| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,200.7 |
1,207.2 |
6.5 |
0.5% |
1,192.4 |
| High |
1,207.3 |
1,215.1 |
7.8 |
0.6% |
1,215.1 |
| Low |
1,199.3 |
1,205.9 |
6.6 |
0.6% |
1,190.3 |
| Close |
1,206.1 |
1,213.3 |
7.2 |
0.6% |
1,213.3 |
| Range |
8.0 |
9.2 |
1.2 |
15.0% |
24.8 |
| ATR |
18.4 |
17.7 |
-0.7 |
-3.6% |
0.0 |
| Volume |
28,503 |
28,366 |
-137 |
-0.5% |
208,269 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.0 |
1,235.3 |
1,218.3 |
|
| R3 |
1,229.8 |
1,226.3 |
1,215.8 |
|
| R2 |
1,220.8 |
1,220.8 |
1,215.0 |
|
| R1 |
1,217.0 |
1,217.0 |
1,214.3 |
1,218.8 |
| PP |
1,211.5 |
1,211.5 |
1,211.5 |
1,212.3 |
| S1 |
1,207.8 |
1,207.8 |
1,212.5 |
1,209.5 |
| S2 |
1,202.3 |
1,202.3 |
1,211.5 |
|
| S3 |
1,193.0 |
1,198.5 |
1,210.8 |
|
| S4 |
1,183.8 |
1,189.3 |
1,208.3 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,280.8 |
1,271.8 |
1,227.0 |
|
| R3 |
1,255.8 |
1,247.0 |
1,220.0 |
|
| R2 |
1,231.0 |
1,231.0 |
1,217.8 |
|
| R1 |
1,222.3 |
1,222.3 |
1,215.5 |
1,226.5 |
| PP |
1,206.3 |
1,206.3 |
1,206.3 |
1,208.5 |
| S1 |
1,197.3 |
1,197.3 |
1,211.0 |
1,201.8 |
| S2 |
1,181.5 |
1,181.5 |
1,208.8 |
|
| S3 |
1,156.8 |
1,172.5 |
1,206.5 |
|
| S4 |
1,131.8 |
1,147.8 |
1,199.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,215.1 |
1,182.5 |
32.6 |
2.7% |
11.0 |
0.9% |
94% |
True |
False |
64,164 |
| 10 |
1,215.1 |
1,128.2 |
86.9 |
7.2% |
18.8 |
1.6% |
98% |
True |
False |
139,459 |
| 20 |
1,215.1 |
1,128.2 |
86.9 |
7.2% |
20.0 |
1.6% |
98% |
True |
False |
76,813 |
| 40 |
1,215.1 |
1,125.8 |
89.3 |
7.4% |
16.5 |
1.3% |
98% |
True |
False |
38,447 |
| 60 |
1,215.1 |
1,038.8 |
176.3 |
14.5% |
15.3 |
1.2% |
99% |
True |
False |
25,639 |
| 80 |
1,215.1 |
1,038.8 |
176.3 |
14.5% |
12.5 |
1.0% |
99% |
True |
False |
19,233 |
| 100 |
1,215.1 |
1,038.8 |
176.3 |
14.5% |
10.0 |
0.8% |
99% |
True |
False |
15,386 |
| 120 |
1,215.1 |
1,038.8 |
176.3 |
14.5% |
8.3 |
0.7% |
99% |
True |
False |
12,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,254.3 |
|
2.618 |
1,239.3 |
|
1.618 |
1,230.0 |
|
1.000 |
1,224.3 |
|
0.618 |
1,220.8 |
|
HIGH |
1,215.0 |
|
0.618 |
1,211.5 |
|
0.500 |
1,210.5 |
|
0.382 |
1,209.5 |
|
LOW |
1,206.0 |
|
0.618 |
1,200.3 |
|
1.000 |
1,196.8 |
|
1.618 |
1,191.0 |
|
2.618 |
1,181.8 |
|
4.250 |
1,166.8 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,212.3 |
1,210.8 |
| PP |
1,211.5 |
1,208.3 |
| S1 |
1,210.5 |
1,205.5 |
|