| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,195.0 |
1,176.1 |
-18.9 |
-1.6% |
1,223.3 |
| High |
1,204.0 |
1,185.1 |
-18.9 |
-1.6% |
1,224.7 |
| Low |
1,172.0 |
1,173.5 |
1.5 |
0.1% |
1,182.8 |
| Close |
1,180.5 |
1,178.7 |
-1.8 |
-0.2% |
1,196.7 |
| Range |
32.0 |
11.6 |
-20.4 |
-63.8% |
41.9 |
| ATR |
22.5 |
21.7 |
-0.8 |
-3.5% |
0.0 |
| Volume |
1,997 |
3,944 |
1,947 |
97.5% |
28,839 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,213.9 |
1,207.9 |
1,185.1 |
|
| R3 |
1,202.3 |
1,196.3 |
1,181.9 |
|
| R2 |
1,190.7 |
1,190.7 |
1,180.8 |
|
| R1 |
1,184.7 |
1,184.7 |
1,179.8 |
1,187.7 |
| PP |
1,179.1 |
1,179.1 |
1,179.1 |
1,180.6 |
| S1 |
1,173.1 |
1,173.1 |
1,177.6 |
1,176.1 |
| S2 |
1,167.5 |
1,167.5 |
1,176.6 |
|
| S3 |
1,155.9 |
1,161.5 |
1,175.5 |
|
| S4 |
1,144.3 |
1,149.9 |
1,172.3 |
|
|
| 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 |
1,213.3 |
1,172.0 |
41.3 |
3.5% |
18.7 |
1.6% |
16% |
False |
False |
5,984 |
| 10 |
1,239.0 |
1,172.0 |
67.0 |
5.7% |
20.2 |
1.7% |
10% |
False |
False |
4,296 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.1% |
23.0 |
1.9% |
37% |
False |
False |
4,597 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
9.1% |
21.7 |
1.8% |
43% |
False |
False |
4,090 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
18.4 |
1.6% |
38% |
False |
False |
3,251 |
| 80 |
1,289.0 |
1,132.1 |
156.9 |
13.3% |
16.7 |
1.4% |
30% |
False |
False |
2,845 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
16.0% |
14.7 |
1.2% |
25% |
False |
False |
2,387 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.2% |
13.5 |
1.1% |
22% |
False |
False |
2,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,234.4 |
|
2.618 |
1,215.5 |
|
1.618 |
1,203.9 |
|
1.000 |
1,196.7 |
|
0.618 |
1,192.3 |
|
HIGH |
1,185.1 |
|
0.618 |
1,180.7 |
|
0.500 |
1,179.3 |
|
0.382 |
1,177.9 |
|
LOW |
1,173.5 |
|
0.618 |
1,166.3 |
|
1.000 |
1,161.9 |
|
1.618 |
1,154.7 |
|
2.618 |
1,143.1 |
|
4.250 |
1,124.2 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,179.3 |
1,188.0 |
| PP |
1,179.1 |
1,184.9 |
| S1 |
1,178.9 |
1,181.8 |
|