| 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 |
2,078.75 |
2,080.25 |
1.50 |
0.1% |
2,059.00 |
| High |
2,081.25 |
2,080.75 |
-0.50 |
0.0% |
2,081.00 |
| Low |
2,069.75 |
2,066.25 |
-3.50 |
-0.2% |
2,058.75 |
| Close |
2,079.00 |
2,069.50 |
-9.50 |
-0.5% |
2,077.25 |
| Range |
11.50 |
14.50 |
3.00 |
26.1% |
22.25 |
| ATR |
20.72 |
20.27 |
-0.44 |
-2.1% |
0.00 |
| Volume |
2,066 |
2,107 |
41 |
2.0% |
7,258 |
|
| Daily Pivots for day following 30-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,115.75 |
2,107.00 |
2,077.50 |
|
| R3 |
2,101.25 |
2,092.50 |
2,073.50 |
|
| R2 |
2,086.75 |
2,086.75 |
2,072.25 |
|
| R1 |
2,078.00 |
2,078.00 |
2,070.75 |
2,075.00 |
| PP |
2,072.25 |
2,072.25 |
2,072.25 |
2,070.75 |
| S1 |
2,063.50 |
2,063.50 |
2,068.25 |
2,060.50 |
| S2 |
2,057.75 |
2,057.75 |
2,066.75 |
|
| S3 |
2,043.25 |
2,049.00 |
2,065.50 |
|
| S4 |
2,028.75 |
2,034.50 |
2,061.50 |
|
|
| 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 |
2,064.25 |
17.00 |
0.8% |
10.00 |
0.5% |
31% |
False |
False |
2,096 |
| 10 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
22.75 |
1.1% |
91% |
False |
False |
1,533 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
22.75 |
1.1% |
91% |
False |
False |
906 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.1% |
17.00 |
0.8% |
91% |
False |
False |
581 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.3% |
21.75 |
1.1% |
96% |
False |
False |
454 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.3% |
20.00 |
1.0% |
96% |
False |
False |
351 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.3% |
17.25 |
0.8% |
96% |
False |
False |
281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,142.50 |
|
2.618 |
2,118.75 |
|
1.618 |
2,104.25 |
|
1.000 |
2,095.25 |
|
0.618 |
2,089.75 |
|
HIGH |
2,080.75 |
|
0.618 |
2,075.25 |
|
0.500 |
2,073.50 |
|
0.382 |
2,071.75 |
|
LOW |
2,066.25 |
|
0.618 |
2,057.25 |
|
1.000 |
2,051.75 |
|
1.618 |
2,042.75 |
|
2.618 |
2,028.25 |
|
4.250 |
2,004.50 |
|
|
| Fisher Pivots for day following 30-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.50 |
2,073.75 |
| PP |
2,072.25 |
2,072.25 |
| S1 |
2,070.75 |
2,071.00 |
|