| Trading Metrics calculated at close of trading on 30-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2014 |
30-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,195.0 |
1,184.4 |
-10.6 |
-0.9% |
1,195.0 |
| High |
1,197.5 |
1,210.8 |
13.3 |
1.1% |
1,204.0 |
| Low |
1,179.7 |
1,182.3 |
2.6 |
0.2% |
1,172.0 |
| Close |
1,182.7 |
1,201.2 |
18.5 |
1.6% |
1,196.1 |
| Range |
17.8 |
28.5 |
10.7 |
60.1% |
32.0 |
| ATR |
20.7 |
21.3 |
0.6 |
2.7% |
0.0 |
| Volume |
2,283 |
3,993 |
1,710 |
74.9% |
10,553 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,283.6 |
1,270.9 |
1,216.9 |
|
| R3 |
1,255.1 |
1,242.4 |
1,209.0 |
|
| R2 |
1,226.6 |
1,226.6 |
1,206.4 |
|
| R1 |
1,213.9 |
1,213.9 |
1,203.8 |
1,220.3 |
| PP |
1,198.1 |
1,198.1 |
1,198.1 |
1,201.3 |
| S1 |
1,185.4 |
1,185.4 |
1,198.6 |
1,191.8 |
| S2 |
1,169.6 |
1,169.6 |
1,196.0 |
|
| S3 |
1,141.1 |
1,156.9 |
1,193.4 |
|
| S4 |
1,112.6 |
1,128.4 |
1,185.5 |
|
|
| 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 |
1,210.8 |
1,173.5 |
37.3 |
3.1% |
17.7 |
1.5% |
74% |
True |
False |
2,966 |
| 10 |
1,222.9 |
1,172.0 |
50.9 |
4.2% |
20.4 |
1.7% |
57% |
False |
False |
4,232 |
| 20 |
1,239.4 |
1,172.0 |
67.4 |
5.6% |
20.4 |
1.7% |
43% |
False |
False |
3,840 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
8.9% |
21.4 |
1.8% |
64% |
False |
False |
4,172 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.2% |
18.7 |
1.6% |
56% |
False |
False |
3,336 |
| 80 |
1,267.6 |
1,132.1 |
135.5 |
11.3% |
17.0 |
1.4% |
51% |
False |
False |
2,890 |
| 100 |
1,321.1 |
1,132.1 |
189.0 |
15.7% |
15.2 |
1.3% |
37% |
False |
False |
2,486 |
| 120 |
1,340.9 |
1,132.1 |
208.8 |
17.4% |
14.0 |
1.2% |
33% |
False |
False |
2,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,331.9 |
|
2.618 |
1,285.4 |
|
1.618 |
1,256.9 |
|
1.000 |
1,239.3 |
|
0.618 |
1,228.4 |
|
HIGH |
1,210.8 |
|
0.618 |
1,199.9 |
|
0.500 |
1,196.6 |
|
0.382 |
1,193.2 |
|
LOW |
1,182.3 |
|
0.618 |
1,164.7 |
|
1.000 |
1,153.8 |
|
1.618 |
1,136.2 |
|
2.618 |
1,107.7 |
|
4.250 |
1,061.2 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.7 |
1,198.6 |
| PP |
1,198.1 |
1,196.0 |
| S1 |
1,196.6 |
1,193.4 |
|