| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,997.0 |
3,093.0 |
96.0 |
3.2% |
3,268.0 |
| High |
3,091.0 |
3,171.0 |
80.0 |
2.6% |
3,270.0 |
| Low |
2,997.0 |
3,081.0 |
84.0 |
2.8% |
3,035.0 |
| Close |
3,056.0 |
3,146.0 |
90.0 |
2.9% |
3,057.0 |
| Range |
94.0 |
90.0 |
-4.0 |
-4.3% |
235.0 |
| ATR |
72.3 |
75.3 |
3.1 |
4.2% |
0.0 |
| Volume |
1,337,358 |
1,508,795 |
171,437 |
12.8% |
2,359,786 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,402.7 |
3,364.3 |
3,195.5 |
|
| R3 |
3,312.7 |
3,274.3 |
3,170.8 |
|
| R2 |
3,222.7 |
3,222.7 |
3,162.5 |
|
| R1 |
3,184.3 |
3,184.3 |
3,154.3 |
3,203.5 |
| PP |
3,132.7 |
3,132.7 |
3,132.7 |
3,142.3 |
| S1 |
3,094.3 |
3,094.3 |
3,137.8 |
3,113.5 |
| S2 |
3,042.7 |
3,042.7 |
3,129.5 |
|
| S3 |
2,952.7 |
3,004.3 |
3,121.3 |
|
| S4 |
2,862.7 |
2,914.3 |
3,096.5 |
|
|
| 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 |
8.2% |
109.6 |
3.5% |
90% |
True |
False |
1,412,147 |
| 10 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
85.1 |
2.7% |
64% |
False |
False |
834,659 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
64.7 |
2.1% |
64% |
False |
False |
443,321 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
57.9 |
1.8% |
64% |
False |
False |
225,754 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.1% |
63.1 |
2.0% |
74% |
False |
False |
154,550 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
55.5 |
1.8% |
73% |
False |
False |
116,400 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
51.0 |
1.6% |
73% |
False |
False |
93,224 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
46.8 |
1.5% |
73% |
False |
False |
77,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,553.5 |
|
2.618 |
3,406.6 |
|
1.618 |
3,316.6 |
|
1.000 |
3,261.0 |
|
0.618 |
3,226.6 |
|
HIGH |
3,171.0 |
|
0.618 |
3,136.6 |
|
0.500 |
3,126.0 |
|
0.382 |
3,115.4 |
|
LOW |
3,081.0 |
|
0.618 |
3,025.4 |
|
1.000 |
2,991.0 |
|
1.618 |
2,935.4 |
|
2.618 |
2,845.4 |
|
4.250 |
2,698.5 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,139.3 |
3,111.3 |
| PP |
3,132.7 |
3,076.7 |
| S1 |
3,126.0 |
3,042.0 |
|