| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,064.00 |
2,068.75 |
4.75 |
0.2% |
2,056.75 |
| High |
2,071.75 |
2,070.50 |
-1.25 |
-0.1% |
2,071.75 |
| Low |
2,061.50 |
2,046.75 |
-14.75 |
-0.7% |
2,041.25 |
| Close |
2,069.00 |
2,052.25 |
-16.75 |
-0.8% |
2,069.00 |
| Range |
10.25 |
23.75 |
13.50 |
131.7% |
30.50 |
| ATR |
16.53 |
17.05 |
0.52 |
3.1% |
0.00 |
| Volume |
32,542 |
61,115 |
28,573 |
87.8% |
119,567 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.75 |
2,113.75 |
2,065.25 |
|
| R3 |
2,104.00 |
2,090.00 |
2,058.75 |
|
| R2 |
2,080.25 |
2,080.25 |
2,056.50 |
|
| R1 |
2,066.25 |
2,066.25 |
2,054.50 |
2,061.50 |
| PP |
2,056.50 |
2,056.50 |
2,056.50 |
2,054.00 |
| S1 |
2,042.50 |
2,042.50 |
2,050.00 |
2,037.50 |
| S2 |
2,032.75 |
2,032.75 |
2,048.00 |
|
| S3 |
2,009.00 |
2,018.75 |
2,045.75 |
|
| S4 |
1,985.25 |
1,995.00 |
2,039.25 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.25 |
2,141.00 |
2,085.75 |
|
| R3 |
2,121.75 |
2,110.50 |
2,077.50 |
|
| R2 |
2,091.25 |
2,091.25 |
2,074.50 |
|
| R1 |
2,080.00 |
2,080.00 |
2,071.75 |
2,085.50 |
| PP |
2,060.75 |
2,060.75 |
2,060.75 |
2,063.50 |
| S1 |
2,049.50 |
2,049.50 |
2,066.25 |
2,055.00 |
| S2 |
2,030.25 |
2,030.25 |
2,063.50 |
|
| S3 |
1,999.75 |
2,019.00 |
2,060.50 |
|
| S4 |
1,969.25 |
1,988.50 |
2,052.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.75 |
2,044.00 |
27.75 |
1.4% |
16.00 |
0.8% |
30% |
False |
False |
33,640 |
| 10 |
2,071.75 |
2,041.25 |
30.50 |
1.5% |
13.25 |
0.7% |
36% |
False |
False |
22,441 |
| 20 |
2,071.75 |
2,013.50 |
58.25 |
2.8% |
13.75 |
0.7% |
67% |
False |
False |
16,112 |
| 40 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
22.00 |
1.1% |
93% |
False |
False |
10,597 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
23.25 |
1.1% |
93% |
False |
False |
7,718 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
20.25 |
1.0% |
93% |
False |
False |
5,830 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
19.50 |
0.9% |
93% |
False |
False |
4,673 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
18.00 |
0.9% |
93% |
False |
False |
3,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.50 |
|
2.618 |
2,132.75 |
|
1.618 |
2,109.00 |
|
1.000 |
2,094.25 |
|
0.618 |
2,085.25 |
|
HIGH |
2,070.50 |
|
0.618 |
2,061.50 |
|
0.500 |
2,058.50 |
|
0.382 |
2,055.75 |
|
LOW |
2,046.75 |
|
0.618 |
2,032.00 |
|
1.000 |
2,023.00 |
|
1.618 |
2,008.25 |
|
2.618 |
1,984.50 |
|
4.250 |
1,945.75 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.50 |
2,059.25 |
| PP |
2,056.50 |
2,057.00 |
| S1 |
2,054.50 |
2,054.50 |
|