| Trading Metrics calculated at close of trading on 31-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2014 |
31-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,184.4 |
1,200.1 |
15.7 |
1.3% |
1,195.0 |
| High |
1,210.8 |
1,203.5 |
-7.3 |
-0.6% |
1,204.0 |
| Low |
1,182.3 |
1,180.6 |
-1.7 |
-0.1% |
1,172.0 |
| Close |
1,201.2 |
1,184.9 |
-16.3 |
-1.4% |
1,196.1 |
| Range |
28.5 |
22.9 |
-5.6 |
-19.6% |
32.0 |
| ATR |
21.3 |
21.4 |
0.1 |
0.5% |
0.0 |
| Volume |
3,993 |
5,455 |
1,462 |
36.6% |
10,553 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,258.4 |
1,244.5 |
1,197.5 |
|
| R3 |
1,235.5 |
1,221.6 |
1,191.2 |
|
| R2 |
1,212.6 |
1,212.6 |
1,189.1 |
|
| R1 |
1,198.7 |
1,198.7 |
1,187.0 |
1,194.2 |
| PP |
1,189.7 |
1,189.7 |
1,189.7 |
1,187.4 |
| S1 |
1,175.8 |
1,175.8 |
1,182.8 |
1,171.3 |
| S2 |
1,166.8 |
1,166.8 |
1,180.7 |
|
| S3 |
1,143.9 |
1,152.9 |
1,178.6 |
|
| S4 |
1,121.0 |
1,130.0 |
1,172.3 |
|
|
| 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 |
1,173.7 |
37.1 |
3.1% |
20.0 |
1.7% |
30% |
False |
False |
3,268 |
| 10 |
1,213.3 |
1,172.0 |
41.3 |
3.5% |
19.3 |
1.6% |
31% |
False |
False |
4,626 |
| 20 |
1,239.4 |
1,172.0 |
67.4 |
5.7% |
20.7 |
1.7% |
19% |
False |
False |
3,753 |
| 40 |
1,239.4 |
1,132.1 |
107.3 |
9.1% |
21.8 |
1.8% |
49% |
False |
False |
4,237 |
| 60 |
1,255.2 |
1,132.1 |
123.1 |
10.4% |
18.7 |
1.6% |
43% |
False |
False |
3,408 |
| 80 |
1,259.1 |
1,132.1 |
127.0 |
10.7% |
17.1 |
1.4% |
42% |
False |
False |
2,919 |
| 100 |
1,320.2 |
1,132.1 |
188.1 |
15.9% |
15.3 |
1.3% |
28% |
False |
False |
2,528 |
| 120 |
1,331.5 |
1,132.1 |
199.4 |
16.8% |
14.1 |
1.2% |
26% |
False |
False |
2,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,300.8 |
|
2.618 |
1,263.5 |
|
1.618 |
1,240.6 |
|
1.000 |
1,226.4 |
|
0.618 |
1,217.7 |
|
HIGH |
1,203.5 |
|
0.618 |
1,194.8 |
|
0.500 |
1,192.1 |
|
0.382 |
1,189.3 |
|
LOW |
1,180.6 |
|
0.618 |
1,166.4 |
|
1.000 |
1,157.7 |
|
1.618 |
1,143.5 |
|
2.618 |
1,120.6 |
|
4.250 |
1,083.3 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,192.1 |
1,195.3 |
| PP |
1,189.7 |
1,191.8 |
| S1 |
1,187.3 |
1,188.4 |
|