| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,225.5 |
6,170.5 |
-55.0 |
-0.9% |
6,679.0 |
| High |
6,298.0 |
6,294.0 |
-4.0 |
-0.1% |
6,679.0 |
| Low |
6,068.0 |
6,086.0 |
18.0 |
0.3% |
6,163.5 |
| Close |
6,131.0 |
6,269.5 |
138.5 |
2.3% |
6,245.5 |
| Range |
230.0 |
208.0 |
-22.0 |
-9.6% |
515.5 |
| ATR |
95.1 |
103.2 |
8.1 |
8.5% |
0.0 |
| Volume |
93,416 |
169,804 |
76,388 |
81.8% |
81,828 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,840.5 |
6,763.0 |
6,384.0 |
|
| R3 |
6,632.5 |
6,555.0 |
6,326.5 |
|
| R2 |
6,424.5 |
6,424.5 |
6,307.5 |
|
| R1 |
6,347.0 |
6,347.0 |
6,288.5 |
6,386.0 |
| PP |
6,216.5 |
6,216.5 |
6,216.5 |
6,236.0 |
| S1 |
6,139.0 |
6,139.0 |
6,250.5 |
6,178.0 |
| S2 |
6,008.5 |
6,008.5 |
6,231.5 |
|
| S3 |
5,800.5 |
5,931.0 |
6,212.5 |
|
| S4 |
5,592.5 |
5,723.0 |
6,155.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,909.0 |
7,593.0 |
6,529.0 |
|
| R3 |
7,393.5 |
7,077.5 |
6,387.5 |
|
| R2 |
6,878.0 |
6,878.0 |
6,340.0 |
|
| R1 |
6,562.0 |
6,562.0 |
6,293.0 |
6,462.0 |
| PP |
6,362.5 |
6,362.5 |
6,362.5 |
6,313.0 |
| S1 |
6,046.5 |
6,046.5 |
6,198.0 |
5,947.0 |
| S2 |
5,847.0 |
5,847.0 |
6,151.0 |
|
| S3 |
5,331.5 |
5,531.0 |
6,103.5 |
|
| S4 |
4,816.0 |
5,015.5 |
5,962.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,502.0 |
6,068.0 |
434.0 |
6.9% |
169.0 |
2.7% |
46% |
False |
False |
67,884 |
| 10 |
6,700.0 |
6,068.0 |
632.0 |
10.1% |
120.0 |
1.9% |
32% |
False |
False |
34,818 |
| 20 |
6,715.0 |
6,068.0 |
647.0 |
10.3% |
82.5 |
1.3% |
31% |
False |
False |
17,912 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
10.3% |
59.0 |
0.9% |
31% |
False |
False |
9,043 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
11.2% |
56.5 |
0.9% |
37% |
False |
False |
6,045 |
| 80 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
44.0 |
0.7% |
32% |
False |
False |
4,538 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
37.0 |
0.6% |
32% |
False |
False |
3,635 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.7% |
31.0 |
0.5% |
32% |
False |
False |
3,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,178.0 |
|
2.618 |
6,838.5 |
|
1.618 |
6,630.5 |
|
1.000 |
6,502.0 |
|
0.618 |
6,422.5 |
|
HIGH |
6,294.0 |
|
0.618 |
6,214.5 |
|
0.500 |
6,190.0 |
|
0.382 |
6,165.5 |
|
LOW |
6,086.0 |
|
0.618 |
5,957.5 |
|
1.000 |
5,878.0 |
|
1.618 |
5,749.5 |
|
2.618 |
5,541.5 |
|
4.250 |
5,202.0 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,243.0 |
6,254.5 |
| PP |
6,216.5 |
6,239.0 |
| S1 |
6,190.0 |
6,224.0 |
|