| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,984.50 |
1,966.75 |
-17.75 |
-0.9% |
2,068.75 |
| High |
2,011.25 |
2,011.00 |
-0.25 |
0.0% |
2,070.50 |
| Low |
1,961.50 |
1,966.00 |
4.50 |
0.2% |
1,989.75 |
| Close |
1,965.00 |
2,008.25 |
43.25 |
2.2% |
1,990.50 |
| Range |
49.75 |
45.00 |
-4.75 |
-9.5% |
80.75 |
| ATR |
24.40 |
25.95 |
1.54 |
6.3% |
0.00 |
| Volume |
3,365,454 |
2,765,611 |
-599,843 |
-17.8% |
3,856,299 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,130.00 |
2,114.25 |
2,033.00 |
|
| R3 |
2,085.00 |
2,069.25 |
2,020.50 |
|
| R2 |
2,040.00 |
2,040.00 |
2,016.50 |
|
| R1 |
2,024.25 |
2,024.25 |
2,012.50 |
2,032.00 |
| PP |
1,995.00 |
1,995.00 |
1,995.00 |
1,999.00 |
| S1 |
1,979.25 |
1,979.25 |
2,004.00 |
1,987.00 |
| S2 |
1,950.00 |
1,950.00 |
2,000.00 |
|
| S3 |
1,905.00 |
1,934.25 |
1,996.00 |
|
| S4 |
1,860.00 |
1,889.25 |
1,983.50 |
|
|
| 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 |
2,049.50 |
1,961.50 |
88.00 |
4.4% |
40.25 |
2.0% |
53% |
False |
False |
2,456,129 |
| 10 |
2,071.75 |
1,961.50 |
110.25 |
5.5% |
31.50 |
1.6% |
42% |
False |
False |
1,286,273 |
| 20 |
2,071.75 |
1,961.50 |
110.25 |
5.5% |
22.75 |
1.1% |
42% |
False |
False |
650,411 |
| 40 |
2,071.75 |
1,912.25 |
159.50 |
7.9% |
20.75 |
1.0% |
60% |
False |
False |
328,059 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
13.3% |
25.75 |
1.3% |
76% |
False |
False |
219,943 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
13.3% |
22.75 |
1.1% |
76% |
False |
False |
165,054 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
13.3% |
21.25 |
1.1% |
76% |
False |
False |
132,053 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
13.3% |
19.50 |
1.0% |
76% |
False |
False |
110,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.25 |
|
2.618 |
2,128.75 |
|
1.618 |
2,083.75 |
|
1.000 |
2,056.00 |
|
0.618 |
2,038.75 |
|
HIGH |
2,011.00 |
|
0.618 |
1,993.75 |
|
0.500 |
1,988.50 |
|
0.382 |
1,983.25 |
|
LOW |
1,966.00 |
|
0.618 |
1,938.25 |
|
1.000 |
1,921.00 |
|
1.618 |
1,893.25 |
|
2.618 |
1,848.25 |
|
4.250 |
1,774.75 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,001.75 |
2,001.00 |
| PP |
1,995.00 |
1,994.00 |
| S1 |
1,988.50 |
1,987.00 |
|