| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,198.7 |
1,195.0 |
-3.7 |
-0.3% |
1,223.3 |
| High |
1,201.4 |
1,204.0 |
2.6 |
0.2% |
1,224.7 |
| Low |
1,194.7 |
1,172.0 |
-22.7 |
-1.9% |
1,182.8 |
| Close |
1,196.7 |
1,180.5 |
-16.2 |
-1.4% |
1,196.7 |
| Range |
6.7 |
32.0 |
25.3 |
377.6% |
41.9 |
| ATR |
21.7 |
22.5 |
0.7 |
3.4% |
0.0 |
| Volume |
4,969 |
1,997 |
-2,972 |
-59.8% |
28,839 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,281.5 |
1,263.0 |
1,198.1 |
|
| R3 |
1,249.5 |
1,231.0 |
1,189.3 |
|
| R2 |
1,217.5 |
1,217.5 |
1,186.4 |
|
| R1 |
1,199.0 |
1,199.0 |
1,183.4 |
1,192.3 |
| PP |
1,185.5 |
1,185.5 |
1,185.5 |
1,182.1 |
| S1 |
1,167.0 |
1,167.0 |
1,177.6 |
1,160.3 |
| S2 |
1,153.5 |
1,153.5 |
1,174.6 |
|
| S3 |
1,121.5 |
1,135.0 |
1,171.7 |
|
| S4 |
1,089.5 |
1,103.0 |
1,162.9 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,327.1 |
1,303.8 |
1,219.7 |
|
| R3 |
1,285.2 |
1,261.9 |
1,208.2 |
|
| R2 |
1,243.3 |
1,243.3 |
1,204.4 |
|
| R1 |
1,220.0 |
1,220.0 |
1,200.5 |
1,210.7 |
| PP |
1,201.4 |
1,201.4 |
1,201.4 |
1,196.8 |
| S1 |
1,178.1 |
1,178.1 |
1,192.9 |
1,168.8 |
| S2 |
1,159.5 |
1,159.5 |
1,189.0 |
|
| S3 |
1,117.6 |
1,136.2 |
1,185.2 |
|
| S4 |
1,075.7 |
1,094.3 |
1,173.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,222.9 |
1,172.0 |
50.9 |
4.3% |
23.1 |
2.0% |
17% |
False |
True |
5,499 |
| 10 |
1,239.4 |
1,172.0 |
67.4 |
5.7% |
22.8 |
1.9% |
13% |
False |
True |
4,368 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.1% |
22.9 |
1.9% |
39% |
False |
False |
4,686 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
9.1% |
21.6 |
1.8% |
45% |
False |
False |
4,055 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
18.3 |
1.5% |
39% |
False |
False |
3,200 |
| 80 |
1,292.7 |
1,132.1 |
160.6 |
13.6% |
16.6 |
1.4% |
30% |
False |
False |
2,800 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
16.0% |
14.7 |
1.2% |
26% |
False |
False |
2,350 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.2% |
13.4 |
1.1% |
23% |
False |
False |
2,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,340.0 |
|
2.618 |
1,287.8 |
|
1.618 |
1,255.8 |
|
1.000 |
1,236.0 |
|
0.618 |
1,223.8 |
|
HIGH |
1,204.0 |
|
0.618 |
1,191.8 |
|
0.500 |
1,188.0 |
|
0.382 |
1,184.2 |
|
LOW |
1,172.0 |
|
0.618 |
1,152.2 |
|
1.000 |
1,140.0 |
|
1.618 |
1,120.2 |
|
2.618 |
1,088.2 |
|
4.250 |
1,036.0 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.0 |
1,192.7 |
| PP |
1,185.5 |
1,188.6 |
| S1 |
1,183.0 |
1,184.6 |
|