| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,196.9 |
1,189.7 |
-7.2 |
-0.6% |
1,188.8 |
| High |
1,202.2 |
1,213.3 |
11.1 |
0.9% |
1,239.4 |
| Low |
1,182.8 |
1,189.7 |
6.9 |
0.6% |
1,188.0 |
| Close |
1,195.2 |
1,195.5 |
0.3 |
0.0% |
1,223.1 |
| Range |
19.4 |
23.6 |
4.2 |
21.6% |
51.4 |
| ATR |
22.8 |
22.9 |
0.1 |
0.2% |
0.0 |
| Volume |
13,078 |
5,936 |
-7,142 |
-54.6% |
16,139 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,270.3 |
1,256.5 |
1,208.5 |
|
| R3 |
1,246.7 |
1,232.9 |
1,202.0 |
|
| R2 |
1,223.1 |
1,223.1 |
1,199.8 |
|
| R1 |
1,209.3 |
1,209.3 |
1,197.7 |
1,216.2 |
| PP |
1,199.5 |
1,199.5 |
1,199.5 |
1,203.0 |
| S1 |
1,185.7 |
1,185.7 |
1,193.3 |
1,192.6 |
| S2 |
1,175.9 |
1,175.9 |
1,191.2 |
|
| S3 |
1,152.3 |
1,162.1 |
1,189.0 |
|
| S4 |
1,128.7 |
1,138.5 |
1,182.5 |
|
|
| 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 |
1,228.7 |
1,182.8 |
45.9 |
3.8% |
24.5 |
2.0% |
28% |
False |
False |
5,098 |
| 10 |
1,239.4 |
1,182.8 |
56.6 |
4.7% |
23.1 |
1.9% |
22% |
False |
False |
4,223 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.0% |
22.8 |
1.9% |
54% |
False |
False |
4,610 |
| 40 |
1,244.6 |
1,132.1 |
112.5 |
9.4% |
21.1 |
1.8% |
56% |
False |
False |
3,951 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.3% |
18.1 |
1.5% |
52% |
False |
False |
3,131 |
| 80 |
1,297.5 |
1,132.1 |
165.4 |
13.8% |
16.3 |
1.4% |
38% |
False |
False |
2,731 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.8% |
14.4 |
1.2% |
34% |
False |
False |
2,283 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.0% |
13.2 |
1.1% |
29% |
False |
False |
1,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,313.6 |
|
2.618 |
1,275.1 |
|
1.618 |
1,251.5 |
|
1.000 |
1,236.9 |
|
0.618 |
1,227.9 |
|
HIGH |
1,213.3 |
|
0.618 |
1,204.3 |
|
0.500 |
1,201.5 |
|
0.382 |
1,198.7 |
|
LOW |
1,189.7 |
|
0.618 |
1,175.1 |
|
1.000 |
1,166.1 |
|
1.618 |
1,151.5 |
|
2.618 |
1,127.9 |
|
4.250 |
1,089.4 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,201.5 |
1,202.9 |
| PP |
1,199.5 |
1,200.4 |
| S1 |
1,197.5 |
1,198.0 |
|