| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,179.9 |
1,157.5 |
-22.4 |
-1.9% |
1,167.5 |
| High |
1,182.5 |
1,177.7 |
-4.8 |
-0.4% |
1,180.6 |
| Low |
1,156.4 |
1,153.1 |
-3.3 |
-0.3% |
1,148.3 |
| Close |
1,157.4 |
1,158.1 |
0.7 |
0.1% |
1,177.9 |
| Range |
26.1 |
24.6 |
-1.5 |
-5.7% |
32.3 |
| ATR |
17.5 |
18.0 |
0.5 |
2.9% |
0.0 |
| Volume |
24,680 |
100,633 |
75,953 |
307.8% |
7,498 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.8 |
1,222.0 |
1,171.8 |
|
| R3 |
1,212.3 |
1,197.5 |
1,164.8 |
|
| R2 |
1,187.5 |
1,187.5 |
1,162.5 |
|
| R1 |
1,172.8 |
1,172.8 |
1,160.3 |
1,180.3 |
| PP |
1,163.0 |
1,163.0 |
1,163.0 |
1,166.8 |
| S1 |
1,148.3 |
1,148.3 |
1,155.8 |
1,155.5 |
| S2 |
1,138.3 |
1,138.3 |
1,153.5 |
|
| S3 |
1,113.8 |
1,123.8 |
1,151.3 |
|
| S4 |
1,089.3 |
1,099.0 |
1,144.5 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,265.8 |
1,254.3 |
1,195.8 |
|
| R3 |
1,233.5 |
1,221.8 |
1,186.8 |
|
| R2 |
1,201.3 |
1,201.3 |
1,183.8 |
|
| R1 |
1,189.5 |
1,189.5 |
1,180.8 |
1,195.5 |
| PP |
1,169.0 |
1,169.0 |
1,169.0 |
1,171.8 |
| S1 |
1,157.3 |
1,157.3 |
1,175.0 |
1,163.0 |
| S2 |
1,136.8 |
1,136.8 |
1,172.0 |
|
| S3 |
1,104.3 |
1,125.0 |
1,169.0 |
|
| S4 |
1,072.0 |
1,092.8 |
1,160.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,184.2 |
1,148.0 |
36.2 |
3.1% |
24.8 |
2.1% |
28% |
False |
False |
27,233 |
| 10 |
1,187.2 |
1,148.0 |
39.2 |
3.4% |
21.0 |
1.8% |
26% |
False |
False |
14,167 |
| 20 |
1,188.0 |
1,144.3 |
43.7 |
3.8% |
17.0 |
1.5% |
32% |
False |
False |
7,145 |
| 40 |
1,188.0 |
1,044.9 |
143.1 |
12.4% |
13.8 |
1.2% |
79% |
False |
False |
3,586 |
| 60 |
1,188.0 |
1,038.8 |
149.2 |
12.9% |
13.5 |
1.2% |
80% |
False |
False |
2,400 |
| 80 |
1,188.0 |
1,038.8 |
149.2 |
12.9% |
10.3 |
0.9% |
80% |
False |
False |
1,800 |
| 100 |
1,188.0 |
1,038.8 |
149.2 |
12.9% |
8.3 |
0.7% |
80% |
False |
False |
1,488 |
| 120 |
1,195.6 |
1,038.8 |
156.8 |
13.5% |
6.8 |
0.6% |
76% |
False |
False |
1,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,282.3 |
|
2.618 |
1,242.0 |
|
1.618 |
1,217.5 |
|
1.000 |
1,202.3 |
|
0.618 |
1,193.0 |
|
HIGH |
1,177.8 |
|
0.618 |
1,168.3 |
|
0.500 |
1,165.5 |
|
0.382 |
1,162.5 |
|
LOW |
1,153.0 |
|
0.618 |
1,138.0 |
|
1.000 |
1,128.5 |
|
1.618 |
1,113.3 |
|
2.618 |
1,088.8 |
|
4.250 |
1,048.5 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,165.5 |
1,166.0 |
| PP |
1,163.0 |
1,163.5 |
| S1 |
1,160.5 |
1,160.8 |
|