| Trading Metrics calculated at close of trading on 16-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2014 |
16-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,223.3 |
1,194.3 |
-29.0 |
-2.4% |
1,188.8 |
| High |
1,224.7 |
1,222.9 |
-1.8 |
-0.1% |
1,239.4 |
| Low |
1,192.0 |
1,189.0 |
-3.0 |
-0.3% |
1,188.0 |
| Close |
1,208.3 |
1,195.0 |
-13.3 |
-1.1% |
1,223.1 |
| Range |
32.7 |
33.9 |
1.2 |
3.7% |
51.4 |
| ATR |
22.2 |
23.1 |
0.8 |
3.7% |
0.0 |
| Volume |
3,341 |
1,515 |
-1,826 |
-54.7% |
16,139 |
|
| Daily Pivots for day following 16-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,304.0 |
1,283.4 |
1,213.6 |
|
| R3 |
1,270.1 |
1,249.5 |
1,204.3 |
|
| R2 |
1,236.2 |
1,236.2 |
1,201.2 |
|
| R1 |
1,215.6 |
1,215.6 |
1,198.1 |
1,225.9 |
| PP |
1,202.3 |
1,202.3 |
1,202.3 |
1,207.5 |
| S1 |
1,181.7 |
1,181.7 |
1,191.9 |
1,192.0 |
| S2 |
1,168.4 |
1,168.4 |
1,188.8 |
|
| S3 |
1,134.5 |
1,147.8 |
1,185.7 |
|
| S4 |
1,100.6 |
1,113.9 |
1,176.4 |
|
|
| 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 |
1,239.0 |
1,189.0 |
50.0 |
4.2% |
21.6 |
1.8% |
12% |
False |
True |
2,608 |
| 10 |
1,239.4 |
1,187.7 |
51.7 |
4.3% |
22.0 |
1.8% |
14% |
False |
False |
2,881 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.0% |
23.0 |
1.9% |
54% |
False |
False |
4,284 |
| 40 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
20.4 |
1.7% |
51% |
False |
False |
3,566 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
17.8 |
1.5% |
51% |
False |
False |
2,842 |
| 80 |
1,297.5 |
1,132.1 |
165.4 |
13.8% |
15.9 |
1.3% |
38% |
False |
False |
2,495 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
14.1 |
1.2% |
33% |
False |
False |
2,113 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
13.0 |
1.1% |
29% |
False |
False |
1,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.0 |
|
2.618 |
1,311.7 |
|
1.618 |
1,277.8 |
|
1.000 |
1,256.8 |
|
0.618 |
1,243.9 |
|
HIGH |
1,222.9 |
|
0.618 |
1,210.0 |
|
0.500 |
1,206.0 |
|
0.382 |
1,201.9 |
|
LOW |
1,189.0 |
|
0.618 |
1,168.0 |
|
1.000 |
1,155.1 |
|
1.618 |
1,134.1 |
|
2.618 |
1,100.2 |
|
4.250 |
1,044.9 |
|
|
| Fisher Pivots for day following 16-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.0 |
1,208.9 |
| PP |
1,202.3 |
1,204.2 |
| S1 |
1,198.7 |
1,199.6 |
|