| 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 |
1,195.4 |
1,195.3 |
-0.1 |
0.0% |
1,191.2 |
| High |
1,223.9 |
1,203.1 |
-20.8 |
-1.7% |
1,238.9 |
| Low |
1,187.8 |
1,182.0 |
-5.8 |
-0.5% |
1,187.3 |
| Close |
1,194.3 |
1,194.5 |
0.2 |
0.0% |
1,222.5 |
| Range |
36.1 |
21.1 |
-15.0 |
-41.6% |
51.6 |
| ATR |
24.2 |
24.0 |
-0.2 |
-0.9% |
0.0 |
| Volume |
231,509 |
169,510 |
-61,999 |
-26.8% |
756,933 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,256.5 |
1,246.6 |
1,206.1 |
|
| R3 |
1,235.4 |
1,225.5 |
1,200.3 |
|
| R2 |
1,214.3 |
1,214.3 |
1,198.4 |
|
| R1 |
1,204.4 |
1,204.4 |
1,196.4 |
1,198.8 |
| PP |
1,193.2 |
1,193.2 |
1,193.2 |
1,190.4 |
| S1 |
1,183.3 |
1,183.3 |
1,192.6 |
1,177.7 |
| S2 |
1,172.1 |
1,172.1 |
1,190.6 |
|
| S3 |
1,151.0 |
1,162.2 |
1,188.7 |
|
| S4 |
1,129.9 |
1,141.1 |
1,182.9 |
|
|
| 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 |
1,233.4 |
1,182.0 |
51.4 |
4.3% |
24.0 |
2.0% |
24% |
False |
True |
163,649 |
| 10 |
1,238.9 |
1,182.0 |
56.9 |
4.8% |
22.9 |
1.9% |
22% |
False |
True |
158,525 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
8.1% |
24.4 |
2.0% |
54% |
False |
False |
146,364 |
| 40 |
1,250.2 |
1,132.0 |
118.2 |
9.9% |
22.2 |
1.9% |
53% |
False |
False |
81,284 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.4 |
1.6% |
50% |
False |
False |
55,267 |
| 80 |
1,298.4 |
1,132.0 |
166.4 |
13.9% |
17.8 |
1.5% |
38% |
False |
False |
42,031 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
16.5 |
1.4% |
33% |
False |
False |
33,870 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
15.8 |
1.3% |
29% |
False |
False |
28,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,292.8 |
|
2.618 |
1,258.3 |
|
1.618 |
1,237.2 |
|
1.000 |
1,224.2 |
|
0.618 |
1,216.1 |
|
HIGH |
1,203.1 |
|
0.618 |
1,195.0 |
|
0.500 |
1,192.6 |
|
0.382 |
1,190.1 |
|
LOW |
1,182.0 |
|
0.618 |
1,169.0 |
|
1.000 |
1,160.9 |
|
1.618 |
1,147.9 |
|
2.618 |
1,126.8 |
|
4.250 |
1,092.3 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,193.9 |
1,203.5 |
| PP |
1,193.2 |
1,200.5 |
| S1 |
1,192.6 |
1,197.5 |
|