| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,086.00 |
2,087.50 |
1.50 |
0.1% |
2,065.00 |
| High |
2,088.75 |
2,088.50 |
-0.25 |
0.0% |
2,088.75 |
| Low |
2,076.00 |
2,073.00 |
-3.00 |
-0.1% |
2,064.00 |
| Close |
2,085.75 |
2,076.75 |
-9.00 |
-0.4% |
2,084.25 |
| Range |
12.75 |
15.50 |
2.75 |
21.6% |
24.75 |
| ATR |
22.46 |
21.96 |
-0.50 |
-2.2% |
0.00 |
| Volume |
636,345 |
718,028 |
81,683 |
12.8% |
2,180,703 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.00 |
2,116.75 |
2,085.25 |
|
| R3 |
2,110.50 |
2,101.25 |
2,081.00 |
|
| R2 |
2,095.00 |
2,095.00 |
2,079.50 |
|
| R1 |
2,085.75 |
2,085.75 |
2,078.25 |
2,082.50 |
| PP |
2,079.50 |
2,079.50 |
2,079.50 |
2,077.75 |
| S1 |
2,070.25 |
2,070.25 |
2,075.25 |
2,067.00 |
| S2 |
2,064.00 |
2,064.00 |
2,074.00 |
|
| S3 |
2,048.50 |
2,054.75 |
2,072.50 |
|
| S4 |
2,033.00 |
2,039.25 |
2,068.25 |
|
|
| 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 |
2,071.50 |
17.25 |
0.8% |
11.50 |
0.6% |
30% |
False |
False |
535,304 |
| 10 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
24.25 |
1.2% |
91% |
False |
False |
1,378,992 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
24.75 |
1.2% |
91% |
False |
False |
1,028,262 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.1% |
19.00 |
0.9% |
91% |
False |
False |
518,424 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
24.75 |
1.2% |
96% |
False |
False |
347,296 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
23.50 |
1.1% |
96% |
False |
False |
260,779 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
21.25 |
1.0% |
96% |
False |
False |
208,636 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.7% |
20.25 |
1.0% |
96% |
False |
False |
173,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.50 |
|
2.618 |
2,129.00 |
|
1.618 |
2,113.50 |
|
1.000 |
2,104.00 |
|
0.618 |
2,098.00 |
|
HIGH |
2,088.50 |
|
0.618 |
2,082.50 |
|
0.500 |
2,080.75 |
|
0.382 |
2,079.00 |
|
LOW |
2,073.00 |
|
0.618 |
2,063.50 |
|
1.000 |
2,057.50 |
|
1.618 |
2,048.00 |
|
2.618 |
2,032.50 |
|
4.250 |
2,007.00 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.75 |
2,081.00 |
| PP |
2,079.50 |
2,079.50 |
| S1 |
2,078.00 |
2,078.00 |
|