| 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 |
2,066.25 |
2,071.75 |
5.50 |
0.3% |
1,981.75 |
| High |
2,076.25 |
2,076.50 |
0.25 |
0.0% |
2,068.75 |
| Low |
2,064.25 |
2,070.50 |
6.25 |
0.3% |
1,954.25 |
| Close |
2,072.00 |
2,072.00 |
0.00 |
0.0% |
2,060.00 |
| Range |
12.00 |
6.00 |
-6.00 |
-50.0% |
114.50 |
| ATR |
23.64 |
22.38 |
-1.26 |
-5.3% |
0.00 |
| Volume |
1,495 |
3,409 |
1,914 |
128.0% |
4,410 |
|
| Daily Pivots for day following 24-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,091.00 |
2,087.50 |
2,075.25 |
|
| R3 |
2,085.00 |
2,081.50 |
2,073.75 |
|
| R2 |
2,079.00 |
2,079.00 |
2,073.00 |
|
| R1 |
2,075.50 |
2,075.50 |
2,072.50 |
2,077.25 |
| PP |
2,073.00 |
2,073.00 |
2,073.00 |
2,074.00 |
| S1 |
2,069.50 |
2,069.50 |
2,071.50 |
2,071.25 |
| S2 |
2,067.00 |
2,067.00 |
2,071.00 |
|
| S3 |
2,061.00 |
2,063.50 |
2,070.25 |
|
| S4 |
2,055.00 |
2,057.50 |
2,068.75 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.25 |
2,330.00 |
2,123.00 |
|
| R3 |
2,256.75 |
2,215.50 |
2,091.50 |
|
| R2 |
2,142.25 |
2,142.25 |
2,081.00 |
|
| R1 |
2,101.00 |
2,101.00 |
2,070.50 |
2,121.50 |
| PP |
2,027.75 |
2,027.75 |
2,027.75 |
2,038.00 |
| S1 |
1,986.50 |
1,986.50 |
2,049.50 |
2,007.00 |
| S2 |
1,913.25 |
1,913.25 |
2,039.00 |
|
| S3 |
1,798.75 |
1,872.00 |
2,028.50 |
|
| S4 |
1,684.25 |
1,757.50 |
1,997.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,076.50 |
1,997.50 |
79.00 |
3.8% |
20.75 |
1.0% |
94% |
True |
False |
1,654 |
| 10 |
2,076.50 |
1,954.25 |
122.25 |
5.9% |
29.50 |
1.4% |
96% |
True |
False |
1,054 |
| 20 |
2,076.50 |
1,954.25 |
122.25 |
5.9% |
22.75 |
1.1% |
96% |
True |
False |
671 |
| 40 |
2,076.50 |
1,946.25 |
130.25 |
6.3% |
18.25 |
0.9% |
97% |
True |
False |
479 |
| 60 |
2,076.50 |
1,806.50 |
270.00 |
13.0% |
22.50 |
1.1% |
98% |
True |
False |
365 |
| 80 |
2,076.50 |
1,806.50 |
270.00 |
13.0% |
20.00 |
1.0% |
98% |
True |
False |
281 |
| 100 |
2,076.50 |
1,806.50 |
270.00 |
13.0% |
17.50 |
0.8% |
98% |
True |
False |
226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,102.00 |
|
2.618 |
2,092.25 |
|
1.618 |
2,086.25 |
|
1.000 |
2,082.50 |
|
0.618 |
2,080.25 |
|
HIGH |
2,076.50 |
|
0.618 |
2,074.25 |
|
0.500 |
2,073.50 |
|
0.382 |
2,072.75 |
|
LOW |
2,070.50 |
|
0.618 |
2,066.75 |
|
1.000 |
2,064.50 |
|
1.618 |
2,060.75 |
|
2.618 |
2,054.75 |
|
4.250 |
2,045.00 |
|
|
| Fisher Pivots for day following 24-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.50 |
2,070.50 |
| PP |
2,073.00 |
2,069.00 |
| S1 |
2,072.50 |
2,067.50 |
|