| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,068.75 |
2,053.25 |
-15.50 |
-0.7% |
2,056.75 |
| High |
2,070.50 |
2,055.00 |
-15.50 |
-0.7% |
2,071.75 |
| Low |
2,046.75 |
2,026.25 |
-20.50 |
-1.0% |
2,041.25 |
| Close |
2,052.25 |
2,050.50 |
-1.75 |
-0.1% |
2,069.00 |
| Range |
23.75 |
28.75 |
5.00 |
21.1% |
30.50 |
| ATR |
17.05 |
17.89 |
0.84 |
4.9% |
0.00 |
| Volume |
61,115 |
149,839 |
88,724 |
145.2% |
119,567 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.25 |
2,119.00 |
2,066.25 |
|
| R3 |
2,101.50 |
2,090.25 |
2,058.50 |
|
| R2 |
2,072.75 |
2,072.75 |
2,055.75 |
|
| R1 |
2,061.50 |
2,061.50 |
2,053.25 |
2,052.75 |
| PP |
2,044.00 |
2,044.00 |
2,044.00 |
2,039.50 |
| S1 |
2,032.75 |
2,032.75 |
2,047.75 |
2,024.00 |
| S2 |
2,015.25 |
2,015.25 |
2,045.25 |
|
| S3 |
1,986.50 |
2,004.00 |
2,042.50 |
|
| S4 |
1,957.75 |
1,975.25 |
2,034.75 |
|
|
| 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 |
2,026.25 |
45.50 |
2.2% |
18.25 |
0.9% |
53% |
False |
True |
60,540 |
| 10 |
2,071.75 |
2,026.25 |
45.50 |
2.2% |
15.50 |
0.8% |
53% |
False |
True |
35,357 |
| 20 |
2,071.75 |
2,018.00 |
53.75 |
2.6% |
14.50 |
0.7% |
60% |
False |
False |
23,341 |
| 40 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
21.75 |
1.1% |
92% |
False |
False |
14,245 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
23.50 |
1.1% |
92% |
False |
False |
10,205 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
20.50 |
1.0% |
92% |
False |
False |
7,703 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
19.50 |
0.9% |
92% |
False |
False |
6,171 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
13.0% |
18.00 |
0.9% |
92% |
False |
False |
5,148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.25 |
|
2.618 |
2,130.25 |
|
1.618 |
2,101.50 |
|
1.000 |
2,083.75 |
|
0.618 |
2,072.75 |
|
HIGH |
2,055.00 |
|
0.618 |
2,044.00 |
|
0.500 |
2,040.50 |
|
0.382 |
2,037.25 |
|
LOW |
2,026.25 |
|
0.618 |
2,008.50 |
|
1.000 |
1,997.50 |
|
1.618 |
1,979.75 |
|
2.618 |
1,951.00 |
|
4.250 |
1,904.00 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.25 |
2,050.00 |
| PP |
2,044.00 |
2,049.50 |
| S1 |
2,040.50 |
2,049.00 |
|