| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,191.2 |
1,203.8 |
12.6 |
1.1% |
1,159.4 |
| High |
1,209.3 |
1,238.5 |
29.2 |
2.4% |
1,221.0 |
| Low |
1,187.3 |
1,199.5 |
12.2 |
1.0% |
1,141.7 |
| Close |
1,194.9 |
1,232.0 |
37.1 |
3.1% |
1,190.4 |
| Range |
22.0 |
39.0 |
17.0 |
77.3% |
79.3 |
| ATR |
23.1 |
24.6 |
1.5 |
6.3% |
0.0 |
| Volume |
107,505 |
241,262 |
133,757 |
124.4% |
931,686 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.3 |
1,325.2 |
1,253.5 |
|
| R3 |
1,301.3 |
1,286.2 |
1,242.7 |
|
| R2 |
1,262.3 |
1,262.3 |
1,239.2 |
|
| R1 |
1,247.2 |
1,247.2 |
1,235.6 |
1,254.8 |
| PP |
1,223.3 |
1,223.3 |
1,223.3 |
1,227.1 |
| S1 |
1,208.2 |
1,208.2 |
1,228.4 |
1,215.8 |
| S2 |
1,184.3 |
1,184.3 |
1,224.9 |
|
| S3 |
1,145.3 |
1,169.2 |
1,221.3 |
|
| S4 |
1,106.3 |
1,130.2 |
1,210.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,422.3 |
1,385.6 |
1,234.0 |
|
| R3 |
1,343.0 |
1,306.3 |
1,212.2 |
|
| R2 |
1,263.7 |
1,263.7 |
1,204.9 |
|
| R1 |
1,227.0 |
1,227.0 |
1,197.7 |
1,245.4 |
| PP |
1,184.4 |
1,184.4 |
1,184.4 |
1,193.5 |
| S1 |
1,147.7 |
1,147.7 |
1,183.1 |
1,166.1 |
| S2 |
1,105.1 |
1,105.1 |
1,175.9 |
|
| S3 |
1,025.8 |
1,068.4 |
1,168.6 |
|
| S4 |
946.5 |
989.1 |
1,146.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,238.5 |
1,186.4 |
52.1 |
4.2% |
23.4 |
1.9% |
88% |
True |
False |
153,759 |
| 10 |
1,238.5 |
1,141.7 |
96.8 |
7.9% |
27.3 |
2.2% |
93% |
True |
False |
178,453 |
| 20 |
1,238.5 |
1,141.7 |
96.8 |
7.9% |
24.3 |
2.0% |
93% |
True |
False |
106,984 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
20.7 |
1.7% |
81% |
False |
False |
58,126 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
18.5 |
1.5% |
81% |
False |
False |
39,463 |
| 80 |
1,305.5 |
1,132.0 |
173.5 |
14.1% |
16.8 |
1.4% |
58% |
False |
False |
30,060 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
15.5% |
15.7 |
1.3% |
52% |
False |
False |
24,297 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.5% |
15.1 |
1.2% |
46% |
False |
False |
20,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,404.3 |
|
2.618 |
1,340.6 |
|
1.618 |
1,301.6 |
|
1.000 |
1,277.5 |
|
0.618 |
1,262.6 |
|
HIGH |
1,238.5 |
|
0.618 |
1,223.6 |
|
0.500 |
1,219.0 |
|
0.382 |
1,214.4 |
|
LOW |
1,199.5 |
|
0.618 |
1,175.4 |
|
1.000 |
1,160.5 |
|
1.618 |
1,136.4 |
|
2.618 |
1,097.4 |
|
4.250 |
1,033.8 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,227.7 |
1,225.5 |
| PP |
1,223.3 |
1,219.0 |
| S1 |
1,219.0 |
1,212.5 |
|