| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,122.0 |
3,041.0 |
-81.0 |
-2.6% |
3,268.0 |
| High |
3,139.0 |
3,089.0 |
-50.0 |
-1.6% |
3,270.0 |
| Low |
3,035.0 |
2,963.0 |
-72.0 |
-2.4% |
3,035.0 |
| Close |
3,057.0 |
2,977.0 |
-80.0 |
-2.6% |
3,057.0 |
| Range |
104.0 |
126.0 |
22.0 |
21.2% |
235.0 |
| ATR |
61.1 |
65.7 |
4.6 |
7.6% |
0.0 |
| Volume |
1,096,262 |
1,855,103 |
758,841 |
69.2% |
2,359,786 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,387.7 |
3,308.3 |
3,046.3 |
|
| R3 |
3,261.7 |
3,182.3 |
3,011.7 |
|
| R2 |
3,135.7 |
3,135.7 |
3,000.1 |
|
| R1 |
3,056.3 |
3,056.3 |
2,988.6 |
3,033.0 |
| PP |
3,009.7 |
3,009.7 |
3,009.7 |
2,998.0 |
| S1 |
2,930.3 |
2,930.3 |
2,965.5 |
2,907.0 |
| S2 |
2,883.7 |
2,883.7 |
2,953.9 |
|
| S3 |
2,757.7 |
2,804.3 |
2,942.4 |
|
| S4 |
2,631.7 |
2,678.3 |
2,907.7 |
|
|
| 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 |
3,222.0 |
2,963.0 |
259.0 |
8.7% |
83.4 |
2.8% |
5% |
False |
True |
827,618 |
| 10 |
3,276.0 |
2,963.0 |
313.0 |
10.5% |
69.2 |
2.3% |
4% |
False |
True |
445,939 |
| 20 |
3,276.0 |
2,963.0 |
313.0 |
10.5% |
55.0 |
1.8% |
4% |
False |
True |
238,145 |
| 40 |
3,276.0 |
2,891.0 |
385.0 |
12.9% |
55.4 |
1.9% |
22% |
False |
False |
127,400 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
17.1% |
60.8 |
2.0% |
41% |
False |
False |
86,257 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
52.4 |
1.8% |
40% |
False |
False |
65,043 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
48.7 |
1.6% |
40% |
False |
False |
52,132 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
17.4% |
44.7 |
1.5% |
40% |
False |
False |
43,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,624.5 |
|
2.618 |
3,418.9 |
|
1.618 |
3,292.9 |
|
1.000 |
3,215.0 |
|
0.618 |
3,166.9 |
|
HIGH |
3,089.0 |
|
0.618 |
3,040.9 |
|
0.500 |
3,026.0 |
|
0.382 |
3,011.1 |
|
LOW |
2,963.0 |
|
0.618 |
2,885.1 |
|
1.000 |
2,837.0 |
|
1.618 |
2,759.1 |
|
2.618 |
2,633.1 |
|
4.250 |
2,427.5 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,026.0 |
3,067.0 |
| PP |
3,009.7 |
3,037.0 |
| S1 |
2,993.3 |
3,007.0 |
|