| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,227.4 |
1,223.3 |
-4.1 |
-0.3% |
1,188.8 |
| High |
1,228.7 |
1,224.7 |
-4.0 |
-0.3% |
1,239.4 |
| Low |
1,215.8 |
1,192.0 |
-23.8 |
-2.0% |
1,188.0 |
| Close |
1,223.1 |
1,208.3 |
-14.8 |
-1.2% |
1,223.1 |
| Range |
12.9 |
32.7 |
19.8 |
153.5% |
51.4 |
| ATR |
21.4 |
22.2 |
0.8 |
3.8% |
0.0 |
| Volume |
1,623 |
3,341 |
1,718 |
105.9% |
16,139 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,306.4 |
1,290.1 |
1,226.3 |
|
| R3 |
1,273.7 |
1,257.4 |
1,217.3 |
|
| R2 |
1,241.0 |
1,241.0 |
1,214.3 |
|
| R1 |
1,224.7 |
1,224.7 |
1,211.3 |
1,216.5 |
| PP |
1,208.3 |
1,208.3 |
1,208.3 |
1,204.3 |
| S1 |
1,192.0 |
1,192.0 |
1,205.3 |
1,183.8 |
| S2 |
1,175.6 |
1,175.6 |
1,202.3 |
|
| S3 |
1,142.9 |
1,159.3 |
1,199.3 |
|
| S4 |
1,110.2 |
1,126.6 |
1,190.3 |
|
|
| 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 |
1,192.0 |
47.4 |
3.9% |
22.5 |
1.9% |
34% |
False |
True |
3,238 |
| 10 |
1,239.4 |
1,187.7 |
51.7 |
4.3% |
20.3 |
1.7% |
40% |
False |
False |
3,447 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
7.9% |
21.9 |
1.8% |
68% |
False |
False |
4,433 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
19.9 |
1.6% |
62% |
False |
False |
3,559 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
17.3 |
1.4% |
62% |
False |
False |
2,840 |
| 80 |
1,297.5 |
1,132.1 |
165.4 |
13.7% |
15.6 |
1.3% |
46% |
False |
False |
2,478 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.6% |
13.9 |
1.2% |
40% |
False |
False |
2,101 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
17.8% |
12.7 |
1.0% |
35% |
False |
False |
1,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,363.7 |
|
2.618 |
1,310.3 |
|
1.618 |
1,277.6 |
|
1.000 |
1,257.4 |
|
0.618 |
1,244.9 |
|
HIGH |
1,224.7 |
|
0.618 |
1,212.2 |
|
0.500 |
1,208.4 |
|
0.382 |
1,204.5 |
|
LOW |
1,192.0 |
|
0.618 |
1,171.8 |
|
1.000 |
1,159.3 |
|
1.618 |
1,139.1 |
|
2.618 |
1,106.4 |
|
4.250 |
1,053.0 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.4 |
1,212.7 |
| PP |
1,208.3 |
1,211.2 |
| S1 |
1,208.3 |
1,209.8 |
|