| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,050.75 |
2,019.75 |
-31.00 |
-1.5% |
2,056.75 |
| High |
2,053.00 |
2,049.50 |
-3.50 |
-0.2% |
2,071.75 |
| Low |
2,016.50 |
2,017.00 |
0.50 |
0.0% |
2,041.25 |
| Close |
2,019.50 |
2,024.00 |
4.50 |
0.2% |
2,069.00 |
| Range |
36.50 |
32.50 |
-4.00 |
-11.0% |
30.50 |
| ATR |
19.22 |
20.16 |
0.95 |
4.9% |
0.00 |
| Volume |
307,700 |
873,589 |
565,889 |
183.9% |
119,567 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.75 |
2,108.25 |
2,042.00 |
|
| R3 |
2,095.25 |
2,075.75 |
2,033.00 |
|
| R2 |
2,062.75 |
2,062.75 |
2,030.00 |
|
| R1 |
2,043.25 |
2,043.25 |
2,027.00 |
2,053.00 |
| PP |
2,030.25 |
2,030.25 |
2,030.25 |
2,035.00 |
| S1 |
2,010.75 |
2,010.75 |
2,021.00 |
2,020.50 |
| S2 |
1,997.75 |
1,997.75 |
2,018.00 |
|
| S3 |
1,965.25 |
1,978.25 |
2,015.00 |
|
| S4 |
1,932.75 |
1,945.75 |
2,006.00 |
|
|
| 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 |
2,016.50 |
55.25 |
2.7% |
26.25 |
1.3% |
14% |
False |
False |
284,957 |
| 10 |
2,071.75 |
2,016.50 |
55.25 |
2.7% |
20.25 |
1.0% |
14% |
False |
False |
151,973 |
| 20 |
2,071.75 |
2,016.50 |
55.25 |
2.7% |
17.00 |
0.8% |
14% |
False |
False |
82,060 |
| 40 |
2,071.75 |
1,808.25 |
263.50 |
13.0% |
21.00 |
1.0% |
82% |
False |
False |
43,504 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
24.00 |
1.2% |
82% |
False |
False |
29,882 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
21.00 |
1.0% |
82% |
False |
False |
22,468 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
20.00 |
1.0% |
82% |
False |
False |
17,984 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
13.2% |
18.50 |
0.9% |
82% |
False |
False |
14,991 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.50 |
|
2.618 |
2,134.50 |
|
1.618 |
2,102.00 |
|
1.000 |
2,082.00 |
|
0.618 |
2,069.50 |
|
HIGH |
2,049.50 |
|
0.618 |
2,037.00 |
|
0.500 |
2,033.25 |
|
0.382 |
2,029.50 |
|
LOW |
2,017.00 |
|
0.618 |
1,997.00 |
|
1.000 |
1,984.50 |
|
1.618 |
1,964.50 |
|
2.618 |
1,932.00 |
|
4.250 |
1,879.00 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.25 |
2,035.75 |
| PP |
2,030.25 |
2,031.75 |
| S1 |
2,027.00 |
2,028.00 |
|