| 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 |
2,075.00 |
2,078.75 |
3.75 |
0.2% |
2,059.00 |
| High |
2,081.00 |
2,081.25 |
0.25 |
0.0% |
2,081.00 |
| Low |
2,075.00 |
2,069.75 |
-5.25 |
-0.3% |
2,058.75 |
| Close |
2,077.25 |
2,079.00 |
1.75 |
0.1% |
2,077.25 |
| Range |
6.00 |
11.50 |
5.50 |
91.7% |
22.25 |
| ATR |
21.43 |
20.72 |
-0.71 |
-3.3% |
0.00 |
| Volume |
1,405 |
2,066 |
661 |
47.0% |
7,258 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,111.25 |
2,106.50 |
2,085.25 |
|
| R3 |
2,099.75 |
2,095.00 |
2,082.25 |
|
| R2 |
2,088.25 |
2,088.25 |
2,081.00 |
|
| R1 |
2,083.50 |
2,083.50 |
2,080.00 |
2,086.00 |
| PP |
2,076.75 |
2,076.75 |
2,076.75 |
2,077.75 |
| S1 |
2,072.00 |
2,072.00 |
2,078.00 |
2,074.50 |
| S2 |
2,065.25 |
2,065.25 |
2,077.00 |
|
| S3 |
2,053.75 |
2,060.50 |
2,075.75 |
|
| S4 |
2,042.25 |
2,049.00 |
2,072.75 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.00 |
2,130.50 |
2,089.50 |
|
| R3 |
2,116.75 |
2,108.25 |
2,083.25 |
|
| R2 |
2,094.50 |
2,094.50 |
2,081.25 |
|
| R1 |
2,086.00 |
2,086.00 |
2,079.25 |
2,090.25 |
| PP |
2,072.25 |
2,072.25 |
2,072.25 |
2,074.50 |
| S1 |
2,063.75 |
2,063.75 |
2,075.25 |
2,068.00 |
| S2 |
2,050.00 |
2,050.00 |
2,073.25 |
|
| S3 |
2,027.75 |
2,041.50 |
2,071.25 |
|
| S4 |
2,005.50 |
2,019.25 |
2,065.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,081.25 |
2,058.75 |
22.50 |
1.1% |
9.00 |
0.4% |
90% |
True |
False |
1,864 |
| 10 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
25.00 |
1.2% |
98% |
True |
False |
1,373 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
22.75 |
1.1% |
98% |
True |
False |
803 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
17.50 |
0.8% |
98% |
True |
False |
546 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.2% |
22.00 |
1.1% |
99% |
True |
False |
421 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.2% |
20.00 |
1.0% |
99% |
True |
False |
324 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.2% |
17.25 |
0.8% |
99% |
True |
False |
260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,130.00 |
|
2.618 |
2,111.25 |
|
1.618 |
2,099.75 |
|
1.000 |
2,092.75 |
|
0.618 |
2,088.25 |
|
HIGH |
2,081.25 |
|
0.618 |
2,076.75 |
|
0.500 |
2,075.50 |
|
0.382 |
2,074.25 |
|
LOW |
2,069.75 |
|
0.618 |
2,062.75 |
|
1.000 |
2,058.25 |
|
1.618 |
2,051.25 |
|
2.618 |
2,039.75 |
|
4.250 |
2,021.00 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.75 |
2,077.75 |
| PP |
2,076.75 |
2,076.75 |
| S1 |
2,075.50 |
2,075.50 |
|