| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,205.5 |
6,265.5 |
60.0 |
1.0% |
6,727.5 |
| High |
6,349.0 |
6,396.0 |
47.0 |
0.7% |
6,731.5 |
| Low |
6,140.5 |
6,234.0 |
93.5 |
1.5% |
6,219.5 |
| Close |
6,325.0 |
6,353.5 |
28.5 |
0.5% |
6,301.5 |
| Range |
208.5 |
162.0 |
-46.5 |
-22.3% |
512.0 |
| ATR |
112.9 |
116.4 |
3.5 |
3.1% |
0.0 |
| Volume |
334,784 |
334,784 |
0 |
0.0% |
637,733 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,814.0 |
6,745.5 |
6,442.5 |
|
| R3 |
6,652.0 |
6,583.5 |
6,398.0 |
|
| R2 |
6,490.0 |
6,490.0 |
6,383.0 |
|
| R1 |
6,421.5 |
6,421.5 |
6,368.5 |
6,456.0 |
| PP |
6,328.0 |
6,328.0 |
6,328.0 |
6,345.0 |
| S1 |
6,259.5 |
6,259.5 |
6,338.5 |
6,294.0 |
| S2 |
6,166.0 |
6,166.0 |
6,324.0 |
|
| S3 |
6,004.0 |
6,097.5 |
6,309.0 |
|
| S4 |
5,842.0 |
5,935.5 |
6,264.5 |
|
|
| 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 |
6,522.0 |
6,121.5 |
400.5 |
6.3% |
185.5 |
2.9% |
58% |
False |
False |
247,386 |
| 10 |
6,756.5 |
6,121.5 |
635.0 |
10.0% |
135.5 |
2.1% |
37% |
False |
False |
173,828 |
| 20 |
6,776.0 |
6,121.5 |
654.5 |
10.3% |
95.5 |
1.5% |
35% |
False |
False |
129,207 |
| 40 |
6,776.0 |
6,121.5 |
654.5 |
10.3% |
82.0 |
1.3% |
35% |
False |
False |
109,118 |
| 60 |
6,776.0 |
6,042.5 |
733.5 |
11.5% |
94.5 |
1.5% |
42% |
False |
False |
121,047 |
| 80 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
86.0 |
1.4% |
37% |
False |
False |
108,269 |
| 100 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
75.5 |
1.2% |
37% |
False |
False |
86,646 |
| 120 |
6,875.0 |
6,042.5 |
832.5 |
13.1% |
66.0 |
1.0% |
37% |
False |
False |
72,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,084.5 |
|
2.618 |
6,820.0 |
|
1.618 |
6,658.0 |
|
1.000 |
6,558.0 |
|
0.618 |
6,496.0 |
|
HIGH |
6,396.0 |
|
0.618 |
6,334.0 |
|
0.500 |
6,315.0 |
|
0.382 |
6,296.0 |
|
LOW |
6,234.0 |
|
0.618 |
6,134.0 |
|
1.000 |
6,072.0 |
|
1.618 |
5,972.0 |
|
2.618 |
5,810.0 |
|
4.250 |
5,545.5 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,340.5 |
6,322.0 |
| PP |
6,328.0 |
6,290.5 |
| S1 |
6,315.0 |
6,259.0 |
|