| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,093.0 |
3,195.0 |
102.0 |
3.3% |
3,041.0 |
| High |
3,171.0 |
3,200.0 |
29.0 |
0.9% |
3,200.0 |
| Low |
3,081.0 |
3,106.0 |
25.0 |
0.8% |
2,913.0 |
| Close |
3,146.0 |
3,135.0 |
-11.0 |
-0.3% |
3,135.0 |
| Range |
90.0 |
94.0 |
4.0 |
4.4% |
287.0 |
| ATR |
75.3 |
76.7 |
1.3 |
1.8% |
0.0 |
| Volume |
1,508,795 |
1,508,795 |
0 |
0.0% |
7,473,271 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,429.0 |
3,376.0 |
3,186.7 |
|
| R3 |
3,335.0 |
3,282.0 |
3,160.9 |
|
| R2 |
3,241.0 |
3,241.0 |
3,152.2 |
|
| R1 |
3,188.0 |
3,188.0 |
3,143.6 |
3,167.5 |
| PP |
3,147.0 |
3,147.0 |
3,147.0 |
3,136.8 |
| S1 |
3,094.0 |
3,094.0 |
3,126.4 |
3,073.5 |
| S2 |
3,053.0 |
3,053.0 |
3,117.8 |
|
| S3 |
2,959.0 |
3,000.0 |
3,109.2 |
|
| S4 |
2,865.0 |
2,906.0 |
3,083.3 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,943.7 |
3,826.3 |
3,292.9 |
|
| R3 |
3,656.7 |
3,539.3 |
3,213.9 |
|
| R2 |
3,369.7 |
3,369.7 |
3,187.6 |
|
| R1 |
3,252.3 |
3,252.3 |
3,161.3 |
3,311.0 |
| PP |
3,082.7 |
3,082.7 |
3,082.7 |
3,112.0 |
| S1 |
2,965.3 |
2,965.3 |
3,108.7 |
3,024.0 |
| S2 |
2,795.7 |
2,795.7 |
3,082.4 |
|
| S3 |
2,508.7 |
2,678.3 |
3,056.1 |
|
| S4 |
2,221.7 |
2,391.3 |
2,977.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,200.0 |
2,913.0 |
287.0 |
9.2% |
107.6 |
3.4% |
77% |
True |
False |
1,494,654 |
| 10 |
3,270.0 |
2,913.0 |
357.0 |
11.4% |
87.7 |
2.8% |
62% |
False |
False |
983,305 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
65.1 |
2.1% |
61% |
False |
False |
507,503 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
59.7 |
1.9% |
61% |
False |
False |
263,472 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.2% |
63.9 |
2.0% |
72% |
False |
False |
179,695 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
56.3 |
1.8% |
71% |
False |
False |
135,260 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
51.4 |
1.6% |
71% |
False |
False |
108,312 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
47.5 |
1.5% |
71% |
False |
False |
90,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,599.5 |
|
2.618 |
3,446.1 |
|
1.618 |
3,352.1 |
|
1.000 |
3,294.0 |
|
0.618 |
3,258.1 |
|
HIGH |
3,200.0 |
|
0.618 |
3,164.1 |
|
0.500 |
3,153.0 |
|
0.382 |
3,141.9 |
|
LOW |
3,106.0 |
|
0.618 |
3,047.9 |
|
1.000 |
3,012.0 |
|
1.618 |
2,953.9 |
|
2.618 |
2,859.9 |
|
4.250 |
2,706.5 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,153.0 |
3,122.8 |
| PP |
3,147.0 |
3,110.7 |
| S1 |
3,141.0 |
3,098.5 |
|