| Trading Metrics calculated at close of trading on 18-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2014 |
18-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,199.6 |
1,190.3 |
-9.3 |
-0.8% |
1,191.2 |
| High |
1,202.7 |
1,210.6 |
7.9 |
0.7% |
1,240.0 |
| Low |
1,185.0 |
1,190.3 |
5.3 |
0.4% |
1,189.1 |
| Close |
1,195.7 |
1,196.1 |
0.4 |
0.0% |
1,223.6 |
| Range |
17.7 |
20.3 |
2.6 |
14.7% |
50.9 |
| ATR |
22.4 |
22.3 |
-0.2 |
-0.7% |
0.0 |
| Volume |
3,016 |
3,088 |
72 |
2.4% |
15,119 |
|
| Daily Pivots for day following 18-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,259.9 |
1,248.3 |
1,207.3 |
|
| R3 |
1,239.6 |
1,228.0 |
1,201.7 |
|
| R2 |
1,219.3 |
1,219.3 |
1,199.8 |
|
| R1 |
1,207.7 |
1,207.7 |
1,198.0 |
1,213.5 |
| PP |
1,199.0 |
1,199.0 |
1,199.0 |
1,201.9 |
| S1 |
1,187.4 |
1,187.4 |
1,194.2 |
1,193.2 |
| S2 |
1,178.7 |
1,178.7 |
1,192.4 |
|
| S3 |
1,158.4 |
1,167.1 |
1,190.5 |
|
| S4 |
1,138.1 |
1,146.8 |
1,184.9 |
|
|
| 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 |
1,229.9 |
1,185.0 |
44.9 |
3.8% |
22.8 |
1.9% |
25% |
False |
False |
2,563 |
| 10 |
1,240.0 |
1,185.0 |
55.0 |
4.6% |
22.3 |
1.9% |
20% |
False |
False |
2,648 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.1% |
22.3 |
1.9% |
55% |
False |
False |
3,184 |
| 40 |
1,245.9 |
1,134.1 |
111.8 |
9.3% |
21.1 |
1.8% |
55% |
False |
False |
3,002 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.2 |
1.5% |
50% |
False |
False |
2,320 |
| 80 |
1,293.5 |
1,134.1 |
159.4 |
13.3% |
15.8 |
1.3% |
39% |
False |
False |
1,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,296.9 |
|
2.618 |
1,263.7 |
|
1.618 |
1,243.4 |
|
1.000 |
1,230.9 |
|
0.618 |
1,223.1 |
|
HIGH |
1,210.6 |
|
0.618 |
1,202.8 |
|
0.500 |
1,200.5 |
|
0.382 |
1,198.1 |
|
LOW |
1,190.3 |
|
0.618 |
1,177.8 |
|
1.000 |
1,170.0 |
|
1.618 |
1,157.5 |
|
2.618 |
1,137.2 |
|
4.250 |
1,104.0 |
|
|
| Fisher Pivots for day following 18-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,200.5 |
1,204.7 |
| PP |
1,199.0 |
1,201.8 |
| S1 |
1,197.6 |
1,199.0 |
|