| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,983.0 |
2,997.0 |
14.0 |
0.5% |
3,268.0 |
| High |
3,047.0 |
3,091.0 |
44.0 |
1.4% |
3,270.0 |
| Low |
2,913.0 |
2,997.0 |
84.0 |
2.9% |
3,035.0 |
| Close |
3,045.0 |
3,056.0 |
11.0 |
0.4% |
3,057.0 |
| Range |
134.0 |
94.0 |
-40.0 |
-29.9% |
235.0 |
| ATR |
70.6 |
72.3 |
1.7 |
2.4% |
0.0 |
| Volume |
1,263,220 |
1,337,358 |
74,138 |
5.9% |
2,359,786 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,330.0 |
3,287.0 |
3,107.7 |
|
| R3 |
3,236.0 |
3,193.0 |
3,081.9 |
|
| R2 |
3,142.0 |
3,142.0 |
3,073.2 |
|
| R1 |
3,099.0 |
3,099.0 |
3,064.6 |
3,120.5 |
| PP |
3,048.0 |
3,048.0 |
3,048.0 |
3,058.8 |
| S1 |
3,005.0 |
3,005.0 |
3,047.4 |
3,026.5 |
| S2 |
2,954.0 |
2,954.0 |
3,038.8 |
|
| S3 |
2,860.0 |
2,911.0 |
3,030.2 |
|
| S4 |
2,766.0 |
2,817.0 |
3,004.3 |
|
|
| 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 |
3,171.0 |
2,913.0 |
258.0 |
8.4% |
101.0 |
3.3% |
55% |
False |
False |
1,202,792 |
| 10 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
85.8 |
2.8% |
39% |
False |
False |
691,992 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
62.5 |
2.0% |
39% |
False |
False |
367,891 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.9% |
57.5 |
1.9% |
39% |
False |
False |
188,372 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.6% |
62.7 |
2.1% |
57% |
False |
False |
129,412 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
54.7 |
1.8% |
56% |
False |
False |
97,550 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
50.6 |
1.7% |
56% |
False |
False |
78,138 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.9% |
46.4 |
1.5% |
56% |
False |
False |
65,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,490.5 |
|
2.618 |
3,337.1 |
|
1.618 |
3,243.1 |
|
1.000 |
3,185.0 |
|
0.618 |
3,149.1 |
|
HIGH |
3,091.0 |
|
0.618 |
3,055.1 |
|
0.500 |
3,044.0 |
|
0.382 |
3,032.9 |
|
LOW |
2,997.0 |
|
0.618 |
2,938.9 |
|
1.000 |
2,903.0 |
|
1.618 |
2,844.9 |
|
2.618 |
2,750.9 |
|
4.250 |
2,597.5 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,052.0 |
3,038.0 |
| PP |
3,048.0 |
3,020.0 |
| S1 |
3,044.0 |
3,002.0 |
|