| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,008.00 |
2,060.25 |
52.25 |
2.6% |
1,990.50 |
| High |
2,062.75 |
2,076.25 |
13.50 |
0.7% |
2,076.25 |
| Low |
2,004.50 |
2,056.50 |
52.00 |
2.6% |
1,961.50 |
| Close |
2,060.00 |
2,067.00 |
7.00 |
0.3% |
2,067.00 |
| Range |
58.25 |
19.75 |
-38.50 |
-66.1% |
114.75 |
| ATR |
28.25 |
27.65 |
-0.61 |
-2.1% |
0.00 |
| Volume |
2,358,167 |
1,765,615 |
-592,552 |
-25.1% |
13,066,783 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.75 |
2,116.25 |
2,077.75 |
|
| R3 |
2,106.00 |
2,096.50 |
2,072.50 |
|
| R2 |
2,086.25 |
2,086.25 |
2,070.50 |
|
| R1 |
2,076.75 |
2,076.75 |
2,068.75 |
2,081.50 |
| PP |
2,066.50 |
2,066.50 |
2,066.50 |
2,069.00 |
| S1 |
2,057.00 |
2,057.00 |
2,065.25 |
2,061.75 |
| S2 |
2,046.75 |
2,046.75 |
2,063.50 |
|
| S3 |
2,027.00 |
2,037.25 |
2,061.50 |
|
| S4 |
2,007.25 |
2,017.50 |
2,056.25 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,379.25 |
2,337.75 |
2,130.00 |
|
| R3 |
2,264.50 |
2,223.00 |
2,098.50 |
|
| R2 |
2,149.75 |
2,149.75 |
2,088.00 |
|
| R1 |
2,108.25 |
2,108.25 |
2,077.50 |
2,129.00 |
| PP |
2,035.00 |
2,035.00 |
2,035.00 |
2,045.25 |
| S1 |
1,993.50 |
1,993.50 |
2,056.50 |
2,014.25 |
| S2 |
1,920.25 |
1,920.25 |
2,046.00 |
|
| S3 |
1,805.50 |
1,878.75 |
2,035.50 |
|
| S4 |
1,690.75 |
1,764.00 |
2,004.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,076.25 |
1,961.50 |
114.75 |
5.6% |
42.00 |
2.0% |
92% |
True |
False |
2,613,356 |
| 10 |
2,076.25 |
1,961.50 |
114.75 |
5.6% |
36.75 |
1.8% |
92% |
True |
False |
1,692,308 |
| 20 |
2,076.25 |
1,961.50 |
114.75 |
5.6% |
25.00 |
1.2% |
92% |
True |
False |
855,016 |
| 40 |
2,076.25 |
1,924.25 |
152.00 |
7.4% |
21.25 |
1.0% |
94% |
True |
False |
430,876 |
| 60 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
26.00 |
1.3% |
97% |
True |
False |
288,626 |
| 80 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
23.50 |
1.1% |
97% |
True |
False |
216,600 |
| 100 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
21.75 |
1.1% |
97% |
True |
False |
173,287 |
| 120 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
20.00 |
1.0% |
97% |
True |
False |
144,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.25 |
|
2.618 |
2,128.00 |
|
1.618 |
2,108.25 |
|
1.000 |
2,096.00 |
|
0.618 |
2,088.50 |
|
HIGH |
2,076.25 |
|
0.618 |
2,068.75 |
|
0.500 |
2,066.50 |
|
0.382 |
2,064.00 |
|
LOW |
2,056.50 |
|
0.618 |
2,044.25 |
|
1.000 |
2,036.75 |
|
1.618 |
2,024.50 |
|
2.618 |
2,004.75 |
|
4.250 |
1,972.50 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.75 |
2,051.75 |
| PP |
2,066.50 |
2,036.50 |
| S1 |
2,066.50 |
2,021.00 |
|