| Trading Metrics calculated at close of trading on 22-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2014 |
22-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,199.5 |
1,197.1 |
-2.4 |
-0.2% |
1,223.0 |
| High |
1,201.9 |
1,202.8 |
0.9 |
0.1% |
1,224.4 |
| Low |
1,195.3 |
1,172.0 |
-23.3 |
-1.9% |
1,185.0 |
| Close |
1,197.3 |
1,181.1 |
-16.2 |
-1.4% |
1,197.3 |
| Range |
6.6 |
30.8 |
24.2 |
366.7% |
39.4 |
| ATR |
21.1 |
21.8 |
0.7 |
3.3% |
0.0 |
| Volume |
2,509 |
374 |
-2,135 |
-85.1% |
13,043 |
|
| Daily Pivots for day following 22-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,277.7 |
1,260.2 |
1,198.0 |
|
| R3 |
1,246.9 |
1,229.4 |
1,189.6 |
|
| R2 |
1,216.1 |
1,216.1 |
1,186.7 |
|
| R1 |
1,198.6 |
1,198.6 |
1,183.9 |
1,192.0 |
| PP |
1,185.3 |
1,185.3 |
1,185.3 |
1,182.0 |
| S1 |
1,167.8 |
1,167.8 |
1,178.3 |
1,161.2 |
| S2 |
1,154.5 |
1,154.5 |
1,175.5 |
|
| S3 |
1,123.7 |
1,137.0 |
1,172.6 |
|
| S4 |
1,092.9 |
1,106.2 |
1,164.2 |
|
|
| 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 |
1,224.3 |
1,172.0 |
52.3 |
4.4% |
21.8 |
1.8% |
17% |
False |
True |
1,964 |
| 10 |
1,240.0 |
1,172.0 |
68.0 |
5.8% |
21.9 |
1.9% |
13% |
False |
True |
2,636 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.2% |
22.2 |
1.9% |
39% |
False |
False |
3,188 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
9.0% |
21.5 |
1.8% |
44% |
False |
False |
3,038 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
18.3 |
1.6% |
38% |
False |
False |
2,344 |
| 80 |
1,293.5 |
1,134.1 |
159.4 |
13.5% |
16.3 |
1.4% |
29% |
False |
False |
1,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,333.7 |
|
2.618 |
1,283.4 |
|
1.618 |
1,252.6 |
|
1.000 |
1,233.6 |
|
0.618 |
1,221.8 |
|
HIGH |
1,202.8 |
|
0.618 |
1,191.0 |
|
0.500 |
1,187.4 |
|
0.382 |
1,183.8 |
|
LOW |
1,172.0 |
|
0.618 |
1,153.0 |
|
1.000 |
1,141.2 |
|
1.618 |
1,122.2 |
|
2.618 |
1,091.4 |
|
4.250 |
1,041.1 |
|
|
| Fisher Pivots for day following 22-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,187.4 |
1,191.3 |
| PP |
1,185.3 |
1,187.9 |
| S1 |
1,183.2 |
1,184.5 |
|