| Trading Metrics calculated at close of trading on 17-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2014 |
17-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,198.0 |
1,199.6 |
1.6 |
0.1% |
1,191.2 |
| High |
1,224.3 |
1,202.7 |
-21.6 |
-1.8% |
1,240.0 |
| Low |
1,190.9 |
1,185.0 |
-5.9 |
-0.5% |
1,189.1 |
| Close |
1,195.5 |
1,195.7 |
0.2 |
0.0% |
1,223.6 |
| Range |
33.4 |
17.7 |
-15.7 |
-47.0% |
50.9 |
| ATR |
22.8 |
22.4 |
-0.4 |
-1.6% |
0.0 |
| Volume |
834 |
3,016 |
2,182 |
261.6% |
15,119 |
|
| Daily Pivots for day following 17-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,247.6 |
1,239.3 |
1,205.4 |
|
| R3 |
1,229.9 |
1,221.6 |
1,200.6 |
|
| R2 |
1,212.2 |
1,212.2 |
1,198.9 |
|
| R1 |
1,203.9 |
1,203.9 |
1,197.3 |
1,199.2 |
| PP |
1,194.5 |
1,194.5 |
1,194.5 |
1,192.1 |
| S1 |
1,186.2 |
1,186.2 |
1,194.1 |
1,181.5 |
| S2 |
1,176.8 |
1,176.8 |
1,192.5 |
|
| S3 |
1,159.1 |
1,168.5 |
1,190.8 |
|
| S4 |
1,141.4 |
1,150.8 |
1,186.0 |
|
|
| 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 |
1,233.3 |
1,185.0 |
48.3 |
4.0% |
21.8 |
1.8% |
22% |
False |
True |
2,624 |
| 10 |
1,240.0 |
1,185.0 |
55.0 |
4.6% |
21.2 |
1.8% |
19% |
False |
True |
2,503 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.1% |
22.6 |
1.9% |
54% |
False |
False |
3,272 |
| 40 |
1,250.2 |
1,134.1 |
116.1 |
9.7% |
20.7 |
1.7% |
53% |
False |
False |
2,951 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
17.9 |
1.5% |
50% |
False |
False |
2,285 |
| 80 |
1,293.5 |
1,134.1 |
159.4 |
13.3% |
15.6 |
1.3% |
39% |
False |
False |
1,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.9 |
|
2.618 |
1,249.0 |
|
1.618 |
1,231.3 |
|
1.000 |
1,220.4 |
|
0.618 |
1,213.6 |
|
HIGH |
1,202.7 |
|
0.618 |
1,195.9 |
|
0.500 |
1,193.9 |
|
0.382 |
1,191.8 |
|
LOW |
1,185.0 |
|
0.618 |
1,174.1 |
|
1.000 |
1,167.3 |
|
1.618 |
1,156.4 |
|
2.618 |
1,138.7 |
|
4.250 |
1,109.8 |
|
|
| Fisher Pivots for day following 17-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,195.1 |
1,204.7 |
| PP |
1,194.5 |
1,201.7 |
| S1 |
1,193.9 |
1,198.7 |
|