| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,078.75 |
5.75 |
0.3% |
1,990.50 |
| High |
2,084.50 |
2,083.50 |
-1.00 |
0.0% |
2,076.25 |
| Low |
2,071.50 |
2,077.00 |
5.50 |
0.3% |
1,961.50 |
| Close |
2,079.00 |
2,078.75 |
-0.25 |
0.0% |
2,067.00 |
| Range |
13.00 |
6.50 |
-6.50 |
-50.0% |
114.75 |
| ATR |
25.56 |
24.20 |
-1.36 |
-5.3% |
0.00 |
| Volume |
777,814 |
235,054 |
-542,760 |
-69.8% |
13,066,783 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.25 |
2,095.50 |
2,082.25 |
|
| R3 |
2,092.75 |
2,089.00 |
2,080.50 |
|
| R2 |
2,086.25 |
2,086.25 |
2,080.00 |
|
| R1 |
2,082.50 |
2,082.50 |
2,079.25 |
2,082.00 |
| PP |
2,079.75 |
2,079.75 |
2,079.75 |
2,079.50 |
| S1 |
2,076.00 |
2,076.00 |
2,078.25 |
2,075.50 |
| S2 |
2,073.25 |
2,073.25 |
2,077.50 |
|
| S3 |
2,066.75 |
2,069.50 |
2,077.00 |
|
| S4 |
2,060.25 |
2,063.00 |
2,075.25 |
|
|
| 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 |
2,084.50 |
2,004.50 |
80.00 |
3.8% |
22.00 |
1.1% |
93% |
False |
False |
1,199,040 |
| 10 |
2,084.50 |
1,961.50 |
123.00 |
5.9% |
31.00 |
1.5% |
95% |
False |
False |
1,827,585 |
| 20 |
2,084.50 |
1,961.50 |
123.00 |
5.9% |
24.50 |
1.2% |
95% |
False |
False |
946,411 |
| 40 |
2,084.50 |
1,952.00 |
132.50 |
6.4% |
20.25 |
1.0% |
96% |
False |
False |
477,288 |
| 60 |
2,084.50 |
1,805.00 |
279.50 |
13.4% |
25.50 |
1.2% |
98% |
False |
False |
319,728 |
| 80 |
2,084.50 |
1,805.00 |
279.50 |
13.4% |
23.50 |
1.1% |
98% |
False |
False |
239,992 |
| 100 |
2,084.50 |
1,805.00 |
279.50 |
13.4% |
21.50 |
1.0% |
98% |
False |
False |
192,000 |
| 120 |
2,084.50 |
1,805.00 |
279.50 |
13.4% |
20.25 |
1.0% |
98% |
False |
False |
160,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,111.00 |
|
2.618 |
2,100.50 |
|
1.618 |
2,094.00 |
|
1.000 |
2,090.00 |
|
0.618 |
2,087.50 |
|
HIGH |
2,083.50 |
|
0.618 |
2,081.00 |
|
0.500 |
2,080.25 |
|
0.382 |
2,079.50 |
|
LOW |
2,077.00 |
|
0.618 |
2,073.00 |
|
1.000 |
2,070.50 |
|
1.618 |
2,066.50 |
|
2.618 |
2,060.00 |
|
4.250 |
2,049.50 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.25 |
2,077.25 |
| PP |
2,079.75 |
2,075.75 |
| S1 |
2,079.25 |
2,074.25 |
|