| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,176.0 |
1,195.0 |
19.0 |
1.6% |
1,195.0 |
| High |
1,199.5 |
1,197.5 |
-2.0 |
-0.2% |
1,204.0 |
| Low |
1,176.0 |
1,179.7 |
3.7 |
0.3% |
1,172.0 |
| Close |
1,196.1 |
1,182.7 |
-13.4 |
-1.1% |
1,196.1 |
| Range |
23.5 |
17.8 |
-5.7 |
-24.3% |
32.0 |
| ATR |
21.0 |
20.7 |
-0.2 |
-1.1% |
0.0 |
| Volume |
2,739 |
2,283 |
-456 |
-16.6% |
10,553 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,240.0 |
1,229.2 |
1,192.5 |
|
| R3 |
1,222.2 |
1,211.4 |
1,187.6 |
|
| R2 |
1,204.4 |
1,204.4 |
1,186.0 |
|
| R1 |
1,193.6 |
1,193.6 |
1,184.3 |
1,190.1 |
| PP |
1,186.6 |
1,186.6 |
1,186.6 |
1,184.9 |
| S1 |
1,175.8 |
1,175.8 |
1,181.1 |
1,172.3 |
| S2 |
1,168.8 |
1,168.8 |
1,179.4 |
|
| S3 |
1,151.0 |
1,158.0 |
1,177.8 |
|
| S4 |
1,133.2 |
1,140.2 |
1,172.9 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,286.7 |
1,273.4 |
1,213.7 |
|
| R3 |
1,254.7 |
1,241.4 |
1,204.9 |
|
| R2 |
1,222.7 |
1,222.7 |
1,202.0 |
|
| R1 |
1,209.4 |
1,209.4 |
1,199.0 |
1,216.1 |
| PP |
1,190.7 |
1,190.7 |
1,190.7 |
1,194.0 |
| S1 |
1,177.4 |
1,177.4 |
1,193.2 |
1,184.1 |
| S2 |
1,158.7 |
1,158.7 |
1,190.2 |
|
| S3 |
1,126.7 |
1,145.4 |
1,187.3 |
|
| S4 |
1,094.7 |
1,113.4 |
1,178.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,204.0 |
1,172.0 |
32.0 |
2.7% |
18.4 |
1.6% |
33% |
False |
False |
2,567 |
| 10 |
1,224.7 |
1,172.0 |
52.7 |
4.5% |
20.9 |
1.8% |
20% |
False |
False |
4,167 |
| 20 |
1,239.4 |
1,143.4 |
96.0 |
8.1% |
22.8 |
1.9% |
41% |
False |
False |
3,827 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
9.1% |
21.7 |
1.8% |
47% |
False |
False |
4,132 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
18.6 |
1.6% |
41% |
False |
False |
3,291 |
| 80 |
1,273.5 |
1,132.1 |
141.4 |
12.0% |
16.8 |
1.4% |
36% |
False |
False |
2,881 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
16.0% |
15.0 |
1.3% |
27% |
False |
False |
2,447 |
| 120 |
1,347.2 |
1,132.1 |
215.1 |
18.2% |
13.8 |
1.2% |
24% |
False |
False |
2,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,273.2 |
|
2.618 |
1,244.1 |
|
1.618 |
1,226.3 |
|
1.000 |
1,215.3 |
|
0.618 |
1,208.5 |
|
HIGH |
1,197.5 |
|
0.618 |
1,190.7 |
|
0.500 |
1,188.6 |
|
0.382 |
1,186.5 |
|
LOW |
1,179.7 |
|
0.618 |
1,168.7 |
|
1.000 |
1,161.9 |
|
1.618 |
1,150.9 |
|
2.618 |
1,133.1 |
|
4.250 |
1,104.1 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,188.6 |
1,186.6 |
| PP |
1,186.6 |
1,185.3 |
| S1 |
1,184.7 |
1,184.0 |
|