| Trading Metrics calculated at close of trading on 15-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2014 |
15-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,229.3 |
1,223.0 |
-6.3 |
-0.5% |
1,191.2 |
| High |
1,229.9 |
1,224.4 |
-5.5 |
-0.4% |
1,240.0 |
| Low |
1,218.3 |
1,193.3 |
-25.0 |
-2.1% |
1,189.1 |
| Close |
1,223.6 |
1,208.8 |
-14.8 |
-1.2% |
1,223.6 |
| Range |
11.6 |
31.1 |
19.5 |
168.1% |
50.9 |
| ATR |
21.3 |
22.0 |
0.7 |
3.3% |
0.0 |
| Volume |
2,285 |
3,596 |
1,311 |
57.4% |
15,119 |
|
| Daily Pivots for day following 15-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,302.1 |
1,286.6 |
1,225.9 |
|
| R3 |
1,271.0 |
1,255.5 |
1,217.4 |
|
| R2 |
1,239.9 |
1,239.9 |
1,214.5 |
|
| R1 |
1,224.4 |
1,224.4 |
1,211.7 |
1,216.6 |
| PP |
1,208.8 |
1,208.8 |
1,208.8 |
1,205.0 |
| S1 |
1,193.3 |
1,193.3 |
1,205.9 |
1,185.5 |
| S2 |
1,177.7 |
1,177.7 |
1,203.1 |
|
| S3 |
1,146.6 |
1,162.2 |
1,200.2 |
|
| S4 |
1,115.5 |
1,131.1 |
1,191.7 |
|
|
| Weekly Pivots for week ending 12-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,370.3 |
1,347.8 |
1,251.6 |
|
| R3 |
1,319.4 |
1,296.9 |
1,237.6 |
|
| R2 |
1,268.5 |
1,268.5 |
1,232.9 |
|
| R1 |
1,246.0 |
1,246.0 |
1,228.3 |
1,257.3 |
| PP |
1,217.6 |
1,217.6 |
1,217.6 |
1,223.2 |
| S1 |
1,195.1 |
1,195.1 |
1,218.9 |
1,206.4 |
| S2 |
1,166.7 |
1,166.7 |
1,214.3 |
|
| S3 |
1,115.8 |
1,144.2 |
1,209.6 |
|
| S4 |
1,064.9 |
1,093.3 |
1,195.6 |
|
|
| 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 |
1,193.3 |
46.7 |
3.9% |
22.1 |
1.8% |
33% |
False |
True |
3,308 |
| 10 |
1,240.0 |
1,188.0 |
52.0 |
4.3% |
19.8 |
1.6% |
40% |
False |
False |
3,144 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.0% |
21.6 |
1.8% |
68% |
False |
False |
3,478 |
| 40 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
20.0 |
1.7% |
61% |
False |
False |
2,867 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.2% |
17.5 |
1.5% |
61% |
False |
False |
2,244 |
| 80 |
1,293.5 |
1,134.1 |
159.4 |
13.2% |
15.0 |
1.2% |
47% |
False |
False |
1,790 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,356.6 |
|
2.618 |
1,305.8 |
|
1.618 |
1,274.7 |
|
1.000 |
1,255.5 |
|
0.618 |
1,243.6 |
|
HIGH |
1,224.4 |
|
0.618 |
1,212.5 |
|
0.500 |
1,208.9 |
|
0.382 |
1,205.2 |
|
LOW |
1,193.3 |
|
0.618 |
1,174.1 |
|
1.000 |
1,162.2 |
|
1.618 |
1,143.0 |
|
2.618 |
1,111.9 |
|
4.250 |
1,061.1 |
|
|
| Fisher Pivots for day following 15-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,208.9 |
1,213.3 |
| PP |
1,208.8 |
1,211.8 |
| S1 |
1,208.8 |
1,210.3 |
|