| 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 |
6,604.5 |
6,557.0 |
-47.5 |
-0.7% |
6,537.0 |
| High |
6,615.0 |
6,569.5 |
-45.5 |
-0.7% |
6,585.0 |
| Low |
6,540.5 |
6,469.5 |
-71.0 |
-1.1% |
6,515.0 |
| Close |
6,583.0 |
6,494.5 |
-88.5 |
-1.3% |
6,572.0 |
| Range |
74.5 |
100.0 |
25.5 |
34.2% |
70.0 |
| ATR |
99.2 |
100.2 |
1.0 |
1.0% |
0.0 |
| Volume |
61,162 |
63,787 |
2,625 |
4.3% |
129,415 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,811.0 |
6,753.0 |
6,549.5 |
|
| R3 |
6,711.0 |
6,653.0 |
6,522.0 |
|
| R2 |
6,611.0 |
6,611.0 |
6,513.0 |
|
| R1 |
6,553.0 |
6,553.0 |
6,503.5 |
6,532.0 |
| PP |
6,511.0 |
6,511.0 |
6,511.0 |
6,501.0 |
| S1 |
6,453.0 |
6,453.0 |
6,485.5 |
6,432.0 |
| S2 |
6,411.0 |
6,411.0 |
6,476.0 |
|
| S3 |
6,311.0 |
6,353.0 |
6,467.0 |
|
| S4 |
6,211.0 |
6,253.0 |
6,439.5 |
|
|
| 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 |
6,469.5 |
145.5 |
2.2% |
61.5 |
0.9% |
17% |
False |
True |
50,872 |
| 10 |
6,615.0 |
6,068.0 |
547.0 |
8.4% |
118.0 |
1.8% |
78% |
False |
False |
92,391 |
| 20 |
6,703.0 |
6,068.0 |
635.0 |
9.8% |
102.0 |
1.6% |
67% |
False |
False |
50,830 |
| 40 |
6,715.0 |
6,068.0 |
647.0 |
10.0% |
69.5 |
1.1% |
66% |
False |
False |
25,496 |
| 60 |
6,715.0 |
6,010.0 |
705.0 |
10.9% |
66.5 |
1.0% |
69% |
False |
False |
17,056 |
| 80 |
6,766.0 |
6,010.0 |
756.0 |
11.6% |
52.5 |
0.8% |
64% |
False |
False |
12,795 |
| 100 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
44.0 |
0.7% |
61% |
False |
False |
10,241 |
| 120 |
6,808.5 |
6,010.0 |
798.5 |
12.3% |
37.0 |
0.6% |
61% |
False |
False |
8,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,994.5 |
|
2.618 |
6,831.5 |
|
1.618 |
6,731.5 |
|
1.000 |
6,669.5 |
|
0.618 |
6,631.5 |
|
HIGH |
6,569.5 |
|
0.618 |
6,531.5 |
|
0.500 |
6,519.5 |
|
0.382 |
6,507.5 |
|
LOW |
6,469.5 |
|
0.618 |
6,407.5 |
|
1.000 |
6,369.5 |
|
1.618 |
6,307.5 |
|
2.618 |
6,207.5 |
|
4.250 |
6,044.5 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
6,519.5 |
6,542.0 |
| PP |
6,511.0 |
6,526.5 |
| S1 |
6,503.0 |
6,510.5 |
|