| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,087.50 |
2,076.25 |
-11.25 |
-0.5% |
2,065.00 |
| High |
2,088.50 |
2,082.75 |
-5.75 |
-0.3% |
2,088.75 |
| Low |
2,073.00 |
2,050.75 |
-22.25 |
-1.1% |
2,064.00 |
| Close |
2,076.75 |
2,052.50 |
-24.25 |
-1.2% |
2,084.25 |
| Range |
15.50 |
32.00 |
16.50 |
106.5% |
24.75 |
| ATR |
21.96 |
22.68 |
0.72 |
3.3% |
0.00 |
| Volume |
718,028 |
836,223 |
118,195 |
16.5% |
2,180,703 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,158.00 |
2,137.25 |
2,070.00 |
|
| R3 |
2,126.00 |
2,105.25 |
2,061.25 |
|
| R2 |
2,094.00 |
2,094.00 |
2,058.25 |
|
| R1 |
2,073.25 |
2,073.25 |
2,055.50 |
2,067.50 |
| PP |
2,062.00 |
2,062.00 |
2,062.00 |
2,059.25 |
| S1 |
2,041.25 |
2,041.25 |
2,049.50 |
2,035.50 |
| S2 |
2,030.00 |
2,030.00 |
2,046.75 |
|
| S3 |
1,998.00 |
2,009.25 |
2,043.75 |
|
| S4 |
1,966.00 |
1,977.25 |
2,035.00 |
|
|
| 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 |
2,050.75 |
38.00 |
1.9% |
15.50 |
0.8% |
5% |
False |
True |
546,986 |
| 10 |
2,088.75 |
1,966.00 |
122.75 |
6.0% |
22.50 |
1.1% |
70% |
False |
False |
1,126,069 |
| 20 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
25.50 |
1.2% |
72% |
False |
False |
1,069,306 |
| 40 |
2,088.75 |
1,961.50 |
127.25 |
6.2% |
19.50 |
1.0% |
72% |
False |
False |
539,187 |
| 60 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
25.00 |
1.2% |
87% |
False |
False |
361,195 |
| 80 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
23.75 |
1.2% |
87% |
False |
False |
271,230 |
| 100 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
21.25 |
1.0% |
87% |
False |
False |
216,998 |
| 120 |
2,088.75 |
1,805.00 |
283.75 |
13.8% |
20.25 |
1.0% |
87% |
False |
False |
180,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.75 |
|
2.618 |
2,166.50 |
|
1.618 |
2,134.50 |
|
1.000 |
2,114.75 |
|
0.618 |
2,102.50 |
|
HIGH |
2,082.75 |
|
0.618 |
2,070.50 |
|
0.500 |
2,066.75 |
|
0.382 |
2,063.00 |
|
LOW |
2,050.75 |
|
0.618 |
2,031.00 |
|
1.000 |
2,018.75 |
|
1.618 |
1,999.00 |
|
2.618 |
1,967.00 |
|
4.250 |
1,914.75 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.75 |
2,069.75 |
| PP |
2,062.00 |
2,064.00 |
| S1 |
2,057.25 |
2,058.25 |
|