| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
3,200.0 |
3,179.0 |
-21.0 |
-0.7% |
3,151.0 |
| High |
3,212.0 |
3,183.0 |
-29.0 |
-0.9% |
3,200.0 |
| Low |
3,127.0 |
3,124.0 |
-3.0 |
-0.1% |
3,139.0 |
| Close |
3,184.0 |
3,133.0 |
-51.0 |
-1.6% |
3,189.0 |
| Range |
85.0 |
59.0 |
-26.0 |
-30.6% |
61.0 |
| ATR |
73.3 |
72.3 |
-0.9 |
-1.3% |
0.0 |
| Volume |
520,850 |
647,820 |
126,970 |
24.4% |
1,171,135 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,323.7 |
3,287.3 |
3,165.5 |
|
| R3 |
3,264.7 |
3,228.3 |
3,149.2 |
|
| R2 |
3,205.7 |
3,205.7 |
3,143.8 |
|
| R1 |
3,169.3 |
3,169.3 |
3,138.4 |
3,158.0 |
| PP |
3,146.7 |
3,146.7 |
3,146.7 |
3,141.0 |
| S1 |
3,110.3 |
3,110.3 |
3,127.6 |
3,099.0 |
| S2 |
3,087.7 |
3,087.7 |
3,122.2 |
|
| S3 |
3,028.7 |
3,051.3 |
3,116.8 |
|
| S4 |
2,969.7 |
2,992.3 |
3,100.6 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,359.0 |
3,335.0 |
3,222.6 |
|
| R3 |
3,298.0 |
3,274.0 |
3,205.8 |
|
| R2 |
3,237.0 |
3,237.0 |
3,200.2 |
|
| R1 |
3,213.0 |
3,213.0 |
3,194.6 |
3,225.0 |
| PP |
3,176.0 |
3,176.0 |
3,176.0 |
3,182.0 |
| S1 |
3,152.0 |
3,152.0 |
3,183.4 |
3,164.0 |
| S2 |
3,115.0 |
3,115.0 |
3,177.8 |
|
| S3 |
3,054.0 |
3,091.0 |
3,172.2 |
|
| S4 |
2,993.0 |
3,030.0 |
3,155.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,212.0 |
3,106.0 |
106.0 |
3.4% |
65.0 |
2.1% |
25% |
False |
False |
769,720 |
| 10 |
3,212.0 |
2,913.0 |
299.0 |
9.5% |
87.3 |
2.8% |
74% |
False |
False |
1,090,933 |
| 20 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
69.6 |
2.2% |
61% |
False |
False |
623,559 |
| 40 |
3,276.0 |
2,913.0 |
363.0 |
11.6% |
59.2 |
1.9% |
61% |
False |
False |
321,555 |
| 60 |
3,276.0 |
2,768.0 |
508.0 |
16.2% |
63.4 |
2.0% |
72% |
False |
False |
218,664 |
| 80 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
57.3 |
1.8% |
71% |
False |
False |
164,500 |
| 100 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
52.0 |
1.7% |
71% |
False |
False |
131,708 |
| 120 |
3,285.0 |
2,768.0 |
517.0 |
16.5% |
48.3 |
1.5% |
71% |
False |
False |
109,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,433.8 |
|
2.618 |
3,337.5 |
|
1.618 |
3,278.5 |
|
1.000 |
3,242.0 |
|
0.618 |
3,219.5 |
|
HIGH |
3,183.0 |
|
0.618 |
3,160.5 |
|
0.500 |
3,153.5 |
|
0.382 |
3,146.5 |
|
LOW |
3,124.0 |
|
0.618 |
3,087.5 |
|
1.000 |
3,065.0 |
|
1.618 |
3,028.5 |
|
2.618 |
2,969.5 |
|
4.250 |
2,873.3 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
3,153.5 |
3,168.0 |
| PP |
3,146.7 |
3,156.3 |
| S1 |
3,139.8 |
3,144.7 |
|