| Trading Metrics calculated at close of trading on 11-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2014 |
11-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,894.5 |
9,786.0 |
-108.5 |
-1.1% |
9,923.0 |
| High |
9,921.0 |
9,920.0 |
-1.0 |
0.0% |
10,123.0 |
| Low |
9,748.0 |
9,778.5 |
30.5 |
0.3% |
9,849.0 |
| Close |
9,825.0 |
9,885.5 |
60.5 |
0.6% |
10,102.0 |
| Range |
173.0 |
141.5 |
-31.5 |
-18.2% |
274.0 |
| ATR |
156.9 |
155.8 |
-1.1 |
-0.7% |
0.0 |
| Volume |
14,132 |
10,936 |
-3,196 |
-22.6% |
16,080 |
|
| Daily Pivots for day following 11-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,285.8 |
10,227.2 |
9,963.3 |
|
| R3 |
10,144.3 |
10,085.7 |
9,924.4 |
|
| R2 |
10,002.8 |
10,002.8 |
9,911.4 |
|
| R1 |
9,944.2 |
9,944.2 |
9,898.5 |
9,973.5 |
| PP |
9,861.3 |
9,861.3 |
9,861.3 |
9,876.0 |
| S1 |
9,802.7 |
9,802.7 |
9,872.5 |
9,832.0 |
| S2 |
9,719.8 |
9,719.8 |
9,859.6 |
|
| S3 |
9,578.3 |
9,661.2 |
9,846.6 |
|
| S4 |
9,436.8 |
9,519.7 |
9,807.7 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,846.7 |
10,748.3 |
10,252.7 |
|
| R3 |
10,572.7 |
10,474.3 |
10,177.4 |
|
| R2 |
10,298.7 |
10,298.7 |
10,152.2 |
|
| R1 |
10,200.3 |
10,200.3 |
10,127.1 |
10,249.5 |
| PP |
10,024.7 |
10,024.7 |
10,024.7 |
10,049.3 |
| S1 |
9,926.3 |
9,926.3 |
10,076.9 |
9,975.5 |
| S2 |
9,750.7 |
9,750.7 |
10,051.8 |
|
| S3 |
9,476.7 |
9,652.3 |
10,026.7 |
|
| S4 |
9,202.7 |
9,378.3 |
9,951.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,109.0 |
9,748.0 |
361.0 |
3.7% |
160.8 |
1.6% |
38% |
False |
False |
6,967 |
| 10 |
10,123.0 |
9,748.0 |
375.0 |
3.8% |
143.9 |
1.5% |
37% |
False |
False |
5,061 |
| 20 |
10,123.0 |
9,145.5 |
977.5 |
9.9% |
134.4 |
1.4% |
76% |
False |
False |
3,911 |
| 40 |
10,123.0 |
8,573.0 |
1,550.0 |
15.7% |
151.1 |
1.5% |
85% |
False |
False |
2,244 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
158.7 |
1.6% |
86% |
False |
False |
1,644 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
135.2 |
1.4% |
86% |
False |
False |
1,324 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
126.3 |
1.3% |
86% |
False |
False |
1,067 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.8% |
112.7 |
1.1% |
86% |
False |
False |
892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,521.4 |
|
2.618 |
10,290.4 |
|
1.618 |
10,148.9 |
|
1.000 |
10,061.5 |
|
0.618 |
10,007.4 |
|
HIGH |
9,920.0 |
|
0.618 |
9,865.9 |
|
0.500 |
9,849.3 |
|
0.382 |
9,832.6 |
|
LOW |
9,778.5 |
|
0.618 |
9,691.1 |
|
1.000 |
9,637.0 |
|
1.618 |
9,549.6 |
|
2.618 |
9,408.1 |
|
4.250 |
9,177.1 |
|
|
| Fisher Pivots for day following 11-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,873.4 |
9,875.9 |
| PP |
9,861.3 |
9,866.3 |
| S1 |
9,849.3 |
9,856.8 |
|