| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
2,015.50 |
1,981.75 |
-33.75 |
-1.7% |
2,062.50 |
| High |
2,017.25 |
2,004.25 |
-13.00 |
-0.6% |
2,062.50 |
| Low |
1,983.00 |
1,967.75 |
-15.25 |
-0.8% |
1,983.00 |
| Close |
1,983.00 |
1,975.75 |
-7.25 |
-0.4% |
1,983.00 |
| Range |
34.25 |
36.50 |
2.25 |
6.6% |
79.50 |
| ATR |
18.96 |
20.21 |
1.25 |
6.6% |
0.00 |
| Volume |
93 |
511 |
418 |
449.5% |
894 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.00 |
2,070.50 |
1,995.75 |
|
| R3 |
2,055.50 |
2,034.00 |
1,985.75 |
|
| R2 |
2,019.00 |
2,019.00 |
1,982.50 |
|
| R1 |
1,997.50 |
1,997.50 |
1,979.00 |
1,990.00 |
| PP |
1,982.50 |
1,982.50 |
1,982.50 |
1,979.00 |
| S1 |
1,961.00 |
1,961.00 |
1,972.50 |
1,953.50 |
| S2 |
1,946.00 |
1,946.00 |
1,969.00 |
|
| S3 |
1,909.50 |
1,924.50 |
1,965.75 |
|
| S4 |
1,873.00 |
1,888.00 |
1,955.75 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,248.00 |
2,195.00 |
2,026.75 |
|
| R3 |
2,168.50 |
2,115.50 |
2,004.75 |
|
| R2 |
2,089.00 |
2,089.00 |
1,997.50 |
|
| R1 |
2,036.00 |
2,036.00 |
1,990.25 |
2,022.75 |
| PP |
2,009.50 |
2,009.50 |
2,009.50 |
2,003.00 |
| S1 |
1,956.50 |
1,956.50 |
1,975.75 |
1,943.25 |
| S2 |
1,930.00 |
1,930.00 |
1,968.50 |
|
| S3 |
1,850.50 |
1,877.00 |
1,961.25 |
|
| S4 |
1,771.00 |
1,797.50 |
1,939.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,047.00 |
1,967.75 |
79.25 |
4.0% |
32.00 |
1.6% |
10% |
False |
True |
237 |
| 10 |
2,063.50 |
1,967.75 |
95.75 |
4.8% |
23.00 |
1.2% |
8% |
False |
True |
280 |
| 20 |
2,063.50 |
1,967.75 |
95.75 |
4.8% |
17.00 |
0.9% |
8% |
False |
True |
292 |
| 40 |
2,063.50 |
1,859.00 |
204.50 |
10.4% |
18.00 |
0.9% |
57% |
False |
False |
251 |
| 60 |
2,063.50 |
1,806.50 |
257.00 |
13.0% |
21.25 |
1.1% |
66% |
False |
False |
207 |
| 80 |
2,063.50 |
1,806.50 |
257.00 |
13.0% |
17.75 |
0.9% |
66% |
False |
False |
160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,159.50 |
|
2.618 |
2,099.75 |
|
1.618 |
2,063.25 |
|
1.000 |
2,040.75 |
|
0.618 |
2,026.75 |
|
HIGH |
2,004.25 |
|
0.618 |
1,990.25 |
|
0.500 |
1,986.00 |
|
0.382 |
1,981.75 |
|
LOW |
1,967.75 |
|
0.618 |
1,945.25 |
|
1.000 |
1,931.25 |
|
1.618 |
1,908.75 |
|
2.618 |
1,872.25 |
|
4.250 |
1,812.50 |
|
|