| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,195.0 |
3,151.0 |
-44.0 |
-1.4% |
3,041.0 |
| High |
3,200.0 |
3,177.0 |
-23.0 |
-0.7% |
3,200.0 |
| Low |
3,106.0 |
3,139.0 |
33.0 |
1.1% |
2,913.0 |
| Close |
3,135.0 |
3,154.0 |
19.0 |
0.6% |
3,135.0 |
| Range |
94.0 |
38.0 |
-56.0 |
-59.6% |
287.0 |
| ATR |
76.7 |
74.2 |
-2.5 |
-3.2% |
0.0 |
| Volume |
1,508,795 |
524,304 |
-984,491 |
-65.3% |
7,473,271 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,270.7 |
3,250.3 |
3,174.9 |
|
| R3 |
3,232.7 |
3,212.3 |
3,164.5 |
|
| R2 |
3,194.7 |
3,194.7 |
3,161.0 |
|
| R1 |
3,174.3 |
3,174.3 |
3,157.5 |
3,184.5 |
| PP |
3,156.7 |
3,156.7 |
3,156.7 |
3,161.8 |
| S1 |
3,136.3 |
3,136.3 |
3,150.5 |
3,146.5 |
| S2 |
3,118.7 |
3,118.7 |
3,147.0 |
|
| S3 |
3,080.7 |
3,098.3 |
3,143.6 |
|
| S4 |
3,042.7 |
3,060.3 |
3,133.1 |
|
|
| 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 |
9.1% |
90.0 |
2.9% |
84% |
False |
False |
1,228,494 |
| 10 |
3,222.0 |
2,913.0 |
309.0 |
9.8% |
86.7 |
2.7% |
78% |
False |
False |
1,028,056 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
64.8 |
2.1% |
66% |
False |
False |
533,117 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.5% |
58.4 |
1.9% |
66% |
False |
False |
276,573 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.1% |
63.6 |
2.0% |
76% |
False |
False |
188,425 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
56.6 |
1.8% |
75% |
False |
False |
141,813 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
51.5 |
1.6% |
75% |
False |
False |
113,555 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.4% |
47.5 |
1.5% |
75% |
False |
False |
94,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,338.5 |
|
2.618 |
3,276.5 |
|
1.618 |
3,238.5 |
|
1.000 |
3,215.0 |
|
0.618 |
3,200.5 |
|
HIGH |
3,177.0 |
|
0.618 |
3,162.5 |
|
0.500 |
3,158.0 |
|
0.382 |
3,153.5 |
|
LOW |
3,139.0 |
|
0.618 |
3,115.5 |
|
1.000 |
3,101.0 |
|
1.618 |
3,077.5 |
|
2.618 |
3,039.5 |
|
4.250 |
2,977.5 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,158.0 |
3,149.5 |
| PP |
3,156.7 |
3,145.0 |
| S1 |
3,155.3 |
3,140.5 |
|