| Trading Metrics calculated at close of trading on 26-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2014 |
26-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,078.75 |
2,078.75 |
0.00 |
0.0% |
2,065.00 |
| High |
2,083.50 |
2,088.75 |
5.25 |
0.3% |
2,088.75 |
| Low |
2,077.00 |
2,078.50 |
1.50 |
0.1% |
2,064.00 |
| Close |
2,078.75 |
2,084.25 |
5.50 |
0.3% |
2,084.25 |
| Range |
6.50 |
10.25 |
3.75 |
57.7% |
24.75 |
| ATR |
24.20 |
23.20 |
-1.00 |
-4.1% |
0.00 |
| Volume |
235,054 |
309,281 |
74,227 |
31.6% |
2,180,703 |
|
| Daily Pivots for day following 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.50 |
2,109.75 |
2,090.00 |
|
| R3 |
2,104.25 |
2,099.50 |
2,087.00 |
|
| R2 |
2,094.00 |
2,094.00 |
2,086.25 |
|
| R1 |
2,089.25 |
2,089.25 |
2,085.25 |
2,091.50 |
| PP |
2,083.75 |
2,083.75 |
2,083.75 |
2,085.00 |
| S1 |
2,079.00 |
2,079.00 |
2,083.25 |
2,081.50 |
| S2 |
2,073.50 |
2,073.50 |
2,082.25 |
|
| S3 |
2,063.25 |
2,068.75 |
2,081.50 |
|
| S4 |
2,053.00 |
2,058.50 |
2,078.50 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.25 |
2,143.50 |
2,097.75 |
|
| R3 |
2,128.50 |
2,118.75 |
2,091.00 |
|
| R2 |
2,103.75 |
2,103.75 |
2,088.75 |
|
| R1 |
2,094.00 |
2,094.00 |
2,086.50 |
2,099.00 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,081.50 |
| S1 |
2,069.25 |
2,069.25 |
2,082.00 |
2,074.00 |
| S2 |
2,054.25 |
2,054.25 |
2,079.75 |
|
| S3 |
2,029.50 |
2,044.50 |
2,077.50 |
|
| S4 |
2,004.75 |
2,019.75 |
2,070.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.75 |
2,056.50 |
32.25 |
1.5% |
12.25 |
0.6% |
86% |
True |
False |
789,263 |
| 10 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
28.75 |
1.4% |
96% |
True |
False |
1,771,154 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
24.50 |
1.2% |
96% |
True |
False |
961,563 |
| 40 |
2,088.75 |
1,952.00 |
136.75 |
6.6% |
20.00 |
1.0% |
97% |
True |
False |
484,876 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
25.25 |
1.2% |
98% |
True |
False |
324,852 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
23.50 |
1.1% |
98% |
True |
False |
243,852 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
21.25 |
1.0% |
98% |
True |
False |
195,093 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.6% |
20.25 |
1.0% |
98% |
True |
False |
162,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.25 |
|
2.618 |
2,115.50 |
|
1.618 |
2,105.25 |
|
1.000 |
2,099.00 |
|
0.618 |
2,095.00 |
|
HIGH |
2,088.75 |
|
0.618 |
2,084.75 |
|
0.500 |
2,083.50 |
|
0.382 |
2,082.50 |
|
LOW |
2,078.50 |
|
0.618 |
2,072.25 |
|
1.000 |
2,068.25 |
|
1.618 |
2,062.00 |
|
2.618 |
2,051.75 |
|
4.250 |
2,035.00 |
|
|
| Fisher Pivots for day following 26-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.00 |
2,083.00 |
| PP |
2,083.75 |
2,081.50 |
| S1 |
2,083.50 |
2,080.00 |
|