| 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 |
2,080.25 |
2,070.75 |
-9.50 |
-0.5% |
2,059.00 |
| High |
2,080.75 |
2,075.25 |
-5.50 |
-0.3% |
2,081.00 |
| Low |
2,066.25 |
2,043.75 |
-22.50 |
-1.1% |
2,058.75 |
| Close |
2,069.50 |
2,045.25 |
-24.25 |
-1.2% |
2,077.25 |
| Range |
14.50 |
31.50 |
17.00 |
117.2% |
22.25 |
| ATR |
20.27 |
21.07 |
0.80 |
4.0% |
0.00 |
| Volume |
2,107 |
876 |
-1,231 |
-58.4% |
7,258 |
|
| Daily Pivots for day following 31-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.25 |
2,128.75 |
2,062.50 |
|
| R3 |
2,117.75 |
2,097.25 |
2,054.00 |
|
| R2 |
2,086.25 |
2,086.25 |
2,051.00 |
|
| R1 |
2,065.75 |
2,065.75 |
2,048.25 |
2,060.25 |
| PP |
2,054.75 |
2,054.75 |
2,054.75 |
2,052.00 |
| S1 |
2,034.25 |
2,034.25 |
2,042.25 |
2,028.75 |
| S2 |
2,023.25 |
2,023.25 |
2,039.50 |
|
| S3 |
1,991.75 |
2,002.75 |
2,036.50 |
|
| S4 |
1,960.25 |
1,971.25 |
2,028.00 |
|
|
| 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 |
2,043.75 |
37.50 |
1.8% |
14.00 |
0.7% |
4% |
False |
True |
1,972 |
| 10 |
2,081.25 |
1,959.00 |
122.25 |
6.0% |
21.00 |
1.0% |
71% |
False |
False |
1,555 |
| 20 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
23.50 |
1.2% |
72% |
False |
False |
936 |
| 40 |
2,081.25 |
1,954.25 |
127.00 |
6.2% |
17.50 |
0.9% |
72% |
False |
False |
602 |
| 60 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
22.00 |
1.1% |
87% |
False |
False |
467 |
| 80 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
20.25 |
1.0% |
87% |
False |
False |
361 |
| 100 |
2,081.25 |
1,806.50 |
274.75 |
13.4% |
17.25 |
0.8% |
87% |
False |
False |
290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,209.00 |
|
2.618 |
2,157.75 |
|
1.618 |
2,126.25 |
|
1.000 |
2,106.75 |
|
0.618 |
2,094.75 |
|
HIGH |
2,075.25 |
|
0.618 |
2,063.25 |
|
0.500 |
2,059.50 |
|
0.382 |
2,055.75 |
|
LOW |
2,043.75 |
|
0.618 |
2,024.25 |
|
1.000 |
2,012.25 |
|
1.618 |
1,992.75 |
|
2.618 |
1,961.25 |
|
4.250 |
1,910.00 |
|
|
| Fisher Pivots for day following 31-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.50 |
2,062.50 |
| PP |
2,054.75 |
2,056.75 |
| S1 |
2,050.00 |
2,051.00 |
|