| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,222.0 |
3,185.0 |
-37.0 |
-1.1% |
3,220.0 |
| High |
3,222.0 |
3,192.0 |
-30.0 |
-0.9% |
3,276.0 |
| Low |
3,154.0 |
3,120.0 |
-34.0 |
-1.1% |
3,178.0 |
| Close |
3,164.0 |
3,147.0 |
-17.0 |
-0.5% |
3,272.0 |
| Range |
68.0 |
72.0 |
4.0 |
5.9% |
98.0 |
| ATR |
56.3 |
57.4 |
1.1 |
2.0% |
0.0 |
| Volume |
291,799 |
432,907 |
141,108 |
48.4% |
284,087 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,369.0 |
3,330.0 |
3,186.6 |
|
| R3 |
3,297.0 |
3,258.0 |
3,166.8 |
|
| R2 |
3,225.0 |
3,225.0 |
3,160.2 |
|
| R1 |
3,186.0 |
3,186.0 |
3,153.6 |
3,169.5 |
| PP |
3,153.0 |
3,153.0 |
3,153.0 |
3,144.8 |
| S1 |
3,114.0 |
3,114.0 |
3,140.4 |
3,097.5 |
| S2 |
3,081.0 |
3,081.0 |
3,133.8 |
|
| S3 |
3,009.0 |
3,042.0 |
3,127.2 |
|
| S4 |
2,937.0 |
2,970.0 |
3,107.4 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,536.0 |
3,502.0 |
3,325.9 |
|
| R3 |
3,438.0 |
3,404.0 |
3,299.0 |
|
| R2 |
3,340.0 |
3,340.0 |
3,290.0 |
|
| R1 |
3,306.0 |
3,306.0 |
3,281.0 |
3,323.0 |
| PP |
3,242.0 |
3,242.0 |
3,242.0 |
3,250.5 |
| S1 |
3,208.0 |
3,208.0 |
3,263.0 |
3,225.0 |
| S2 |
3,144.0 |
3,144.0 |
3,254.0 |
|
| S3 |
3,046.0 |
3,110.0 |
3,245.1 |
|
| S4 |
2,948.0 |
3,012.0 |
3,218.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,276.0 |
3,120.0 |
156.0 |
5.0% |
70.6 |
2.2% |
17% |
False |
True |
181,192 |
| 10 |
3,276.0 |
3,120.0 |
156.0 |
5.0% |
49.9 |
1.6% |
17% |
False |
True |
110,053 |
| 20 |
3,276.0 |
3,013.0 |
263.0 |
8.4% |
49.3 |
1.6% |
51% |
False |
False |
71,016 |
| 40 |
3,276.0 |
2,768.0 |
508.0 |
16.1% |
56.0 |
1.8% |
75% |
False |
False |
43,330 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
57.6 |
1.8% |
73% |
False |
False |
29,521 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
50.2 |
1.6% |
73% |
False |
False |
22,379 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
47.0 |
1.5% |
73% |
False |
False |
17,999 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
42.9 |
1.4% |
73% |
False |
False |
15,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,498.0 |
|
2.618 |
3,380.5 |
|
1.618 |
3,308.5 |
|
1.000 |
3,264.0 |
|
0.618 |
3,236.5 |
|
HIGH |
3,192.0 |
|
0.618 |
3,164.5 |
|
0.500 |
3,156.0 |
|
0.382 |
3,147.5 |
|
LOW |
3,120.0 |
|
0.618 |
3,075.5 |
|
1.000 |
3,048.0 |
|
1.618 |
3,003.5 |
|
2.618 |
2,931.5 |
|
4.250 |
2,814.0 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,156.0 |
3,195.0 |
| PP |
3,153.0 |
3,179.0 |
| S1 |
3,150.0 |
3,163.0 |
|