| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
6,565.0 |
6,604.5 |
39.5 |
0.6% |
6,537.0 |
| High |
6,585.0 |
6,615.0 |
30.0 |
0.5% |
6,585.0 |
| Low |
6,553.0 |
6,540.5 |
-12.5 |
-0.2% |
6,515.0 |
| Close |
6,572.0 |
6,583.0 |
11.0 |
0.2% |
6,572.0 |
| Range |
32.0 |
74.5 |
42.5 |
132.8% |
70.0 |
| ATR |
101.1 |
99.2 |
-1.9 |
-1.9% |
0.0 |
| Volume |
0 |
61,162 |
61,162 |
|
129,415 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,803.0 |
6,767.5 |
6,624.0 |
|
| R3 |
6,728.5 |
6,693.0 |
6,603.5 |
|
| R2 |
6,654.0 |
6,654.0 |
6,596.5 |
|
| R1 |
6,618.5 |
6,618.5 |
6,590.0 |
6,599.0 |
| PP |
6,579.5 |
6,579.5 |
6,579.5 |
6,570.0 |
| S1 |
6,544.0 |
6,544.0 |
6,576.0 |
6,524.5 |
| S2 |
6,505.0 |
6,505.0 |
6,569.5 |
|
| S3 |
6,430.5 |
6,469.5 |
6,562.5 |
|
| S4 |
6,356.0 |
6,395.0 |
6,542.0 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,767.5 |
6,739.5 |
6,610.5 |
|
| R3 |
6,697.5 |
6,669.5 |
6,591.0 |
|
| R2 |
6,627.5 |
6,627.5 |
6,585.0 |
|
| R1 |
6,599.5 |
6,599.5 |
6,578.5 |
6,613.5 |
| PP |
6,557.5 |
6,557.5 |
6,557.5 |
6,564.0 |
| S1 |
6,529.5 |
6,529.5 |
6,565.5 |
6,543.5 |
| S2 |
6,487.5 |
6,487.5 |
6,559.0 |
|
| S3 |
6,417.5 |
6,459.5 |
6,553.0 |
|
| S4 |
6,347.5 |
6,389.5 |
6,533.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,615.0 |
6,422.5 |
192.5 |
2.9% |
65.5 |
1.0% |
83% |
True |
False |
64,522 |
| 10 |
6,615.0 |
6,068.0 |
547.0 |
8.3% |
130.0 |
2.0% |
94% |
True |
False |
90,786 |
| 20 |
6,703.0 |
6,068.0 |
635.0 |
9.6% |
100.5 |
1.5% |
81% |
False |
False |
47,647 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
9.8% |
67.5 |
1.0% |
80% |
False |
False |
23,902 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
10.7% |
65.5 |
1.0% |
81% |
False |
False |
15,993 |
| 80 |
6,796.0 |
6,010.0 |
786.0 |
11.9% |
51.5 |
0.8% |
73% |
False |
False |
11,998 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
43.0 |
0.7% |
72% |
False |
False |
9,603 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.1% |
36.0 |
0.5% |
72% |
False |
False |
8,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,931.5 |
|
2.618 |
6,810.0 |
|
1.618 |
6,735.5 |
|
1.000 |
6,689.5 |
|
0.618 |
6,661.0 |
|
HIGH |
6,615.0 |
|
0.618 |
6,586.5 |
|
0.500 |
6,578.0 |
|
0.382 |
6,569.0 |
|
LOW |
6,540.5 |
|
0.618 |
6,494.5 |
|
1.000 |
6,466.0 |
|
1.618 |
6,420.0 |
|
2.618 |
6,345.5 |
|
4.250 |
6,224.0 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,581.0 |
6,580.5 |
| PP |
6,579.5 |
6,578.0 |
| S1 |
6,578.0 |
6,575.5 |
|