| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,133.0 |
3,122.0 |
-11.0 |
-0.4% |
3,268.0 |
| High |
3,171.0 |
3,139.0 |
-32.0 |
-1.0% |
3,270.0 |
| Low |
3,124.0 |
3,035.0 |
-89.0 |
-2.8% |
3,035.0 |
| Close |
3,154.0 |
3,057.0 |
-97.0 |
-3.1% |
3,057.0 |
| Range |
47.0 |
104.0 |
57.0 |
121.3% |
235.0 |
| ATR |
56.6 |
61.1 |
4.5 |
7.9% |
0.0 |
| Volume |
462,020 |
1,096,262 |
634,242 |
137.3% |
2,359,786 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,389.0 |
3,327.0 |
3,114.2 |
|
| R3 |
3,285.0 |
3,223.0 |
3,085.6 |
|
| R2 |
3,181.0 |
3,181.0 |
3,076.1 |
|
| R1 |
3,119.0 |
3,119.0 |
3,066.5 |
3,098.0 |
| PP |
3,077.0 |
3,077.0 |
3,077.0 |
3,066.5 |
| S1 |
3,015.0 |
3,015.0 |
3,047.5 |
2,994.0 |
| S2 |
2,973.0 |
2,973.0 |
3,037.9 |
|
| S3 |
2,869.0 |
2,911.0 |
3,028.4 |
|
| S4 |
2,765.0 |
2,807.0 |
2,999.8 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,825.7 |
3,676.3 |
3,186.3 |
|
| R3 |
3,590.7 |
3,441.3 |
3,121.6 |
|
| R2 |
3,355.7 |
3,355.7 |
3,100.1 |
|
| R1 |
3,206.3 |
3,206.3 |
3,078.5 |
3,163.5 |
| PP |
3,120.7 |
3,120.7 |
3,120.7 |
3,099.3 |
| S1 |
2,971.3 |
2,971.3 |
3,035.5 |
2,928.5 |
| S2 |
2,885.7 |
2,885.7 |
3,013.9 |
|
| S3 |
2,650.7 |
2,736.3 |
2,992.4 |
|
| S4 |
2,415.7 |
2,501.3 |
2,927.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,270.0 |
3,035.0 |
235.0 |
7.7% |
67.8 |
2.2% |
9% |
False |
True |
471,957 |
| 10 |
3,276.0 |
3,035.0 |
241.0 |
7.9% |
59.3 |
1.9% |
9% |
False |
True |
264,387 |
| 20 |
3,276.0 |
3,014.0 |
262.0 |
8.6% |
52.1 |
1.7% |
16% |
False |
False |
145,402 |
| 40 |
3,276.0 |
2,891.0 |
385.0 |
12.6% |
53.8 |
1.8% |
43% |
False |
False |
81,029 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.6% |
59.1 |
1.9% |
57% |
False |
False |
55,339 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
51.3 |
1.7% |
56% |
False |
False |
41,855 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
47.8 |
1.6% |
56% |
False |
False |
33,581 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
43.8 |
1.4% |
56% |
False |
False |
27,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,581.0 |
|
2.618 |
3,411.3 |
|
1.618 |
3,307.3 |
|
1.000 |
3,243.0 |
|
0.618 |
3,203.3 |
|
HIGH |
3,139.0 |
|
0.618 |
3,099.3 |
|
0.500 |
3,087.0 |
|
0.382 |
3,074.7 |
|
LOW |
3,035.0 |
|
0.618 |
2,970.7 |
|
1.000 |
2,931.0 |
|
1.618 |
2,866.7 |
|
2.618 |
2,762.7 |
|
4.250 |
2,593.0 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,087.0 |
3,113.5 |
| PP |
3,077.0 |
3,094.7 |
| S1 |
3,067.0 |
3,075.8 |
|