| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,370.0 |
9,437.5 |
67.5 |
0.7% |
10,093.0 |
| High |
9,585.5 |
9,682.5 |
97.0 |
1.0% |
10,099.5 |
| Low |
9,227.0 |
9,437.5 |
210.5 |
2.3% |
9,555.0 |
| Close |
9,574.0 |
9,584.5 |
10.5 |
0.1% |
9,600.0 |
| Range |
358.5 |
245.0 |
-113.5 |
-31.7% |
544.5 |
| ATR |
196.0 |
199.5 |
3.5 |
1.8% |
0.0 |
| Volume |
73,260 |
89,464 |
16,204 |
22.1% |
63,700 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,303.2 |
10,188.8 |
9,719.3 |
|
| R3 |
10,058.2 |
9,943.8 |
9,651.9 |
|
| R2 |
9,813.2 |
9,813.2 |
9,629.4 |
|
| R1 |
9,698.8 |
9,698.8 |
9,607.0 |
9,756.0 |
| PP |
9,568.2 |
9,568.2 |
9,568.2 |
9,596.8 |
| S1 |
9,453.8 |
9,453.8 |
9,562.0 |
9,511.0 |
| S2 |
9,323.2 |
9,323.2 |
9,539.6 |
|
| S3 |
9,078.2 |
9,208.8 |
9,517.1 |
|
| S4 |
8,833.2 |
8,963.8 |
9,449.8 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,385.0 |
11,037.0 |
9,899.5 |
|
| R3 |
10,840.5 |
10,492.5 |
9,749.7 |
|
| R2 |
10,296.0 |
10,296.0 |
9,699.8 |
|
| R1 |
9,948.0 |
9,948.0 |
9,649.9 |
9,849.8 |
| PP |
9,751.5 |
9,751.5 |
9,751.5 |
9,702.4 |
| S1 |
9,403.5 |
9,403.5 |
9,550.1 |
9,305.3 |
| S2 |
9,207.0 |
9,207.0 |
9,500.2 |
|
| S3 |
8,662.5 |
8,859.0 |
9,450.3 |
|
| S4 |
8,118.0 |
8,314.5 |
9,300.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,920.0 |
9,227.0 |
693.0 |
7.2% |
276.2 |
2.9% |
52% |
False |
False |
64,258 |
| 10 |
10,123.0 |
9,227.0 |
896.0 |
9.3% |
231.8 |
2.4% |
40% |
False |
False |
34,851 |
| 20 |
10,123.0 |
9,227.0 |
896.0 |
9.3% |
170.4 |
1.8% |
40% |
False |
False |
18,640 |
| 40 |
10,123.0 |
8,833.5 |
1,289.5 |
13.5% |
160.2 |
1.7% |
58% |
False |
False |
9,961 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
171.3 |
1.8% |
69% |
False |
False |
6,798 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
146.9 |
1.5% |
69% |
False |
False |
5,198 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
135.3 |
1.4% |
69% |
False |
False |
4,170 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
18.3% |
122.4 |
1.3% |
69% |
False |
False |
3,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,723.8 |
|
2.618 |
10,323.9 |
|
1.618 |
10,078.9 |
|
1.000 |
9,927.5 |
|
0.618 |
9,833.9 |
|
HIGH |
9,682.5 |
|
0.618 |
9,588.9 |
|
0.500 |
9,560.0 |
|
0.382 |
9,531.1 |
|
LOW |
9,437.5 |
|
0.618 |
9,286.1 |
|
1.000 |
9,192.5 |
|
1.618 |
9,041.1 |
|
2.618 |
8,796.1 |
|
4.250 |
8,396.3 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,576.3 |
9,542.6 |
| PP |
9,568.2 |
9,500.7 |
| S1 |
9,560.0 |
9,458.8 |
|