| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
9,819.0 |
9,928.5 |
109.5 |
1.1% |
9,584.0 |
| High |
9,947.0 |
9,949.0 |
2.0 |
0.0% |
9,937.5 |
| Low |
9,817.0 |
9,865.0 |
48.0 |
0.5% |
9,227.0 |
| Close |
9,889.0 |
9,930.0 |
41.0 |
0.4% |
9,789.5 |
| Range |
130.0 |
84.0 |
-46.0 |
-35.4% |
710.5 |
| ATR |
204.9 |
196.3 |
-8.6 |
-4.2% |
0.0 |
| Volume |
62,291 |
75,833 |
13,542 |
21.7% |
551,652 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,166.7 |
10,132.3 |
9,976.2 |
|
| R3 |
10,082.7 |
10,048.3 |
9,953.1 |
|
| R2 |
9,998.7 |
9,998.7 |
9,945.4 |
|
| R1 |
9,964.3 |
9,964.3 |
9,937.7 |
9,981.5 |
| PP |
9,914.7 |
9,914.7 |
9,914.7 |
9,923.3 |
| S1 |
9,880.3 |
9,880.3 |
9,922.3 |
9,897.5 |
| S2 |
9,830.7 |
9,830.7 |
9,914.6 |
|
| S3 |
9,746.7 |
9,796.3 |
9,906.9 |
|
| S4 |
9,662.7 |
9,712.3 |
9,883.8 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,782.8 |
11,496.7 |
10,180.3 |
|
| R3 |
11,072.3 |
10,786.2 |
9,984.9 |
|
| R2 |
10,361.8 |
10,361.8 |
9,919.8 |
|
| R1 |
10,075.7 |
10,075.7 |
9,854.6 |
10,218.8 |
| PP |
9,651.3 |
9,651.3 |
9,651.3 |
9,722.9 |
| S1 |
9,365.2 |
9,365.2 |
9,724.4 |
9,508.3 |
| S2 |
8,940.8 |
8,940.8 |
9,659.2 |
|
| S3 |
8,230.3 |
8,654.7 |
9,594.1 |
|
| S4 |
7,519.8 |
7,944.2 |
9,398.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,949.0 |
9,437.5 |
511.5 |
5.2% |
183.0 |
1.8% |
96% |
True |
False |
99,856 |
| 10 |
9,949.0 |
9,227.0 |
722.0 |
7.3% |
222.4 |
2.2% |
97% |
True |
False |
74,524 |
| 20 |
10,123.0 |
9,227.0 |
896.0 |
9.0% |
174.6 |
1.8% |
78% |
False |
False |
38,624 |
| 40 |
10,123.0 |
8,910.0 |
1,213.0 |
12.2% |
158.5 |
1.6% |
84% |
False |
False |
20,172 |
| 60 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
172.9 |
1.7% |
89% |
False |
False |
13,616 |
| 80 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
152.2 |
1.5% |
89% |
False |
False |
10,289 |
| 100 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
138.1 |
1.4% |
89% |
False |
False |
8,266 |
| 120 |
10,123.0 |
8,367.5 |
1,755.5 |
17.7% |
126.7 |
1.3% |
89% |
False |
False |
6,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,306.0 |
|
2.618 |
10,168.9 |
|
1.618 |
10,084.9 |
|
1.000 |
10,033.0 |
|
0.618 |
10,000.9 |
|
HIGH |
9,949.0 |
|
0.618 |
9,916.9 |
|
0.500 |
9,907.0 |
|
0.382 |
9,897.1 |
|
LOW |
9,865.0 |
|
0.618 |
9,813.1 |
|
1.000 |
9,781.0 |
|
1.618 |
9,729.1 |
|
2.618 |
9,645.1 |
|
4.250 |
9,508.0 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
9,922.3 |
9,895.6 |
| PP |
9,914.7 |
9,861.2 |
| S1 |
9,907.0 |
9,826.8 |
|