| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,194.9 |
1,182.9 |
-12.0 |
-1.0% |
1,196.0 |
| High |
1,197.5 |
1,210.9 |
13.4 |
1.1% |
1,203.6 |
| Low |
1,178.6 |
1,180.5 |
1.9 |
0.2% |
1,170.7 |
| Close |
1,181.9 |
1,200.4 |
18.5 |
1.6% |
1,195.3 |
| Range |
18.9 |
30.4 |
11.5 |
60.8% |
32.9 |
| ATR |
21.9 |
22.5 |
0.6 |
2.8% |
0.0 |
| Volume |
85,907 |
141,724 |
55,817 |
65.0% |
348,497 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,288.5 |
1,274.8 |
1,217.1 |
|
| R3 |
1,258.1 |
1,244.4 |
1,208.8 |
|
| R2 |
1,227.7 |
1,227.7 |
1,206.0 |
|
| R1 |
1,214.0 |
1,214.0 |
1,203.2 |
1,220.9 |
| PP |
1,197.3 |
1,197.3 |
1,197.3 |
1,200.7 |
| S1 |
1,183.6 |
1,183.6 |
1,197.6 |
1,190.5 |
| S2 |
1,166.9 |
1,166.9 |
1,194.8 |
|
| S3 |
1,136.5 |
1,153.2 |
1,192.0 |
|
| S4 |
1,106.1 |
1,122.8 |
1,183.7 |
|
|
| 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 |
1,210.9 |
1,172.4 |
38.5 |
3.2% |
18.8 |
1.6% |
73% |
True |
False |
88,795 |
| 10 |
1,223.9 |
1,170.7 |
53.2 |
4.4% |
21.8 |
1.8% |
56% |
False |
False |
118,781 |
| 20 |
1,238.9 |
1,170.7 |
68.2 |
5.7% |
21.6 |
1.8% |
44% |
False |
False |
134,325 |
| 40 |
1,238.9 |
1,132.0 |
106.9 |
8.9% |
22.9 |
1.9% |
64% |
False |
False |
99,517 |
| 60 |
1,256.2 |
1,132.0 |
124.2 |
10.3% |
20.2 |
1.7% |
55% |
False |
False |
68,105 |
| 80 |
1,272.9 |
1,132.0 |
140.9 |
11.7% |
18.5 |
1.5% |
49% |
False |
False |
51,676 |
| 100 |
1,323.0 |
1,132.0 |
191.0 |
15.9% |
17.1 |
1.4% |
36% |
False |
False |
41,624 |
| 120 |
1,341.3 |
1,132.0 |
209.3 |
17.4% |
16.4 |
1.4% |
33% |
False |
False |
34,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.1 |
|
2.618 |
1,290.5 |
|
1.618 |
1,260.1 |
|
1.000 |
1,241.3 |
|
0.618 |
1,229.7 |
|
HIGH |
1,210.9 |
|
0.618 |
1,199.3 |
|
0.500 |
1,195.7 |
|
0.382 |
1,192.1 |
|
LOW |
1,180.5 |
|
0.618 |
1,161.7 |
|
1.000 |
1,150.1 |
|
1.618 |
1,131.3 |
|
2.618 |
1,100.9 |
|
4.250 |
1,051.3 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.8 |
1,198.0 |
| PP |
1,197.3 |
1,195.5 |
| S1 |
1,195.7 |
1,193.1 |
|