| Trading Metrics calculated at close of trading on 19-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2014 |
19-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,190.3 |
1,199.5 |
9.2 |
0.8% |
1,223.0 |
| High |
1,210.6 |
1,201.9 |
-8.7 |
-0.7% |
1,224.4 |
| Low |
1,190.3 |
1,195.3 |
5.0 |
0.4% |
1,185.0 |
| Close |
1,196.1 |
1,197.3 |
1.2 |
0.1% |
1,197.3 |
| Range |
20.3 |
6.6 |
-13.7 |
-67.5% |
39.4 |
| ATR |
22.3 |
21.1 |
-1.1 |
-5.0% |
0.0 |
| Volume |
3,088 |
2,509 |
-579 |
-18.8% |
13,043 |
|
| Daily Pivots for day following 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.0 |
1,214.2 |
1,200.9 |
|
| R3 |
1,211.4 |
1,207.6 |
1,199.1 |
|
| R2 |
1,204.8 |
1,204.8 |
1,198.5 |
|
| R1 |
1,201.0 |
1,201.0 |
1,197.9 |
1,199.6 |
| PP |
1,198.2 |
1,198.2 |
1,198.2 |
1,197.5 |
| S1 |
1,194.4 |
1,194.4 |
1,196.7 |
1,193.0 |
| S2 |
1,191.6 |
1,191.6 |
1,196.1 |
|
| S3 |
1,185.0 |
1,187.8 |
1,195.5 |
|
| S4 |
1,178.4 |
1,181.2 |
1,193.7 |
|
|
| Weekly Pivots for week ending 19-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,320.4 |
1,298.3 |
1,219.0 |
|
| R3 |
1,281.0 |
1,258.9 |
1,208.1 |
|
| R2 |
1,241.6 |
1,241.6 |
1,204.5 |
|
| R1 |
1,219.5 |
1,219.5 |
1,200.9 |
1,210.9 |
| PP |
1,202.2 |
1,202.2 |
1,202.2 |
1,197.9 |
| S1 |
1,180.1 |
1,180.1 |
1,193.7 |
1,171.5 |
| S2 |
1,162.8 |
1,162.8 |
1,190.1 |
|
| S3 |
1,123.4 |
1,140.7 |
1,186.5 |
|
| S4 |
1,084.0 |
1,101.3 |
1,175.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,224.4 |
1,185.0 |
39.4 |
3.3% |
21.8 |
1.8% |
31% |
False |
False |
2,608 |
| 10 |
1,240.0 |
1,185.0 |
55.0 |
4.6% |
20.9 |
1.7% |
22% |
False |
False |
2,816 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.1% |
21.6 |
1.8% |
56% |
False |
False |
3,213 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
8.8% |
20.8 |
1.7% |
60% |
False |
False |
3,043 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.3% |
18.0 |
1.5% |
51% |
False |
False |
2,352 |
| 80 |
1,293.5 |
1,134.1 |
159.4 |
13.3% |
15.9 |
1.3% |
40% |
False |
False |
1,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,230.0 |
|
2.618 |
1,219.2 |
|
1.618 |
1,212.6 |
|
1.000 |
1,208.5 |
|
0.618 |
1,206.0 |
|
HIGH |
1,201.9 |
|
0.618 |
1,199.4 |
|
0.500 |
1,198.6 |
|
0.382 |
1,197.8 |
|
LOW |
1,195.3 |
|
0.618 |
1,191.2 |
|
1.000 |
1,188.7 |
|
1.618 |
1,184.6 |
|
2.618 |
1,178.0 |
|
4.250 |
1,167.3 |
|
|
| Fisher Pivots for day following 19-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.6 |
1,197.8 |
| PP |
1,198.2 |
1,197.6 |
| S1 |
1,197.7 |
1,197.5 |
|