| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,169.4 |
1,188.8 |
19.4 |
1.7% |
1,144.1 |
| High |
1,192.2 |
1,197.7 |
5.5 |
0.5% |
1,197.7 |
| Low |
1,169.3 |
1,182.5 |
13.2 |
1.1% |
1,128.2 |
| Close |
1,188.8 |
1,193.3 |
4.5 |
0.4% |
1,193.3 |
| Range |
22.9 |
15.2 |
-7.7 |
-33.6% |
69.5 |
| ATR |
20.8 |
20.4 |
-0.4 |
-1.9% |
0.0 |
| Volume |
173,988 |
112,552 |
-61,436 |
-35.3% |
998,134 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,236.8 |
1,230.3 |
1,201.8 |
|
| R3 |
1,221.5 |
1,215.0 |
1,197.5 |
|
| R2 |
1,206.3 |
1,206.3 |
1,196.0 |
|
| R1 |
1,199.8 |
1,199.8 |
1,194.8 |
1,203.0 |
| PP |
1,191.3 |
1,191.3 |
1,191.3 |
1,192.8 |
| S1 |
1,184.8 |
1,184.8 |
1,192.0 |
1,188.0 |
| S2 |
1,176.0 |
1,176.0 |
1,190.5 |
|
| S3 |
1,160.8 |
1,169.5 |
1,189.0 |
|
| S4 |
1,145.5 |
1,154.3 |
1,185.0 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,381.5 |
1,357.0 |
1,231.5 |
|
| R3 |
1,312.0 |
1,287.5 |
1,212.5 |
|
| R2 |
1,242.5 |
1,242.5 |
1,206.0 |
|
| R1 |
1,218.0 |
1,218.0 |
1,199.8 |
1,230.3 |
| PP |
1,173.0 |
1,173.0 |
1,173.0 |
1,179.3 |
| S1 |
1,148.5 |
1,148.5 |
1,187.0 |
1,160.8 |
| S2 |
1,103.5 |
1,103.5 |
1,180.5 |
|
| S3 |
1,034.0 |
1,079.0 |
1,174.3 |
|
| S4 |
964.5 |
1,009.5 |
1,155.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,197.7 |
1,128.2 |
69.5 |
5.8% |
26.0 |
2.2% |
94% |
True |
False |
199,626 |
| 10 |
1,197.7 |
1,128.2 |
69.5 |
5.8% |
26.0 |
2.2% |
94% |
True |
False |
131,960 |
| 20 |
1,197.7 |
1,128.2 |
69.5 |
5.8% |
20.3 |
1.7% |
94% |
True |
False |
66,430 |
| 40 |
1,197.7 |
1,104.9 |
92.8 |
7.8% |
16.3 |
1.4% |
95% |
True |
False |
33,242 |
| 60 |
1,197.7 |
1,038.8 |
158.9 |
13.3% |
15.3 |
1.3% |
97% |
True |
False |
22,170 |
| 80 |
1,197.7 |
1,038.8 |
158.9 |
13.3% |
12.0 |
1.0% |
97% |
True |
False |
16,629 |
| 100 |
1,197.7 |
1,038.8 |
158.9 |
13.3% |
9.8 |
0.8% |
97% |
True |
False |
13,303 |
| 120 |
1,197.7 |
1,038.8 |
158.9 |
13.3% |
8.0 |
0.7% |
97% |
True |
False |
11,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,262.3 |
|
2.618 |
1,237.5 |
|
1.618 |
1,222.3 |
|
1.000 |
1,213.0 |
|
0.618 |
1,207.0 |
|
HIGH |
1,197.8 |
|
0.618 |
1,192.0 |
|
0.500 |
1,190.0 |
|
0.382 |
1,188.3 |
|
LOW |
1,182.5 |
|
0.618 |
1,173.0 |
|
1.000 |
1,167.3 |
|
1.618 |
1,158.0 |
|
2.618 |
1,142.8 |
|
4.250 |
1,118.0 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.3 |
1,183.8 |
| PP |
1,191.3 |
1,174.3 |
| S1 |
1,190.0 |
1,164.8 |
|