| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,019.75 |
2,022.50 |
2.75 |
0.1% |
2,068.75 |
| High |
2,049.50 |
2,025.50 |
-24.00 |
-1.2% |
2,070.50 |
| Low |
2,017.00 |
1,989.75 |
-27.25 |
-1.4% |
1,989.75 |
| Close |
2,024.00 |
1,990.50 |
-33.50 |
-1.7% |
1,990.50 |
| Range |
32.50 |
35.75 |
3.25 |
10.0% |
80.75 |
| ATR |
20.16 |
21.28 |
1.11 |
5.5% |
0.00 |
| Volume |
873,589 |
2,464,056 |
1,590,467 |
182.1% |
3,856,299 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.25 |
2,085.50 |
2,010.25 |
|
| R3 |
2,073.50 |
2,049.75 |
2,000.25 |
|
| R2 |
2,037.75 |
2,037.75 |
1,997.00 |
|
| R1 |
2,014.00 |
2,014.00 |
1,993.75 |
2,008.00 |
| PP |
2,002.00 |
2,002.00 |
2,002.00 |
1,999.00 |
| S1 |
1,978.25 |
1,978.25 |
1,987.25 |
1,972.25 |
| S2 |
1,966.25 |
1,966.25 |
1,984.00 |
|
| S3 |
1,930.50 |
1,942.50 |
1,980.75 |
|
| S4 |
1,894.75 |
1,906.75 |
1,970.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.25 |
2,205.50 |
2,035.00 |
|
| R3 |
2,178.50 |
2,124.75 |
2,012.75 |
|
| R2 |
2,097.75 |
2,097.75 |
2,005.25 |
|
| R1 |
2,044.00 |
2,044.00 |
1,998.00 |
2,030.50 |
| PP |
2,017.00 |
2,017.00 |
2,017.00 |
2,010.00 |
| S1 |
1,963.25 |
1,963.25 |
1,983.00 |
1,949.75 |
| S2 |
1,936.25 |
1,936.25 |
1,975.75 |
|
| S3 |
1,855.50 |
1,882.50 |
1,968.25 |
|
| S4 |
1,774.75 |
1,801.75 |
1,946.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,070.50 |
1,989.75 |
80.75 |
4.1% |
31.50 |
1.6% |
1% |
False |
True |
771,259 |
| 10 |
2,071.75 |
1,989.75 |
82.00 |
4.1% |
23.00 |
1.1% |
1% |
False |
True |
397,586 |
| 20 |
2,071.75 |
1,989.75 |
82.00 |
4.1% |
18.00 |
0.9% |
1% |
False |
True |
204,529 |
| 40 |
2,071.75 |
1,843.50 |
228.25 |
11.5% |
20.50 |
1.0% |
64% |
False |
False |
104,811 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
13.4% |
24.25 |
1.2% |
70% |
False |
False |
70,941 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
13.4% |
21.25 |
1.1% |
70% |
False |
False |
53,268 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
13.4% |
20.25 |
1.0% |
70% |
False |
False |
42,623 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
13.4% |
18.75 |
0.9% |
70% |
False |
False |
35,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,177.50 |
|
2.618 |
2,119.00 |
|
1.618 |
2,083.25 |
|
1.000 |
2,061.25 |
|
0.618 |
2,047.50 |
|
HIGH |
2,025.50 |
|
0.618 |
2,011.75 |
|
0.500 |
2,007.50 |
|
0.382 |
2,003.50 |
|
LOW |
1,989.75 |
|
0.618 |
1,967.75 |
|
1.000 |
1,954.00 |
|
1.618 |
1,932.00 |
|
2.618 |
1,896.25 |
|
4.250 |
1,837.75 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,007.50 |
2,021.50 |
| PP |
2,002.00 |
2,011.00 |
| S1 |
1,996.25 |
2,000.75 |
|