| Trading Metrics calculated at close of trading on 12-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2014 |
12-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,227.2 |
1,227.4 |
0.2 |
0.0% |
1,188.8 |
| High |
1,233.3 |
1,228.7 |
-4.6 |
-0.4% |
1,239.4 |
| Low |
1,217.3 |
1,215.8 |
-1.5 |
-0.1% |
1,188.0 |
| Close |
1,226.2 |
1,223.1 |
-3.1 |
-0.3% |
1,223.1 |
| Range |
16.0 |
12.9 |
-3.1 |
-19.4% |
51.4 |
| ATR |
22.1 |
21.4 |
-0.7 |
-3.0% |
0.0 |
| Volume |
2,767 |
1,623 |
-1,144 |
-41.3% |
16,139 |
|
| Daily Pivots for day following 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.2 |
1,255.1 |
1,230.2 |
|
| R3 |
1,248.3 |
1,242.2 |
1,226.6 |
|
| R2 |
1,235.4 |
1,235.4 |
1,225.5 |
|
| R1 |
1,229.3 |
1,229.3 |
1,224.3 |
1,225.9 |
| PP |
1,222.5 |
1,222.5 |
1,222.5 |
1,220.9 |
| S1 |
1,216.4 |
1,216.4 |
1,221.9 |
1,213.0 |
| S2 |
1,209.6 |
1,209.6 |
1,220.7 |
|
| S3 |
1,196.7 |
1,203.5 |
1,219.6 |
|
| S4 |
1,183.8 |
1,190.6 |
1,216.0 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.0 |
1,348.5 |
1,251.4 |
|
| R3 |
1,319.6 |
1,297.1 |
1,237.2 |
|
| R2 |
1,268.2 |
1,268.2 |
1,232.5 |
|
| R1 |
1,245.7 |
1,245.7 |
1,227.8 |
1,257.0 |
| PP |
1,216.8 |
1,216.8 |
1,216.8 |
1,222.5 |
| S1 |
1,194.3 |
1,194.3 |
1,218.4 |
1,205.6 |
| S2 |
1,165.4 |
1,165.4 |
1,213.7 |
|
| S3 |
1,114.0 |
1,142.9 |
1,209.0 |
|
| S4 |
1,062.6 |
1,091.5 |
1,194.8 |
|
|
| 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 |
1,188.0 |
51.4 |
4.2% |
20.2 |
1.7% |
68% |
False |
False |
3,227 |
| 10 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
24.8 |
2.0% |
83% |
False |
False |
3,488 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
7.8% |
22.5 |
1.8% |
83% |
False |
False |
4,452 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
19.2 |
1.6% |
74% |
False |
False |
3,495 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.1% |
17.0 |
1.4% |
74% |
False |
False |
2,799 |
| 80 |
1,297.5 |
1,132.1 |
165.4 |
13.5% |
15.2 |
1.2% |
55% |
False |
False |
2,442 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.5% |
13.7 |
1.1% |
48% |
False |
False |
2,069 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
17.6% |
12.5 |
1.0% |
42% |
False |
False |
1,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.5 |
|
2.618 |
1,262.5 |
|
1.618 |
1,249.6 |
|
1.000 |
1,241.6 |
|
0.618 |
1,236.7 |
|
HIGH |
1,228.7 |
|
0.618 |
1,223.8 |
|
0.500 |
1,222.3 |
|
0.382 |
1,220.7 |
|
LOW |
1,215.8 |
|
0.618 |
1,207.8 |
|
1.000 |
1,202.9 |
|
1.618 |
1,194.9 |
|
2.618 |
1,182.0 |
|
4.250 |
1,161.0 |
|
|
| Fisher Pivots for day following 12-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,222.8 |
1,227.4 |
| PP |
1,222.5 |
1,226.0 |
| S1 |
1,222.3 |
1,224.5 |
|