| 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 |
1,144.1 |
1,138.0 |
-6.1 |
-0.5% |
1,179.9 |
| High |
1,157.7 |
1,154.0 |
-3.7 |
-0.3% |
1,184.2 |
| Low |
1,131.8 |
1,128.2 |
-3.6 |
-0.3% |
1,141.7 |
| Close |
1,137.7 |
1,131.4 |
-6.3 |
-0.6% |
1,142.3 |
| Range |
25.9 |
25.8 |
-0.1 |
-0.4% |
42.5 |
| ATR |
18.6 |
19.1 |
0.5 |
2.8% |
0.0 |
| Volume |
235,434 |
257,579 |
22,145 |
9.4% |
321,473 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.3 |
1,199.3 |
1,145.5 |
|
| R3 |
1,189.5 |
1,173.3 |
1,138.5 |
|
| R2 |
1,163.8 |
1,163.8 |
1,136.3 |
|
| R1 |
1,147.5 |
1,147.5 |
1,133.8 |
1,142.8 |
| PP |
1,137.8 |
1,137.8 |
1,137.8 |
1,135.5 |
| S1 |
1,121.8 |
1,121.8 |
1,129.0 |
1,117.0 |
| S2 |
1,112.0 |
1,112.0 |
1,126.8 |
|
| S3 |
1,086.3 |
1,096.0 |
1,124.3 |
|
| S4 |
1,060.5 |
1,070.3 |
1,117.3 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.5 |
1,255.5 |
1,165.8 |
|
| R3 |
1,241.0 |
1,213.0 |
1,154.0 |
|
| R2 |
1,198.5 |
1,198.5 |
1,150.0 |
|
| R1 |
1,170.5 |
1,170.5 |
1,146.3 |
1,163.3 |
| PP |
1,156.0 |
1,156.0 |
1,156.0 |
1,152.5 |
| S1 |
1,128.0 |
1,128.0 |
1,138.5 |
1,120.8 |
| S2 |
1,113.5 |
1,113.5 |
1,134.5 |
|
| S3 |
1,071.0 |
1,085.5 |
1,130.5 |
|
| S4 |
1,028.5 |
1,043.0 |
1,119.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,182.5 |
1,128.2 |
54.3 |
4.8% |
24.3 |
2.1% |
6% |
False |
True |
161,302 |
| 10 |
1,184.2 |
1,128.2 |
56.0 |
4.9% |
22.5 |
2.0% |
6% |
False |
True |
81,885 |
| 20 |
1,188.0 |
1,128.2 |
59.8 |
5.3% |
18.8 |
1.7% |
5% |
False |
True |
41,198 |
| 40 |
1,188.0 |
1,090.9 |
97.1 |
8.6% |
14.5 |
1.3% |
42% |
False |
False |
20,615 |
| 60 |
1,188.0 |
1,038.8 |
149.2 |
13.2% |
14.5 |
1.3% |
62% |
False |
False |
13,753 |
| 80 |
1,188.0 |
1,038.8 |
149.2 |
13.2% |
11.0 |
1.0% |
62% |
False |
False |
10,315 |
| 100 |
1,188.0 |
1,038.8 |
149.2 |
13.2% |
8.8 |
0.8% |
62% |
False |
False |
8,252 |
| 120 |
1,195.6 |
1,038.8 |
156.8 |
13.9% |
7.5 |
0.7% |
59% |
False |
False |
7,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,263.8 |
|
2.618 |
1,221.5 |
|
1.618 |
1,195.8 |
|
1.000 |
1,179.8 |
|
0.618 |
1,170.0 |
|
HIGH |
1,154.0 |
|
0.618 |
1,144.3 |
|
0.500 |
1,141.0 |
|
0.382 |
1,138.0 |
|
LOW |
1,128.3 |
|
0.618 |
1,112.3 |
|
1.000 |
1,102.5 |
|
1.618 |
1,086.5 |
|
2.618 |
1,060.8 |
|
4.250 |
1,018.5 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,141.0 |
1,144.3 |
| PP |
1,137.8 |
1,140.0 |
| S1 |
1,134.8 |
1,135.8 |
|