| Trading Metrics calculated at close of trading on 09-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2014 |
09-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,191.2 |
1,203.9 |
12.7 |
1.1% |
1,161.3 |
| High |
1,210.0 |
1,240.0 |
30.0 |
2.5% |
1,220.8 |
| Low |
1,189.1 |
1,200.7 |
11.6 |
1.0% |
1,143.2 |
| Close |
1,196.1 |
1,233.3 |
37.2 |
3.1% |
1,191.6 |
| Range |
20.9 |
39.3 |
18.4 |
88.0% |
77.6 |
| ATR |
21.6 |
23.2 |
1.6 |
7.3% |
0.0 |
| Volume |
2,173 |
2,651 |
478 |
22.0% |
13,965 |
|
| Daily Pivots for day following 09-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,342.6 |
1,327.2 |
1,254.9 |
|
| R3 |
1,303.3 |
1,287.9 |
1,244.1 |
|
| R2 |
1,264.0 |
1,264.0 |
1,240.5 |
|
| R1 |
1,248.6 |
1,248.6 |
1,236.9 |
1,256.3 |
| PP |
1,224.7 |
1,224.7 |
1,224.7 |
1,228.5 |
| S1 |
1,209.3 |
1,209.3 |
1,229.7 |
1,217.0 |
| S2 |
1,185.4 |
1,185.4 |
1,226.1 |
|
| S3 |
1,146.1 |
1,170.0 |
1,222.5 |
|
| S4 |
1,106.8 |
1,130.7 |
1,211.7 |
|
|
| 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 |
1,240.0 |
1,188.0 |
52.0 |
4.2% |
21.5 |
1.7% |
87% |
True |
False |
1,824 |
| 10 |
1,240.0 |
1,143.2 |
96.8 |
7.8% |
25.5 |
2.1% |
93% |
True |
False |
3,539 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
7.8% |
22.7 |
1.8% |
93% |
True |
False |
3,472 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
19.4 |
1.6% |
81% |
False |
False |
2,606 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
17.1 |
1.4% |
81% |
False |
False |
2,029 |
| 80 |
1,303.7 |
1,134.1 |
169.6 |
13.8% |
14.5 |
1.2% |
58% |
False |
False |
1,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,407.0 |
|
2.618 |
1,342.9 |
|
1.618 |
1,303.6 |
|
1.000 |
1,279.3 |
|
0.618 |
1,264.3 |
|
HIGH |
1,240.0 |
|
0.618 |
1,225.0 |
|
0.500 |
1,220.4 |
|
0.382 |
1,215.7 |
|
LOW |
1,200.7 |
|
0.618 |
1,176.4 |
|
1.000 |
1,161.4 |
|
1.618 |
1,137.1 |
|
2.618 |
1,097.8 |
|
4.250 |
1,033.7 |
|
|
| Fisher Pivots for day following 09-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,229.0 |
1,226.9 |
| PP |
1,224.7 |
1,220.4 |
| S1 |
1,220.4 |
1,214.0 |
|