| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,222.0 |
1,195.4 |
-26.6 |
-2.2% |
1,191.2 |
| High |
1,225.0 |
1,223.9 |
-1.1 |
-0.1% |
1,238.9 |
| Low |
1,191.3 |
1,187.8 |
-3.5 |
-0.3% |
1,187.3 |
| Close |
1,207.7 |
1,194.3 |
-13.4 |
-1.1% |
1,222.5 |
| Range |
33.7 |
36.1 |
2.4 |
7.1% |
51.6 |
| ATR |
23.3 |
24.2 |
0.9 |
3.9% |
0.0 |
| Volume |
152,383 |
231,509 |
79,126 |
51.9% |
756,933 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.3 |
1,288.4 |
1,214.2 |
|
| R3 |
1,274.2 |
1,252.3 |
1,204.2 |
|
| R2 |
1,238.1 |
1,238.1 |
1,200.9 |
|
| R1 |
1,216.2 |
1,216.2 |
1,197.6 |
1,209.1 |
| PP |
1,202.0 |
1,202.0 |
1,202.0 |
1,198.5 |
| S1 |
1,180.1 |
1,180.1 |
1,191.0 |
1,173.0 |
| S2 |
1,165.9 |
1,165.9 |
1,187.7 |
|
| S3 |
1,129.8 |
1,144.0 |
1,184.4 |
|
| S4 |
1,093.7 |
1,107.9 |
1,174.4 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.0 |
1,348.4 |
1,250.9 |
|
| R3 |
1,319.4 |
1,296.8 |
1,236.7 |
|
| R2 |
1,267.8 |
1,267.8 |
1,232.0 |
|
| R1 |
1,245.2 |
1,245.2 |
1,227.2 |
1,256.5 |
| PP |
1,216.2 |
1,216.2 |
1,216.2 |
1,221.9 |
| S1 |
1,193.6 |
1,193.6 |
1,217.8 |
1,204.9 |
| S2 |
1,164.6 |
1,164.6 |
1,213.0 |
|
| S3 |
1,113.0 |
1,142.0 |
1,208.3 |
|
| S4 |
1,061.4 |
1,090.4 |
1,194.1 |
|
|
| 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 |
1,187.8 |
51.1 |
4.3% |
22.5 |
1.9% |
13% |
False |
True |
158,411 |
| 10 |
1,238.9 |
1,186.4 |
52.5 |
4.4% |
23.0 |
1.9% |
15% |
False |
False |
156,085 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
8.1% |
24.4 |
2.0% |
54% |
False |
False |
139,002 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
21.9 |
1.8% |
50% |
False |
False |
77,478 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.4 |
1.6% |
50% |
False |
False |
52,538 |
| 80 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
17.6 |
1.5% |
37% |
False |
False |
39,924 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
16.4 |
1.4% |
33% |
False |
False |
32,190 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
15.7 |
1.3% |
29% |
False |
False |
26,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,377.3 |
|
2.618 |
1,318.4 |
|
1.618 |
1,282.3 |
|
1.000 |
1,260.0 |
|
0.618 |
1,246.2 |
|
HIGH |
1,223.9 |
|
0.618 |
1,210.1 |
|
0.500 |
1,205.9 |
|
0.382 |
1,201.6 |
|
LOW |
1,187.8 |
|
0.618 |
1,165.5 |
|
1.000 |
1,151.7 |
|
1.618 |
1,129.4 |
|
2.618 |
1,093.3 |
|
4.250 |
1,034.4 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,205.9 |
1,208.4 |
| PP |
1,202.0 |
1,203.7 |
| S1 |
1,198.2 |
1,199.0 |
|