| Trading Metrics calculated at close of trading on 10-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2014 |
10-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,203.9 |
1,232.0 |
28.1 |
2.3% |
1,161.3 |
| High |
1,240.0 |
1,240.0 |
0.0 |
0.0% |
1,220.8 |
| Low |
1,200.7 |
1,227.0 |
26.3 |
2.2% |
1,143.2 |
| Close |
1,233.3 |
1,230.6 |
-2.7 |
-0.2% |
1,191.6 |
| Range |
39.3 |
13.0 |
-26.3 |
-66.9% |
77.6 |
| ATR |
23.2 |
22.5 |
-0.7 |
-3.1% |
0.0 |
| Volume |
2,651 |
4,620 |
1,969 |
74.3% |
13,965 |
|
| Daily Pivots for day following 10-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.5 |
1,264.1 |
1,237.8 |
|
| R3 |
1,258.5 |
1,251.1 |
1,234.2 |
|
| R2 |
1,245.5 |
1,245.5 |
1,233.0 |
|
| R1 |
1,238.1 |
1,238.1 |
1,231.8 |
1,235.3 |
| PP |
1,232.5 |
1,232.5 |
1,232.5 |
1,231.2 |
| S1 |
1,225.1 |
1,225.1 |
1,229.4 |
1,222.3 |
| S2 |
1,219.5 |
1,219.5 |
1,228.2 |
|
| S3 |
1,206.5 |
1,212.1 |
1,227.0 |
|
| S4 |
1,193.5 |
1,199.1 |
1,223.5 |
|
|
| 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% |
20.6 |
1.7% |
82% |
True |
False |
2,383 |
| 10 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
25.8 |
2.1% |
90% |
True |
False |
3,478 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
7.9% |
22.2 |
1.8% |
90% |
True |
False |
3,546 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
19.6 |
1.6% |
79% |
False |
False |
2,680 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.0% |
17.1 |
1.4% |
79% |
False |
False |
2,106 |
| 80 |
1,301.3 |
1,134.1 |
167.2 |
13.6% |
14.6 |
1.2% |
58% |
False |
False |
1,681 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,295.3 |
|
2.618 |
1,274.0 |
|
1.618 |
1,261.0 |
|
1.000 |
1,253.0 |
|
0.618 |
1,248.0 |
|
HIGH |
1,240.0 |
|
0.618 |
1,235.0 |
|
0.500 |
1,233.5 |
|
0.382 |
1,232.0 |
|
LOW |
1,227.0 |
|
0.618 |
1,219.0 |
|
1.000 |
1,214.0 |
|
1.618 |
1,206.0 |
|
2.618 |
1,193.0 |
|
4.250 |
1,171.8 |
|
|
| Fisher Pivots for day following 10-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,233.5 |
1,225.3 |
| PP |
1,232.5 |
1,219.9 |
| S1 |
1,231.6 |
1,214.6 |
|