| Trading Metrics calculated at close of trading on 23-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2014 |
23-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
1,197.1 |
1,178.3 |
-18.8 |
-1.6% |
1,223.0 |
| High |
1,202.8 |
1,186.0 |
-16.8 |
-1.4% |
1,224.4 |
| Low |
1,172.0 |
1,174.0 |
2.0 |
0.2% |
1,185.0 |
| Close |
1,181.1 |
1,179.3 |
-1.8 |
-0.2% |
1,197.3 |
| Range |
30.8 |
12.0 |
-18.8 |
-61.0% |
39.4 |
| ATR |
21.8 |
21.1 |
-0.7 |
-3.2% |
0.0 |
| Volume |
374 |
726 |
352 |
94.1% |
13,043 |
|
| Daily Pivots for day following 23-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,215.8 |
1,209.5 |
1,185.9 |
|
| R3 |
1,203.8 |
1,197.5 |
1,182.6 |
|
| R2 |
1,191.8 |
1,191.8 |
1,181.5 |
|
| R1 |
1,185.5 |
1,185.5 |
1,180.4 |
1,188.7 |
| PP |
1,179.8 |
1,179.8 |
1,179.8 |
1,181.3 |
| S1 |
1,173.5 |
1,173.5 |
1,178.2 |
1,176.7 |
| S2 |
1,167.8 |
1,167.8 |
1,177.1 |
|
| S3 |
1,155.8 |
1,161.5 |
1,176.0 |
|
| S4 |
1,143.8 |
1,149.5 |
1,172.7 |
|
|
| 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 |
1,210.6 |
1,172.0 |
38.6 |
3.3% |
17.5 |
1.5% |
19% |
False |
False |
1,942 |
| 10 |
1,240.0 |
1,172.0 |
68.0 |
5.8% |
19.2 |
1.6% |
11% |
False |
False |
2,443 |
| 20 |
1,240.0 |
1,143.2 |
96.8 |
8.2% |
22.3 |
1.9% |
37% |
False |
False |
2,991 |
| 40 |
1,240.0 |
1,134.1 |
105.9 |
9.0% |
21.7 |
1.8% |
43% |
False |
False |
3,017 |
| 60 |
1,257.0 |
1,134.1 |
122.9 |
10.4% |
18.4 |
1.6% |
37% |
False |
False |
2,346 |
| 80 |
1,280.0 |
1,134.1 |
145.9 |
12.4% |
16.4 |
1.4% |
31% |
False |
False |
1,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,237.0 |
|
2.618 |
1,217.4 |
|
1.618 |
1,205.4 |
|
1.000 |
1,198.0 |
|
0.618 |
1,193.4 |
|
HIGH |
1,186.0 |
|
0.618 |
1,181.4 |
|
0.500 |
1,180.0 |
|
0.382 |
1,178.6 |
|
LOW |
1,174.0 |
|
0.618 |
1,166.6 |
|
1.000 |
1,162.0 |
|
1.618 |
1,154.6 |
|
2.618 |
1,142.6 |
|
4.250 |
1,123.0 |
|
|
| Fisher Pivots for day following 23-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,180.0 |
1,187.4 |
| PP |
1,179.8 |
1,184.7 |
| S1 |
1,179.5 |
1,182.0 |
|