| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,188.8 |
1,204.5 |
15.7 |
1.3% |
1,159.2 |
| High |
1,209.2 |
1,239.4 |
30.2 |
2.5% |
1,221.0 |
| Low |
1,188.0 |
1,201.0 |
13.0 |
1.1% |
1,143.4 |
| Close |
1,195.5 |
1,232.6 |
37.1 |
3.1% |
1,191.0 |
| Range |
21.2 |
38.4 |
17.2 |
81.1% |
77.6 |
| ATR |
21.7 |
23.3 |
1.6 |
7.3% |
0.0 |
| Volume |
3,286 |
4,665 |
1,379 |
42.0% |
18,742 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,339.5 |
1,324.5 |
1,253.7 |
|
| R3 |
1,301.1 |
1,286.1 |
1,243.2 |
|
| R2 |
1,262.7 |
1,262.7 |
1,239.6 |
|
| R1 |
1,247.7 |
1,247.7 |
1,236.1 |
1,255.2 |
| PP |
1,224.3 |
1,224.3 |
1,224.3 |
1,228.1 |
| S1 |
1,209.3 |
1,209.3 |
1,229.1 |
1,216.8 |
| S2 |
1,185.9 |
1,185.9 |
1,225.6 |
|
| S3 |
1,147.5 |
1,170.9 |
1,222.0 |
|
| S4 |
1,109.1 |
1,132.5 |
1,211.5 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,417.9 |
1,382.1 |
1,233.7 |
|
| R3 |
1,340.3 |
1,304.5 |
1,212.3 |
|
| R2 |
1,262.7 |
1,262.7 |
1,205.2 |
|
| R1 |
1,226.9 |
1,226.9 |
1,198.1 |
1,244.8 |
| PP |
1,185.1 |
1,185.1 |
1,185.1 |
1,194.1 |
| S1 |
1,149.3 |
1,149.3 |
1,183.9 |
1,167.2 |
| S2 |
1,107.5 |
1,107.5 |
1,176.8 |
|
| S3 |
1,029.9 |
1,071.7 |
1,169.7 |
|
| S4 |
952.3 |
994.1 |
1,148.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,239.4 |
1,187.7 |
51.7 |
4.2% |
22.3 |
1.8% |
87% |
True |
False |
3,153 |
| 10 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
25.8 |
2.1% |
93% |
True |
False |
4,898 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
22.9 |
1.9% |
93% |
True |
False |
4,870 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
19.1 |
1.6% |
82% |
False |
False |
3,414 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.0% |
17.0 |
1.4% |
82% |
False |
False |
2,713 |
| 80 |
1,305.6 |
1,132.1 |
173.5 |
14.1% |
14.9 |
1.2% |
58% |
False |
False |
2,360 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.3% |
13.4 |
1.1% |
53% |
False |
False |
1,990 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
17.5% |
12.2 |
1.0% |
47% |
False |
False |
1,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,402.6 |
|
2.618 |
1,339.9 |
|
1.618 |
1,301.5 |
|
1.000 |
1,277.8 |
|
0.618 |
1,263.1 |
|
HIGH |
1,239.4 |
|
0.618 |
1,224.7 |
|
0.500 |
1,220.2 |
|
0.382 |
1,215.7 |
|
LOW |
1,201.0 |
|
0.618 |
1,177.3 |
|
1.000 |
1,162.6 |
|
1.618 |
1,138.9 |
|
2.618 |
1,100.5 |
|
4.250 |
1,037.8 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,228.5 |
1,226.3 |
| PP |
1,224.3 |
1,219.9 |
| S1 |
1,220.2 |
1,213.6 |
|