| 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 |
6,455.5 |
6,537.0 |
81.5 |
1.3% |
6,225.5 |
| High |
6,541.5 |
6,576.5 |
35.0 |
0.5% |
6,541.5 |
| Low |
6,422.5 |
6,515.0 |
92.5 |
1.4% |
6,068.0 |
| Close |
6,506.5 |
6,528.0 |
21.5 |
0.3% |
6,506.5 |
| Range |
119.0 |
61.5 |
-57.5 |
-48.3% |
473.5 |
| ATR |
112.9 |
109.8 |
-3.1 |
-2.7% |
0.0 |
| Volume |
132,036 |
74,038 |
-57,998 |
-43.9% |
669,549 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,724.5 |
6,687.5 |
6,562.0 |
|
| R3 |
6,663.0 |
6,626.0 |
6,545.0 |
|
| R2 |
6,601.5 |
6,601.5 |
6,539.5 |
|
| R1 |
6,564.5 |
6,564.5 |
6,533.5 |
6,552.0 |
| PP |
6,540.0 |
6,540.0 |
6,540.0 |
6,533.5 |
| S1 |
6,503.0 |
6,503.0 |
6,522.5 |
6,491.0 |
| S2 |
6,478.5 |
6,478.5 |
6,516.5 |
|
| S3 |
6,417.0 |
6,441.5 |
6,511.0 |
|
| S4 |
6,355.5 |
6,380.0 |
6,494.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,792.5 |
7,623.0 |
6,767.0 |
|
| R3 |
7,319.0 |
7,149.5 |
6,636.5 |
|
| R2 |
6,845.5 |
6,845.5 |
6,593.5 |
|
| R1 |
6,676.0 |
6,676.0 |
6,550.0 |
6,761.0 |
| PP |
6,372.0 |
6,372.0 |
6,372.0 |
6,414.5 |
| S1 |
6,202.5 |
6,202.5 |
6,463.0 |
6,287.0 |
| S2 |
5,898.5 |
5,898.5 |
6,419.5 |
|
| S3 |
5,425.0 |
5,729.0 |
6,376.5 |
|
| S4 |
4,951.5 |
5,255.5 |
6,246.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,576.5 |
6,086.0 |
490.5 |
7.5% |
141.0 |
2.2% |
90% |
True |
False |
130,034 |
| 10 |
6,597.0 |
6,068.0 |
529.0 |
8.1% |
147.5 |
2.3% |
87% |
False |
False |
82,266 |
| 20 |
6,705.0 |
6,068.0 |
637.0 |
9.8% |
98.5 |
1.5% |
72% |
False |
False |
41,931 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
9.9% |
67.0 |
1.0% |
71% |
False |
False |
20,993 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
10.8% |
64.0 |
1.0% |
73% |
False |
False |
14,051 |
| 80 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
50.0 |
0.8% |
65% |
False |
False |
10,542 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
41.5 |
0.6% |
65% |
False |
False |
8,438 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.2% |
35.0 |
0.5% |
65% |
False |
False |
7,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,838.0 |
|
2.618 |
6,737.5 |
|
1.618 |
6,676.0 |
|
1.000 |
6,638.0 |
|
0.618 |
6,614.5 |
|
HIGH |
6,576.5 |
|
0.618 |
6,553.0 |
|
0.500 |
6,546.0 |
|
0.382 |
6,538.5 |
|
LOW |
6,515.0 |
|
0.618 |
6,477.0 |
|
1.000 |
6,453.5 |
|
1.618 |
6,415.5 |
|
2.618 |
6,354.0 |
|
4.250 |
6,253.5 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,546.0 |
6,498.5 |
| PP |
6,540.0 |
6,469.0 |
| S1 |
6,534.0 |
6,439.0 |
|