| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,060.25 |
2,065.00 |
4.75 |
0.2% |
1,990.50 |
| High |
2,076.25 |
2,076.00 |
-0.25 |
0.0% |
2,076.25 |
| Low |
2,056.50 |
2,064.00 |
7.50 |
0.4% |
1,961.50 |
| Close |
2,067.00 |
2,072.50 |
5.50 |
0.3% |
2,067.00 |
| Range |
19.75 |
12.00 |
-7.75 |
-39.2% |
114.75 |
| ATR |
27.65 |
26.53 |
-1.12 |
-4.0% |
0.00 |
| Volume |
1,765,615 |
858,554 |
-907,061 |
-51.4% |
13,066,783 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,106.75 |
2,101.75 |
2,079.00 |
|
| R3 |
2,094.75 |
2,089.75 |
2,075.75 |
|
| R2 |
2,082.75 |
2,082.75 |
2,074.75 |
|
| R1 |
2,077.75 |
2,077.75 |
2,073.50 |
2,080.25 |
| PP |
2,070.75 |
2,070.75 |
2,070.75 |
2,072.00 |
| S1 |
2,065.75 |
2,065.75 |
2,071.50 |
2,068.25 |
| S2 |
2,058.75 |
2,058.75 |
2,070.25 |
|
| S3 |
2,046.75 |
2,053.75 |
2,069.25 |
|
| S4 |
2,034.75 |
2,041.75 |
2,066.00 |
|
|
| 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 |
5.5% |
37.00 |
1.8% |
97% |
False |
False |
2,222,680 |
| 10 |
2,076.25 |
1,961.50 |
114.75 |
5.5% |
35.50 |
1.7% |
97% |
False |
False |
1,772,052 |
| 20 |
2,076.25 |
1,961.50 |
114.75 |
5.5% |
24.50 |
1.2% |
97% |
False |
False |
897,246 |
| 40 |
2,076.25 |
1,936.75 |
139.50 |
6.7% |
21.00 |
1.0% |
97% |
False |
False |
452,228 |
| 60 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
25.75 |
1.2% |
99% |
False |
False |
302,907 |
| 80 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
23.50 |
1.1% |
99% |
False |
False |
227,331 |
| 100 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
21.50 |
1.0% |
99% |
False |
False |
181,873 |
| 120 |
2,076.25 |
1,805.00 |
271.25 |
13.1% |
20.25 |
1.0% |
99% |
False |
False |
151,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,127.00 |
|
2.618 |
2,107.50 |
|
1.618 |
2,095.50 |
|
1.000 |
2,088.00 |
|
0.618 |
2,083.50 |
|
HIGH |
2,076.00 |
|
0.618 |
2,071.50 |
|
0.500 |
2,070.00 |
|
0.382 |
2,068.50 |
|
LOW |
2,064.00 |
|
0.618 |
2,056.50 |
|
1.000 |
2,052.00 |
|
1.618 |
2,044.50 |
|
2.618 |
2,032.50 |
|
4.250 |
2,013.00 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,071.75 |
2,061.75 |
| PP |
2,070.75 |
2,051.00 |
| S1 |
2,070.00 |
2,040.50 |
|