| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,194.3 |
1,196.9 |
2.6 |
0.2% |
1,188.8 |
| High |
1,222.9 |
1,202.2 |
-20.7 |
-1.7% |
1,239.4 |
| Low |
1,189.0 |
1,182.8 |
-6.2 |
-0.5% |
1,188.0 |
| Close |
1,195.0 |
1,195.2 |
0.2 |
0.0% |
1,223.1 |
| Range |
33.9 |
19.4 |
-14.5 |
-42.8% |
51.4 |
| ATR |
23.1 |
22.8 |
-0.3 |
-1.1% |
0.0 |
| Volume |
1,515 |
13,078 |
11,563 |
763.2% |
16,139 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,251.6 |
1,242.8 |
1,205.9 |
|
| R3 |
1,232.2 |
1,223.4 |
1,200.5 |
|
| R2 |
1,212.8 |
1,212.8 |
1,198.8 |
|
| R1 |
1,204.0 |
1,204.0 |
1,197.0 |
1,198.7 |
| PP |
1,193.4 |
1,193.4 |
1,193.4 |
1,190.8 |
| S1 |
1,184.6 |
1,184.6 |
1,193.4 |
1,179.3 |
| S2 |
1,174.0 |
1,174.0 |
1,191.6 |
|
| S3 |
1,154.6 |
1,165.2 |
1,189.9 |
|
| S4 |
1,135.2 |
1,145.8 |
1,184.5 |
|
|
| 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 |
1,233.3 |
1,182.8 |
50.5 |
4.2% |
23.0 |
1.9% |
25% |
False |
True |
4,464 |
| 10 |
1,239.4 |
1,182.8 |
56.6 |
4.7% |
21.9 |
1.8% |
22% |
False |
True |
3,851 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.0% |
23.0 |
1.9% |
54% |
False |
False |
4,472 |
| 40 |
1,251.2 |
1,132.1 |
119.1 |
10.0% |
20.8 |
1.7% |
53% |
False |
False |
3,862 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
17.8 |
1.5% |
51% |
False |
False |
3,052 |
| 80 |
1,297.5 |
1,132.1 |
165.4 |
13.8% |
16.1 |
1.3% |
38% |
False |
False |
2,658 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
14.3 |
1.2% |
33% |
False |
False |
2,244 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
13.1 |
1.1% |
29% |
False |
False |
1,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,284.7 |
|
2.618 |
1,253.0 |
|
1.618 |
1,233.6 |
|
1.000 |
1,221.6 |
|
0.618 |
1,214.2 |
|
HIGH |
1,202.2 |
|
0.618 |
1,194.8 |
|
0.500 |
1,192.5 |
|
0.382 |
1,190.2 |
|
LOW |
1,182.8 |
|
0.618 |
1,170.8 |
|
1.000 |
1,163.4 |
|
1.618 |
1,151.4 |
|
2.618 |
1,132.0 |
|
4.250 |
1,100.4 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,194.3 |
1,203.8 |
| PP |
1,193.4 |
1,200.9 |
| S1 |
1,192.5 |
1,198.1 |
|