| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,175.2 |
1,194.9 |
19.7 |
1.7% |
1,196.0 |
| High |
1,199.1 |
1,197.5 |
-1.6 |
-0.1% |
1,203.6 |
| Low |
1,175.2 |
1,178.6 |
3.4 |
0.3% |
1,170.7 |
| Close |
1,195.3 |
1,181.9 |
-13.4 |
-1.1% |
1,195.3 |
| Range |
23.9 |
18.9 |
-5.0 |
-20.9% |
32.9 |
| ATR |
22.1 |
21.9 |
-0.2 |
-1.0% |
0.0 |
| Volume |
67,183 |
85,907 |
18,724 |
27.9% |
348,497 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.7 |
1,231.2 |
1,192.3 |
|
| R3 |
1,223.8 |
1,212.3 |
1,187.1 |
|
| R2 |
1,204.9 |
1,204.9 |
1,185.4 |
|
| R1 |
1,193.4 |
1,193.4 |
1,183.6 |
1,189.7 |
| PP |
1,186.0 |
1,186.0 |
1,186.0 |
1,184.2 |
| S1 |
1,174.5 |
1,174.5 |
1,180.2 |
1,170.8 |
| S2 |
1,167.1 |
1,167.1 |
1,178.4 |
|
| S3 |
1,148.2 |
1,155.6 |
1,176.7 |
|
| S4 |
1,129.3 |
1,136.7 |
1,171.5 |
|
|
| 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% |
19.3 |
1.6% |
34% |
False |
False |
86,880 |
| 10 |
1,225.0 |
1,170.7 |
54.3 |
4.6% |
22.1 |
1.9% |
21% |
False |
False |
119,847 |
| 20 |
1,238.9 |
1,141.7 |
97.2 |
8.2% |
24.1 |
2.0% |
41% |
False |
False |
144,354 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
9.0% |
23.2 |
2.0% |
47% |
False |
False |
96,345 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.5% |
20.0 |
1.7% |
40% |
False |
False |
65,769 |
| 80 |
1,275.1 |
1,132.0 |
143.1 |
12.1% |
18.3 |
1.6% |
35% |
False |
False |
49,951 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
16.2% |
16.9 |
1.4% |
26% |
False |
False |
40,220 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.2% |
16.3 |
1.4% |
23% |
False |
False |
33,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.8 |
|
2.618 |
1,247.0 |
|
1.618 |
1,228.1 |
|
1.000 |
1,216.4 |
|
0.618 |
1,209.2 |
|
HIGH |
1,197.5 |
|
0.618 |
1,190.3 |
|
0.500 |
1,188.1 |
|
0.382 |
1,185.8 |
|
LOW |
1,178.6 |
|
0.618 |
1,166.9 |
|
1.000 |
1,159.7 |
|
1.618 |
1,148.0 |
|
2.618 |
1,129.1 |
|
4.250 |
1,098.3 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.1 |
1,185.9 |
| PP |
1,186.0 |
1,184.6 |
| S1 |
1,184.0 |
1,183.2 |
|