| Trading Metrics calculated at close of trading on 24-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2014 |
24-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,176.1 |
1,177.7 |
1.6 |
0.1% |
1,223.3 |
| High |
1,185.1 |
1,181.0 |
-4.1 |
-0.3% |
1,224.7 |
| Low |
1,173.5 |
1,173.7 |
0.2 |
0.0% |
1,182.8 |
| Close |
1,178.7 |
1,174.3 |
-4.4 |
-0.4% |
1,196.7 |
| Range |
11.6 |
7.3 |
-4.3 |
-37.1% |
41.9 |
| ATR |
21.7 |
20.6 |
-1.0 |
-4.7% |
0.0 |
| Volume |
3,944 |
1,873 |
-2,071 |
-52.5% |
28,839 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,198.2 |
1,193.6 |
1,178.3 |
|
| R3 |
1,190.9 |
1,186.3 |
1,176.3 |
|
| R2 |
1,183.6 |
1,183.6 |
1,175.6 |
|
| R1 |
1,179.0 |
1,179.0 |
1,175.0 |
1,177.7 |
| PP |
1,176.3 |
1,176.3 |
1,176.3 |
1,175.7 |
| S1 |
1,171.7 |
1,171.7 |
1,173.6 |
1,170.4 |
| S2 |
1,169.0 |
1,169.0 |
1,173.0 |
|
| S3 |
1,161.7 |
1,164.4 |
1,172.3 |
|
| S4 |
1,154.4 |
1,157.1 |
1,170.3 |
|
|
| 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% |
16.2 |
1.4% |
6% |
False |
False |
3,743 |
| 10 |
1,233.3 |
1,172.0 |
61.3 |
5.2% |
19.6 |
1.7% |
4% |
False |
False |
4,104 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.2% |
22.7 |
1.9% |
32% |
False |
False |
4,430 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
9.1% |
21.6 |
1.8% |
39% |
False |
False |
4,092 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.5% |
18.3 |
1.6% |
34% |
False |
False |
3,264 |
| 80 |
1,274.3 |
1,132.1 |
142.2 |
12.1% |
16.5 |
1.4% |
30% |
False |
False |
2,858 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
16.1% |
14.7 |
1.3% |
22% |
False |
False |
2,405 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.3% |
13.5 |
1.1% |
20% |
False |
False |
2,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,212.0 |
|
2.618 |
1,200.1 |
|
1.618 |
1,192.8 |
|
1.000 |
1,188.3 |
|
0.618 |
1,185.5 |
|
HIGH |
1,181.0 |
|
0.618 |
1,178.2 |
|
0.500 |
1,177.4 |
|
0.382 |
1,176.5 |
|
LOW |
1,173.7 |
|
0.618 |
1,169.2 |
|
1.000 |
1,166.4 |
|
1.618 |
1,161.9 |
|
2.618 |
1,154.6 |
|
4.250 |
1,142.7 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,177.4 |
1,188.0 |
| PP |
1,176.3 |
1,183.4 |
| S1 |
1,175.3 |
1,178.9 |
|