| 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 |
1,231.2 |
1,226.2 |
-5.0 |
-0.4% |
1,159.4 |
| High |
1,238.9 |
1,233.4 |
-5.5 |
-0.4% |
1,221.0 |
| Low |
1,225.2 |
1,216.4 |
-8.8 |
-0.7% |
1,141.7 |
| Close |
1,229.4 |
1,225.6 |
-3.8 |
-0.3% |
1,190.4 |
| Range |
13.7 |
17.0 |
3.3 |
24.1% |
79.3 |
| ATR |
23.8 |
23.3 |
-0.5 |
-2.0% |
0.0 |
| Volume |
143,319 |
143,670 |
351 |
0.2% |
931,686 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.1 |
1,267.9 |
1,235.0 |
|
| R3 |
1,259.1 |
1,250.9 |
1,230.3 |
|
| R2 |
1,242.1 |
1,242.1 |
1,228.7 |
|
| R1 |
1,233.9 |
1,233.9 |
1,227.2 |
1,229.5 |
| PP |
1,225.1 |
1,225.1 |
1,225.1 |
1,223.0 |
| S1 |
1,216.9 |
1,216.9 |
1,224.0 |
1,212.5 |
| S2 |
1,208.1 |
1,208.1 |
1,222.5 |
|
| S3 |
1,191.1 |
1,199.9 |
1,220.9 |
|
| S4 |
1,174.1 |
1,182.9 |
1,216.3 |
|
|
| 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 |
1,238.9 |
1,186.4 |
52.5 |
4.3% |
22.8 |
1.9% |
75% |
False |
False |
158,591 |
| 10 |
1,238.9 |
1,141.7 |
97.2 |
7.9% |
28.4 |
2.3% |
86% |
False |
False |
182,191 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
7.9% |
23.9 |
2.0% |
86% |
False |
False |
118,218 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
20.6 |
1.7% |
75% |
False |
False |
65,090 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.1% |
18.6 |
1.5% |
75% |
False |
False |
44,190 |
| 80 |
1,299.0 |
1,132.0 |
167.0 |
13.6% |
17.0 |
1.4% |
56% |
False |
False |
33,637 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
15.6% |
15.9 |
1.3% |
49% |
False |
False |
27,159 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
17.6% |
15.2 |
1.2% |
43% |
False |
False |
22,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,305.7 |
|
2.618 |
1,277.9 |
|
1.618 |
1,260.9 |
|
1.000 |
1,250.4 |
|
0.618 |
1,243.9 |
|
HIGH |
1,233.4 |
|
0.618 |
1,226.9 |
|
0.500 |
1,224.9 |
|
0.382 |
1,222.9 |
|
LOW |
1,216.4 |
|
0.618 |
1,205.9 |
|
1.000 |
1,199.4 |
|
1.618 |
1,188.9 |
|
2.618 |
1,171.9 |
|
4.250 |
1,144.2 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.4 |
1,223.5 |
| PP |
1,225.1 |
1,221.3 |
| S1 |
1,224.9 |
1,219.2 |
|