| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,185.0 |
3,133.0 |
-52.0 |
-1.6% |
3,220.0 |
| High |
3,192.0 |
3,171.0 |
-21.0 |
-0.7% |
3,276.0 |
| Low |
3,120.0 |
3,124.0 |
4.0 |
0.1% |
3,178.0 |
| Close |
3,147.0 |
3,154.0 |
7.0 |
0.2% |
3,272.0 |
| Range |
72.0 |
47.0 |
-25.0 |
-34.7% |
98.0 |
| ATR |
57.4 |
56.6 |
-0.7 |
-1.3% |
0.0 |
| Volume |
432,907 |
462,020 |
29,113 |
6.7% |
284,087 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,290.7 |
3,269.3 |
3,179.9 |
|
| R3 |
3,243.7 |
3,222.3 |
3,166.9 |
|
| R2 |
3,196.7 |
3,196.7 |
3,162.6 |
|
| R1 |
3,175.3 |
3,175.3 |
3,158.3 |
3,186.0 |
| PP |
3,149.7 |
3,149.7 |
3,149.7 |
3,155.0 |
| S1 |
3,128.3 |
3,128.3 |
3,149.7 |
3,139.0 |
| S2 |
3,102.7 |
3,102.7 |
3,145.4 |
|
| S3 |
3,055.7 |
3,081.3 |
3,141.1 |
|
| S4 |
3,008.7 |
3,034.3 |
3,128.2 |
|
|
| 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 |
4.9% |
60.6 |
1.9% |
22% |
False |
False |
257,172 |
| 10 |
3,276.0 |
3,120.0 |
156.0 |
4.9% |
51.8 |
1.6% |
22% |
False |
False |
156,185 |
| 20 |
3,276.0 |
3,014.0 |
262.0 |
8.3% |
49.0 |
1.6% |
53% |
False |
False |
93,733 |
| 40 |
3,276.0 |
2,852.0 |
424.0 |
13.4% |
53.6 |
1.7% |
71% |
False |
False |
53,700 |
| 60 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
58.1 |
1.8% |
75% |
False |
False |
37,086 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
50.4 |
1.6% |
75% |
False |
False |
28,152 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
47.1 |
1.5% |
75% |
False |
False |
22,619 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
43.1 |
1.4% |
75% |
False |
False |
18,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,370.8 |
|
2.618 |
3,294.0 |
|
1.618 |
3,247.0 |
|
1.000 |
3,218.0 |
|
0.618 |
3,200.0 |
|
HIGH |
3,171.0 |
|
0.618 |
3,153.0 |
|
0.500 |
3,147.5 |
|
0.382 |
3,142.0 |
|
LOW |
3,124.0 |
|
0.618 |
3,095.0 |
|
1.000 |
3,077.0 |
|
1.618 |
3,048.0 |
|
2.618 |
3,001.0 |
|
4.250 |
2,924.3 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,151.8 |
3,171.0 |
| PP |
3,149.7 |
3,165.3 |
| S1 |
3,147.5 |
3,159.7 |
|