| Trading Metrics calculated at close of trading on 08-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2014 |
08-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,205.8 |
1,191.2 |
-14.6 |
-1.2% |
1,161.3 |
| High |
1,208.0 |
1,210.0 |
2.0 |
0.2% |
1,220.8 |
| Low |
1,188.0 |
1,189.1 |
1.1 |
0.1% |
1,143.2 |
| Close |
1,191.6 |
1,196.1 |
4.5 |
0.4% |
1,191.6 |
| Range |
20.0 |
20.9 |
0.9 |
4.5% |
77.6 |
| ATR |
21.7 |
21.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
836 |
2,173 |
1,337 |
159.9% |
13,965 |
|
| Daily Pivots for day following 08-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.1 |
1,249.5 |
1,207.6 |
|
| R3 |
1,240.2 |
1,228.6 |
1,201.8 |
|
| R2 |
1,219.3 |
1,219.3 |
1,199.9 |
|
| R1 |
1,207.7 |
1,207.7 |
1,198.0 |
1,213.5 |
| PP |
1,198.4 |
1,198.4 |
1,198.4 |
1,201.3 |
| S1 |
1,186.8 |
1,186.8 |
1,194.2 |
1,192.6 |
| S2 |
1,177.5 |
1,177.5 |
1,192.3 |
|
| S3 |
1,156.6 |
1,165.9 |
1,190.4 |
|
| S4 |
1,135.7 |
1,145.0 |
1,184.6 |
|
|
| Weekly Pivots for week ending 05-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,418.0 |
1,382.4 |
1,234.3 |
|
| R3 |
1,340.4 |
1,304.8 |
1,212.9 |
|
| R2 |
1,262.8 |
1,262.8 |
1,205.8 |
|
| R1 |
1,227.2 |
1,227.2 |
1,198.7 |
1,245.0 |
| PP |
1,185.2 |
1,185.2 |
1,185.2 |
1,194.1 |
| S1 |
1,149.6 |
1,149.6 |
1,184.5 |
1,167.4 |
| S2 |
1,107.6 |
1,107.6 |
1,177.4 |
|
| S3 |
1,030.0 |
1,072.0 |
1,170.3 |
|
| S4 |
952.4 |
994.4 |
1,148.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,214.8 |
1,188.0 |
26.8 |
2.2% |
17.5 |
1.5% |
30% |
False |
False |
2,980 |
| 10 |
1,220.8 |
1,143.2 |
77.6 |
6.5% |
22.6 |
1.9% |
68% |
False |
False |
3,740 |
| 20 |
1,220.8 |
1,143.2 |
77.6 |
6.5% |
22.2 |
1.9% |
68% |
False |
False |
3,506 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.6 |
1.6% |
50% |
False |
False |
2,558 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
16.6 |
1.4% |
50% |
False |
False |
1,995 |
| 80 |
1,316.5 |
1,134.1 |
182.4 |
15.2% |
14.3 |
1.2% |
34% |
False |
False |
1,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.8 |
|
2.618 |
1,264.7 |
|
1.618 |
1,243.8 |
|
1.000 |
1,230.9 |
|
0.618 |
1,222.9 |
|
HIGH |
1,210.0 |
|
0.618 |
1,202.0 |
|
0.500 |
1,199.6 |
|
0.382 |
1,197.1 |
|
LOW |
1,189.1 |
|
0.618 |
1,176.2 |
|
1.000 |
1,168.2 |
|
1.618 |
1,155.3 |
|
2.618 |
1,134.4 |
|
4.250 |
1,100.3 |
|
|
| Fisher Pivots for day following 08-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,199.6 |
1,200.7 |
| PP |
1,198.4 |
1,199.2 |
| S1 |
1,197.3 |
1,197.6 |
|