| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,219.1 |
1,210.6 |
-8.5 |
-0.7% |
1,192.4 |
| High |
1,219.1 |
1,220.2 |
1.1 |
0.1% |
1,215.1 |
| Low |
1,207.8 |
1,198.7 |
-9.1 |
-0.8% |
1,190.3 |
| Close |
1,210.4 |
1,200.7 |
-9.7 |
-0.8% |
1,213.3 |
| Range |
11.3 |
21.5 |
10.2 |
90.3% |
24.8 |
| ATR |
16.8 |
17.1 |
0.3 |
2.0% |
0.0 |
| Volume |
54,786 |
69,811 |
15,025 |
27.4% |
208,269 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.0 |
1,257.3 |
1,212.5 |
|
| R3 |
1,249.5 |
1,235.8 |
1,206.5 |
|
| R2 |
1,228.0 |
1,228.0 |
1,204.8 |
|
| R1 |
1,214.3 |
1,214.3 |
1,202.8 |
1,210.5 |
| PP |
1,206.5 |
1,206.5 |
1,206.5 |
1,204.5 |
| S1 |
1,192.8 |
1,192.8 |
1,198.8 |
1,189.0 |
| S2 |
1,185.0 |
1,185.0 |
1,196.8 |
|
| S3 |
1,163.5 |
1,171.3 |
1,194.8 |
|
| S4 |
1,142.0 |
1,149.8 |
1,189.0 |
|
|
| 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 |
1,220.2 |
1,198.7 |
21.5 |
1.8% |
12.3 |
1.0% |
9% |
True |
True |
45,848 |
| 10 |
1,220.2 |
1,132.0 |
88.2 |
7.3% |
16.3 |
1.3% |
78% |
True |
False |
88,576 |
| 20 |
1,220.2 |
1,128.2 |
92.0 |
7.7% |
19.3 |
1.6% |
79% |
True |
False |
85,231 |
| 40 |
1,220.2 |
1,128.2 |
92.0 |
7.7% |
16.0 |
1.3% |
79% |
True |
False |
42,751 |
| 60 |
1,220.2 |
1,038.8 |
181.4 |
15.1% |
15.3 |
1.3% |
89% |
True |
False |
28,510 |
| 80 |
1,220.2 |
1,038.8 |
181.4 |
15.1% |
13.0 |
1.1% |
89% |
True |
False |
21,387 |
| 100 |
1,220.2 |
1,038.8 |
181.4 |
15.1% |
10.5 |
0.9% |
89% |
True |
False |
17,110 |
| 120 |
1,220.2 |
1,038.8 |
181.4 |
15.1% |
8.8 |
0.7% |
89% |
True |
False |
14,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,311.5 |
|
2.618 |
1,276.5 |
|
1.618 |
1,255.0 |
|
1.000 |
1,241.8 |
|
0.618 |
1,233.5 |
|
HIGH |
1,220.3 |
|
0.618 |
1,212.0 |
|
0.500 |
1,209.5 |
|
0.382 |
1,207.0 |
|
LOW |
1,198.8 |
|
0.618 |
1,185.5 |
|
1.000 |
1,177.3 |
|
1.618 |
1,164.0 |
|
2.618 |
1,142.5 |
|
4.250 |
1,107.3 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,209.5 |
1,209.5 |
| PP |
1,206.5 |
1,206.5 |
| S1 |
1,203.5 |
1,203.5 |
|