
|
1.000 |
5,888.5 |
|
1.618 |
5,744.5 |
|
2.618 |
5,511.5 |
|
4.250 |
5,131.0 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,238.0 |
6,322.0 |
| PP |
6,221.0 |
6,276.5 |
| S1 |
6,203.5 |
6,231.5 |
|