| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,966.75 |
2,008.00 |
41.25 |
2.1% |
2,068.75 |
| High |
2,011.00 |
2,062.75 |
51.75 |
2.6% |
2,070.50 |
| Low |
1,966.00 |
2,004.50 |
38.50 |
2.0% |
1,989.75 |
| Close |
2,008.25 |
2,060.00 |
51.75 |
2.6% |
1,990.50 |
| Range |
45.00 |
58.25 |
13.25 |
29.4% |
80.75 |
| ATR |
25.95 |
28.25 |
2.31 |
8.9% |
0.00 |
| Volume |
2,765,611 |
2,358,167 |
-407,444 |
-14.7% |
3,856,299 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,217.25 |
2,196.75 |
2,092.00 |
|
| R3 |
2,159.00 |
2,138.50 |
2,076.00 |
|
| R2 |
2,100.75 |
2,100.75 |
2,070.75 |
|
| R1 |
2,080.25 |
2,080.25 |
2,065.25 |
2,090.50 |
| PP |
2,042.50 |
2,042.50 |
2,042.50 |
2,047.50 |
| S1 |
2,022.00 |
2,022.00 |
2,054.75 |
2,032.25 |
| S2 |
1,984.25 |
1,984.25 |
2,049.25 |
|
| S3 |
1,926.00 |
1,963.75 |
2,044.00 |
|
| S4 |
1,867.75 |
1,905.50 |
2,028.00 |
|
|
| 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 |
2,062.75 |
1,961.50 |
101.25 |
4.9% |
45.25 |
2.2% |
97% |
True |
False |
2,753,044 |
| 10 |
2,071.75 |
1,961.50 |
110.25 |
5.4% |
35.75 |
1.7% |
89% |
False |
False |
1,519,000 |
| 20 |
2,071.75 |
1,961.50 |
110.25 |
5.4% |
25.00 |
1.2% |
89% |
False |
False |
767,513 |
| 40 |
2,071.75 |
1,914.75 |
157.00 |
7.6% |
21.75 |
1.1% |
93% |
False |
False |
386,876 |
| 60 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
26.25 |
1.3% |
96% |
False |
False |
259,218 |
| 80 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
23.25 |
1.1% |
96% |
False |
False |
194,530 |
| 100 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
21.75 |
1.1% |
96% |
False |
False |
155,632 |
| 120 |
2,071.75 |
1,805.00 |
266.75 |
12.9% |
20.00 |
1.0% |
96% |
False |
False |
129,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,310.25 |
|
2.618 |
2,215.25 |
|
1.618 |
2,157.00 |
|
1.000 |
2,121.00 |
|
0.618 |
2,098.75 |
|
HIGH |
2,062.75 |
|
0.618 |
2,040.50 |
|
0.500 |
2,033.50 |
|
0.382 |
2,026.75 |
|
LOW |
2,004.50 |
|
0.618 |
1,968.50 |
|
1.000 |
1,946.25 |
|
1.618 |
1,910.25 |
|
2.618 |
1,852.00 |
|
4.250 |
1,757.00 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.25 |
2,044.00 |
| PP |
2,042.50 |
2,028.00 |
| S1 |
2,033.50 |
2,012.00 |
|