| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,437.5 |
9,688.0 |
250.5 |
2.7% |
10,093.0 |
| High |
9,682.5 |
9,885.0 |
202.5 |
2.1% |
10,099.5 |
| Low |
9,437.5 |
9,662.0 |
224.5 |
2.4% |
9,555.0 |
| Close |
9,584.5 |
9,811.0 |
226.5 |
2.4% |
9,600.0 |
| Range |
245.0 |
223.0 |
-22.0 |
-9.0% |
544.5 |
| ATR |
199.5 |
206.7 |
7.2 |
3.6% |
0.0 |
| Volume |
89,464 |
135,848 |
46,384 |
51.8% |
63,700 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,455.0 |
10,356.0 |
9,933.7 |
|
| R3 |
10,232.0 |
10,133.0 |
9,872.3 |
|
| R2 |
10,009.0 |
10,009.0 |
9,851.9 |
|
| R1 |
9,910.0 |
9,910.0 |
9,831.4 |
9,959.5 |
| PP |
9,786.0 |
9,786.0 |
9,786.0 |
9,810.8 |
| S1 |
9,687.0 |
9,687.0 |
9,790.6 |
9,736.5 |
| S2 |
9,563.0 |
9,563.0 |
9,770.1 |
|
| S3 |
9,340.0 |
9,464.0 |
9,749.7 |
|
| S4 |
9,117.0 |
9,241.0 |
9,688.4 |
|
|
| 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 |
9,885.0 |
9,227.0 |
658.0 |
6.7% |
292.5 |
3.0% |
89% |
True |
False |
89,241 |
| 10 |
10,109.0 |
9,227.0 |
882.0 |
9.0% |
226.7 |
2.3% |
66% |
False |
False |
48,104 |
| 20 |
10,123.0 |
9,227.0 |
896.0 |
9.1% |
176.2 |
1.8% |
65% |
False |
False |
25,337 |
| 40 |
10,123.0 |
8,843.5 |
1,279.5 |
13.0% |
159.7 |
1.6% |
76% |
False |
False |
13,348 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
170.9 |
1.7% |
82% |
False |
False |
9,059 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
148.5 |
1.5% |
82% |
False |
False |
6,894 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
137.5 |
1.4% |
82% |
False |
False |
5,528 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.9% |
123.7 |
1.3% |
82% |
False |
False |
4,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,832.8 |
|
2.618 |
10,468.8 |
|
1.618 |
10,245.8 |
|
1.000 |
10,108.0 |
|
0.618 |
10,022.8 |
|
HIGH |
9,885.0 |
|
0.618 |
9,799.8 |
|
0.500 |
9,773.5 |
|
0.382 |
9,747.2 |
|
LOW |
9,662.0 |
|
0.618 |
9,524.2 |
|
1.000 |
9,439.0 |
|
1.618 |
9,301.2 |
|
2.618 |
9,078.2 |
|
4.250 |
8,714.3 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,798.5 |
9,726.0 |
| PP |
9,786.0 |
9,641.0 |
| S1 |
9,773.5 |
9,556.0 |
|