| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,176.8 |
1,175.2 |
-1.6 |
-0.1% |
1,196.0 |
| High |
1,181.2 |
1,199.1 |
17.9 |
1.5% |
1,203.6 |
| Low |
1,172.7 |
1,175.2 |
2.5 |
0.2% |
1,170.7 |
| Close |
1,173.5 |
1,195.3 |
21.8 |
1.9% |
1,195.3 |
| Range |
8.5 |
23.9 |
15.4 |
181.2% |
32.9 |
| ATR |
21.9 |
22.1 |
0.3 |
1.2% |
0.0 |
| Volume |
43,632 |
67,183 |
23,551 |
54.0% |
348,497 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.6 |
1,252.3 |
1,208.4 |
|
| R3 |
1,237.7 |
1,228.4 |
1,201.9 |
|
| R2 |
1,213.8 |
1,213.8 |
1,199.7 |
|
| R1 |
1,204.5 |
1,204.5 |
1,197.5 |
1,209.2 |
| PP |
1,189.9 |
1,189.9 |
1,189.9 |
1,192.2 |
| S1 |
1,180.6 |
1,180.6 |
1,193.1 |
1,185.3 |
| S2 |
1,166.0 |
1,166.0 |
1,190.9 |
|
| S3 |
1,142.1 |
1,156.7 |
1,188.7 |
|
| S4 |
1,118.2 |
1,132.8 |
1,182.2 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.6 |
1,274.8 |
1,213.4 |
|
| R3 |
1,255.7 |
1,241.9 |
1,204.3 |
|
| R2 |
1,222.8 |
1,222.8 |
1,201.3 |
|
| R1 |
1,209.0 |
1,209.0 |
1,198.3 |
1,199.5 |
| PP |
1,189.9 |
1,189.9 |
1,189.9 |
1,185.1 |
| S1 |
1,176.1 |
1,176.1 |
1,192.3 |
1,166.6 |
| S2 |
1,157.0 |
1,157.0 |
1,189.3 |
|
| S3 |
1,124.1 |
1,143.2 |
1,186.3 |
|
| S4 |
1,091.2 |
1,110.3 |
1,177.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,203.6 |
1,170.7 |
32.9 |
2.8% |
17.2 |
1.4% |
75% |
False |
False |
84,366 |
| 10 |
1,228.9 |
1,170.7 |
58.2 |
4.9% |
21.5 |
1.8% |
42% |
False |
False |
123,374 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
8.1% |
24.9 |
2.1% |
55% |
False |
False |
152,783 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
8.9% |
23.2 |
1.9% |
59% |
False |
False |
94,419 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
19.9 |
1.7% |
51% |
False |
False |
64,354 |
| 80 |
1,277.0 |
1,132.0 |
145.0 |
12.1% |
18.3 |
1.5% |
44% |
False |
False |
48,914 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
16.0% |
16.9 |
1.4% |
33% |
False |
False |
39,371 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
16.2 |
1.4% |
29% |
False |
False |
32,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.7 |
|
2.618 |
1,261.7 |
|
1.618 |
1,237.8 |
|
1.000 |
1,223.0 |
|
0.618 |
1,213.9 |
|
HIGH |
1,199.1 |
|
0.618 |
1,190.0 |
|
0.500 |
1,187.2 |
|
0.382 |
1,184.3 |
|
LOW |
1,175.2 |
|
0.618 |
1,160.4 |
|
1.000 |
1,151.3 |
|
1.618 |
1,136.5 |
|
2.618 |
1,112.6 |
|
4.250 |
1,073.6 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.6 |
1,192.1 |
| PP |
1,189.9 |
1,188.9 |
| S1 |
1,187.2 |
1,185.8 |
|