| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,151.0 |
3,169.0 |
18.0 |
0.6% |
3,041.0 |
| High |
3,177.0 |
3,200.0 |
23.0 |
0.7% |
3,200.0 |
| Low |
3,139.0 |
3,151.0 |
12.0 |
0.4% |
2,913.0 |
| Close |
3,154.0 |
3,189.0 |
35.0 |
1.1% |
3,135.0 |
| Range |
38.0 |
49.0 |
11.0 |
28.9% |
287.0 |
| ATR |
74.2 |
72.4 |
-1.8 |
-2.4% |
0.0 |
| Volume |
524,304 |
646,831 |
122,527 |
23.4% |
7,473,271 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,327.0 |
3,307.0 |
3,216.0 |
|
| R3 |
3,278.0 |
3,258.0 |
3,202.5 |
|
| R2 |
3,229.0 |
3,229.0 |
3,198.0 |
|
| R1 |
3,209.0 |
3,209.0 |
3,193.5 |
3,219.0 |
| PP |
3,180.0 |
3,180.0 |
3,180.0 |
3,185.0 |
| S1 |
3,160.0 |
3,160.0 |
3,184.5 |
3,170.0 |
| S2 |
3,131.0 |
3,131.0 |
3,180.0 |
|
| S3 |
3,082.0 |
3,111.0 |
3,175.5 |
|
| S4 |
3,033.0 |
3,062.0 |
3,162.1 |
|
|
| 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 |
2,997.0 |
203.0 |
6.4% |
73.0 |
2.3% |
95% |
True |
False |
1,105,216 |
| 10 |
3,200.0 |
2,913.0 |
287.0 |
9.0% |
84.8 |
2.7% |
96% |
True |
False |
1,063,559 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.4% |
65.2 |
2.0% |
76% |
False |
False |
565,197 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.4% |
58.9 |
1.8% |
76% |
False |
False |
292,739 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
15.9% |
63.6 |
2.0% |
83% |
False |
False |
199,198 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
57.0 |
1.8% |
81% |
False |
False |
149,897 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
51.4 |
1.6% |
81% |
False |
False |
120,023 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.2% |
47.6 |
1.5% |
81% |
False |
False |
100,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,408.3 |
|
2.618 |
3,328.3 |
|
1.618 |
3,279.3 |
|
1.000 |
3,249.0 |
|
0.618 |
3,230.3 |
|
HIGH |
3,200.0 |
|
0.618 |
3,181.3 |
|
0.500 |
3,175.5 |
|
0.382 |
3,169.7 |
|
LOW |
3,151.0 |
|
0.618 |
3,120.7 |
|
1.000 |
3,102.0 |
|
1.618 |
3,071.7 |
|
2.618 |
3,022.7 |
|
4.250 |
2,942.8 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,184.5 |
3,177.0 |
| PP |
3,180.0 |
3,165.0 |
| S1 |
3,175.5 |
3,153.0 |
|